COMF.L vs. FAIG.L

Last updated Jul 16, 2026

COMF.L (L&G Longer Dated All Commodities UCITS ETF) and FAIG.L (WisdomTree Broad Commodities Longer Dated) are both Commodities funds - COMF.L tracks the Bloomberg Commodity Index 3 Month Forward Total Return while FAIG.L tracks the Bloomberg Commodity 3 Month Forward. Both are passively managed. Over the past 10 years, COMF.L returned 8.22%/yr vs 7.13%/yr for FAIG.L. With a 0.96 correlation, they move nearly in lockstep. COMF.L charges 0.30%/yr vs 0.49%/yr for FAIG.L.

Performance

COMF.L vs. FAIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Longer Dated All Commodities UCITS ETF (COMF.L) and WisdomTree Broad Commodities Longer Dated (FAIG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with COMF.L having a 15.66% return and FAIG.L slightly higher at 15.99%. Over the past 10 years, COMF.L has outperformed FAIG.L with an annualized return of 8.22%, while FAIG.L has yielded a comparatively lower 7.13% annualized return.

COMF.L

• 1D: 0.39%
• 1M: 1.29%
• 6M: 10.85%
• YTD: 15.66%
• 1Y: 24.69%
• 3Y*: 11.59%
• 5Y*: 11.24%
• 10Y*: 8.22%

FAIG.L

• 1D: 0.37%
• 1M: 1.38%
• 6M: 11.18%
• YTD: 15.99%
• 1Y: 25.18%
• 3Y*: 11.03%
• 5Y*: 9.99%
• 10Y*: 7.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

COMF.L vs. FAIG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COMF.L L&G Longer Dated All Commodities UCITS ETF	15.66%	16.43%	5.13%	-6.37%	18.73%	32.96%	2.52%	7.36%	-8.43%	3.10%
FAIG.L WisdomTree Broad Commodities Longer Dated	15.99%	15.88%	4.08%	-7.23%	16.01%	30.43%	2.05%	6.50%	-9.44%	3.09%

Correlation

The correlation between COMF.L and FAIG.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Mar 15, 2010	0.96

The correlation between COMF.L and FAIG.L has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.

Return for Risk

COMF.L vs. FAIG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COMF.L

COMF.L Risk / Return Rank: 58
COMF.L Sharpe Ratio Rank: 67
COMF.L Sortino Ratio Rank: 61
COMF.L Omega Ratio Rank: 66
COMF.L Calmar Ratio Rank: 48
COMF.L Martin Ratio Rank: 48

FAIG.L

FAIG.L Risk / Return Rank: 59
FAIG.L Sharpe Ratio Rank: 69
FAIG.L Sortino Ratio Rank: 63
FAIG.L Omega Ratio Rank: 67
FAIG.L Calmar Ratio Rank: 48
FAIG.L Martin Ratio Rank: 48

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COMF.L vs. FAIG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Longer Dated All Commodities UCITS ETF (COMF.L) and WisdomTree Broad Commodities Longer Dated (FAIG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	COMF.L	FAIG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.81	-0.04
Sortino ratio: Return per unit of downside risk	2.32	2.39	-0.07
Omega ratio: Gain probability vs. loss probability	1.32	1.32	-0.01
Calmar ratio: Return relative to maximum drawdown	2.00	2.01	-0.01
Martin ratio: Return relative to average drawdown	6.49	6.67	-0.17

COMF.L vs. FAIG.L - Sharpe Ratio Comparison

The current COMF.L Sharpe Ratio is 1.76, which is comparable to the FAIG.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of COMF.L and FAIG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COMF.L vs. FAIG.L - Drawdown Comparison

The maximum COMF.L drawdown since its inception was -60.21%, smaller than the maximum FAIG.L drawdown of -68.40%. Use the drawdown chart below to compare losses from any high point for COMF.L and FAIG.L.

Drawdown Indicators

	COMF.L	FAIG.L	Difference
Max Drawdown Largest peak-to-trough decline	-60.21%	-68.40%	+8.19%
Max Drawdown (1Y) Largest decline over 1 year	-12.25%	-12.50%	+0.25%
Max Drawdown (3Y) Largest decline over 3 years	-12.25%	-12.50%	+0.25%
Max Drawdown (5Y) Largest decline over 5 years	-22.56%	-24.76%	+2.20%
Max Drawdown (10Y) Largest decline over 10 years	-29.69%	-30.94%	+1.25%
Current Drawdown Current decline from peak	-7.09%	-16.66%	+9.57%
Average Drawdown Average peak-to-trough decline	-29.36%	-42.95%	+13.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.77%	3.77%	0.00%

Volatility

COMF.L vs. FAIG.L - Volatility Comparison

L&G Longer Dated All Commodities UCITS ETF (COMF.L) and WisdomTree Broad Commodities Longer Dated (FAIG.L) have volatilities of 3.91% and 4.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COMF.L	FAIG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.91%	4.03%	-0.12%
Volatility (6M) Calculated over the trailing 6-month period	11.59%	11.60%	-0.01%
Volatility (1Y) Calculated over the trailing 1-year period	13.87%	13.88%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.93%	15.34%	-0.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.28%	13.50%	-0.22%

COMF.L vs. FAIG.L - Expense Ratio Comparison

COMF.L has a 0.30% expense ratio, which is lower than FAIG.L's 0.49% expense ratio.

Dividends

COMF.L vs. FAIG.L - Dividend Comparison

Neither COMF.L nor FAIG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both COMF.L and FAIG.L in my portfolio?

With a correlation of 0.98, COMF.L and FAIG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, COMF.L or FAIG.L?

On fees, COMF.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, COMF.L or FAIG.L?

COMF.L is cheaper with a 0.30% expense ratio, compared with 0.49% for FAIG.L.

What is the main difference between COMF.L and FAIG.L?

COMF.L tracks Bloomberg Commodity Index 3 Month Forward Total Return, while FAIG.L tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: L&G and WisdomTree. Their fees differ too: 0.30% for COMF.L and 0.49% for FAIG.L.