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CXAP.L vs. FAIG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CXAP.L vs. FAIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (CXAP.L) and WisdomTree Broad Commodities Longer Dated (FAIG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CXAP.L is traded in GBp, while FAIG.L is traded in USD. To make them comparable, the FAIG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CXAP.L achieves a 26.29% return, which is significantly higher than FAIG.L's 21.26% return. Over the past 10 years, CXAP.L has outperformed FAIG.L with an annualized return of 12.09%, while FAIG.L has yielded a comparatively lower 8.54% annualized return.


CXAP.L

1D
0.14%
1M
3.94%
YTD
26.29%
6M
27.63%
1Y
45.18%
3Y*
15.50%
5Y*
14.72%
10Y*
12.09%

FAIG.L

1D
0.51%
1M
1.08%
YTD
21.26%
6M
20.55%
1Y
33.42%
3Y*
11.36%
5Y*
12.25%
10Y*
8.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CXAP.L
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc
26.29%10.65%8.67%-10.60%27.69%36.79%-4.93%7.15%-6.02%5.06%
FAIG.L
WisdomTree Broad Commodities Longer Dated
21.26%7.66%5.90%-11.88%29.81%31.66%-0.96%2.48%-4.06%-5.84%

Correlation

The correlation between CXAP.L and FAIG.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since May 12, 2016

0.79

The correlation between CXAP.L and FAIG.L shifts across timeframes, from 0.79 (10 years) to 0.89 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

CXAP.L
CXAP.L Risk / Return Rank: 8888
Overall Rank
CXAP.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CXAP.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
CXAP.L Omega Ratio Rank: 8585
Omega Ratio Rank
CXAP.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
CXAP.L Martin Ratio Rank: 9090
Martin Ratio Rank

FAIG.L
FAIG.L Risk / Return Rank: 7474
Overall Rank
FAIG.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FAIG.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
FAIG.L Omega Ratio Rank: 7373
Omega Ratio Rank
FAIG.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
FAIG.L Martin Ratio Rank: 7171
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (CXAP.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.


CXAP.LFAIG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.52

1.40

+0.12

Calmar ratioReturn relative to maximum drawdown

7.82

4.99

+2.83

Martin ratioReturn relative to average drawdown

20.31

13.19

+7.11

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

The current CXAP.L Sharpe Ratio is 2.89, which is comparable to the FAIG.L Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of CXAP.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.


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Sharpe Ratios by Period


CXAP.LFAIG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

2.23

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.78

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.58

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.24

+0.52

Drawdowns

CXAP.L vs. FAIG.L - Drawdown Comparison

The maximum CXAP.L drawdown since its inception was -31.30%, smaller than the maximum FAIG.L drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for CXAP.L and FAIG.L.


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Drawdown Indicators


CXAP.LFAIG.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.30%

-51.32%

+20.02%

Max Drawdown (1Y)

Largest decline over 1 year

-5.75%

-6.66%

+0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-15.43%

-12.87%

-2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

-26.47%

+4.94%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

-26.47%

-4.83%

Current Drawdown

Current decline from peak

-0.77%

-2.59%

+1.82%

Average Drawdown

Average peak-to-trough decline

-8.24%

-26.25%

+18.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.53%

-0.31%

Volatility

CXAP.L vs. FAIG.L - Volatility Comparison

UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (CXAP.L) and WisdomTree Broad Commodities Longer Dated (FAIG.L) have volatilities of 4.57% and 4.74%, 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.


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Volatility by Period


CXAP.LFAIG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.74%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

12.12%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

14.93%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

15.73%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

14.71%

+1.34%

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

CXAP.L has a 0.34% expense ratio, which is lower than FAIG.L's 0.49% expense ratio.


Dividends

CXAP.L vs. FAIG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CXAP.L and FAIG.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CXAP.L is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CXAP.L is cheaper with a 0.34% expense ratio, compared with 0.49% for FAIG.L.

CXAP.L tracks UBS CMCI Ex Agriculture Ex Livestock Capped, while FAIG.L tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: UBS and WisdomTree. Their fees differ too: 0.34% for CXAP.L and 0.49% for FAIG.L.

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