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

Performance

FAIG.L vs. AIGC.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, FAIG.L achieves a 19.26% return, which is significantly lower than AIGC.L's 24.32% return. Over the past 10 years, FAIG.L has outperformed AIGC.L with an annualized return of 7.41%, while AIGC.L has yielded a comparatively lower 5.99% annualized return.


FAIG.L

1D
-1.29%
1M
-2.47%
YTD
19.26%
6M
19.79%
1Y
31.52%
3Y*
13.45%
5Y*
10.77%
10Y*
7.41%

AIGC.L

1D
-1.47%
1M
-4.07%
YTD
24.32%
6M
24.87%
1Y
37.57%
3Y*
14.90%
5Y*
10.38%
10Y*
5.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
FAIG.L
WisdomTree Broad Commodities Longer Dated
19.26%15.92%4.08%-7.24%16.01%30.43%2.04%6.53%-9.43%3.07%
AIGC.L
WisdomTree Broad Commodities
24.32%16.03%2.05%-6.41%13.22%26.42%-3.80%7.16%-11.46%0.80%

Correlation

The correlation between FAIG.L and AIGC.L is 0.95, 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

0.95

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

0.81

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

0.84

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

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2007

0.73

Over the past year, FAIG.L and AIGC.L have become more correlated (0.95) than their long-term average of 0.73, meaning their price movements have been converging.

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Return for Risk

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

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

FAIG.L
FAIG.L Risk / Return Rank: 7373
Overall Rank
FAIG.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FAIG.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
FAIG.L Omega Ratio Rank: 7171
Omega Ratio Rank
FAIG.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
FAIG.L Martin Ratio Rank: 7070
Martin Ratio Rank

AIGC.L
AIGC.L Risk / Return Rank: 7070
Overall Rank
AIGC.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
AIGC.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
AIGC.L Omega Ratio Rank: 6868
Omega Ratio Rank
AIGC.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
AIGC.L Martin Ratio Rank: 6767
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities Longer Dated (FAIG.L) and WisdomTree Broad Commodities (AIGC.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.


FAIG.LAIGC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.41

1.40

+0.02

Calmar ratioReturn relative to maximum drawdown

4.98

5.28

-0.29

Martin ratioReturn relative to average drawdown

12.76

12.07

+0.69

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

The current FAIG.L Sharpe Ratio is 2.28, which is comparable to the AIGC.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of FAIG.L and AIGC.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


FAIG.LAIGC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.19

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.69

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.42

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

-0.02

+0.10

Drawdowns

FAIG.L vs. AIGC.L - Drawdown Comparison

The maximum FAIG.L drawdown since its inception was -68.50%, smaller than the maximum AIGC.L drawdown of -75.92%. Use the drawdown chart below to compare losses from any high point for FAIG.L and AIGC.L.


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Drawdown Indicators


FAIG.LAIGC.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.50%

-75.92%

+7.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-7.09%

+0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-10.42%

-11.23%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-24.76%

-26.98%

+2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-30.94%

-34.00%

+3.06%

Current Drawdown

Current decline from peak

-14.57%

-37.42%

+22.85%

Average Drawdown

Average peak-to-trough decline

-44.38%

-51.02%

+6.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

3.10%

-0.64%

Volatility

FAIG.L vs. AIGC.L - Volatility Comparison

The current volatility for WisdomTree Broad Commodities Longer Dated (FAIG.L) is 4.70%, while WisdomTree Broad Commodities (AIGC.L) has a volatility of 5.88%. This indicates that FAIG.L experiences smaller price fluctuations and is considered to be less risky than AIGC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAIG.LAIGC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

5.88%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

15.18%

-3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

17.07%

-3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

18.14%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.53%

15.76%

-2.23%

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

Both FAIG.L and AIGC.L have an expense ratio of 0.49%.


Dividends

FAIG.L vs. AIGC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, FAIG.L and AIGC.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.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FAIG.L and AIGC.L have the same expense ratio: 0.49% per year.

FAIG.L tracks Bloomberg Commodity 3 Month Forward, while AIGC.L tracks Bloomberg Commodity.

Portfolio Optimizer

Find the right allocation for FAIG.L and AIGC.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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