FAIG.L vs. CMFP.L
Compare and contrast key facts about WisdomTree Broad Commodities Longer Dated (FAIG.L) and L&G Longer Dated All Commodities UCITS ETF (CMFP.L).
FAIG.L and CMFP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FAIG.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Commodity 3 Month Forward. It was launched on Oct 10, 2007. CMFP.L is a passively managed fund by Legal & General that tracks the performance of the Bloomberg Commodity 3 Month Forward. It was launched on Mar 15, 2010. Both FAIG.L and CMFP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FAIG.L vs. CMFP.L - Performance Comparison
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FAIG.L vs. CMFP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAIG.L WisdomTree Broad Commodities Longer Dated | 14.76% | 15.92% | 4.08% | -7.24% | 16.01% | 30.43% | 2.04% | 6.53% | -9.43% | 3.07% |
CMFP.L L&G Longer Dated All Commodities UCITS ETF | 14.36% | 16.67% | 5.08% | -6.76% | 18.60% | 33.39% | 2.11% | 8.16% | -8.64% | 2.76% |
Different Trading Currencies
FAIG.L is traded in USD, while CMFP.L is traded in GBp. To make them comparable, the CMFP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with FAIG.L having a 14.76% return and CMFP.L slightly lower at 14.36%. Over the past 10 years, FAIG.L has underperformed CMFP.L with an annualized return of 8.19%, while CMFP.L has yielded a comparatively higher 9.19% annualized return.
FAIG.L
- 1D
- -1.55%
- 1M
- 3.25%
- YTD
- 14.76%
- 6M
- 21.18%
- 1Y
- 22.42%
- 3Y*
- 10.38%
- 5Y*
- 12.73%
- 10Y*
- 8.19%
CMFP.L
- 1D
- -1.61%
- 1M
- 2.84%
- YTD
- 14.36%
- 6M
- 21.16%
- 1Y
- 21.62%
- 3Y*
- 10.97%
- 5Y*
- 14.05%
- 10Y*
- 9.19%
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FAIG.L vs. CMFP.L - Expense Ratio Comparison
FAIG.L has a 0.49% expense ratio, which is higher than CMFP.L's 0.30% expense ratio.
Return for Risk
FAIG.L vs. CMFP.L — Risk / Return Rank
FAIG.L
CMFP.L
FAIG.L vs. CMFP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities Longer Dated (FAIG.L) and L&G Longer Dated All Commodities UCITS ETF (CMFP.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.L | CMFP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.46 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.95 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.27 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 3.14 | -0.18 |
Martin ratioReturn relative to average drawdown | 8.58 | 7.70 | +0.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FAIG.L | CMFP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.46 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.92 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.67 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.18 | -0.12 |
Correlation
The correlation between FAIG.L and CMFP.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FAIG.L vs. CMFP.L - Dividend Comparison
Neither FAIG.L nor CMFP.L has paid dividends to shareholders.
Drawdowns
FAIG.L vs. CMFP.L - Drawdown Comparison
The maximum FAIG.L drawdown since its inception was -68.50%, which is greater than CMFP.L's maximum drawdown of -60.78%. Use the drawdown chart below to compare losses from any high point for FAIG.L and CMFP.L.
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Drawdown Indicators
| FAIG.L | CMFP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.50% | -50.47% | -18.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -9.02% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -23.51% | -1.25% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | -23.95% | -6.99% |
Current DrawdownCurrent decline from peak | -17.80% | -2.92% | -14.88% |
Average DrawdownAverage peak-to-trough decline | -44.69% | -24.76% | -19.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.01% | -0.46% |
Volatility
FAIG.L vs. CMFP.L - Volatility Comparison
The current volatility for WisdomTree Broad Commodities Longer Dated (FAIG.L) is 4.93%, while L&G Longer Dated All Commodities UCITS ETF (CMFP.L) has a volatility of 5.23%. This indicates that FAIG.L experiences smaller price fluctuations and is considered to be less risky than CMFP.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.L | CMFP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 5.23% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 11.11% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.71% | 14.74% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 15.30% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.53% | 13.62% | -0.09% |