FAIG.L vs. COMF.L

Last updated Jul 16, 2026

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

Performance

FAIG.L vs. COMF.L - Performance Comparison

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

Returns By Period

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

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%

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%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
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%

Correlation

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

Return for Risk

FAIG.L vs. COMF.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: 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

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

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. COMF.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 (COMF.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.

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

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

The current FAIG.L Sharpe Ratio is 1.81, which is comparable to the COMF.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of FAIG.L and COMF.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

FAIG.L vs. COMF.L - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

FAIG.L vs. COMF.L - Volatility Comparison

WisdomTree Broad Commodities Longer Dated (FAIG.L) and L&G Longer Dated All Commodities UCITS ETF (COMF.L) have volatilities of 4.03% and 3.91%, 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

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

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

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

Dividends

FAIG.L vs. COMF.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

With a correlation of 0.98, FAIG.L and COMF.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, FAIG.L or COMF.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, FAIG.L or COMF.L?

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

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

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