FAIG.L vs. COMM.L

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Broad Commodities Longer Dated (FAIG.L) and iShares Diversified Commodity Swap UCITS ETF (COMM.L).

FAIG.L and COMM.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. COMM.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity. It was launched on Jul 18, 2017. Both FAIG.L and COMM.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. COMM.L - Performance Comparison

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

FAIG.L vs. COMM.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%	6.24%
COMM.L iShares Diversified Commodity Swap UCITS ETF	22.59%	16.72%	4.42%	-7.94%	14.62%	27.87%	-4.24%	7.31%	-10.24%	5.96%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, FAIG.L achieves a 14.76% return, which is significantly lower than COMM.L's 22.59% 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%

COMM.L

• 1D: -1.61%
• 1M: 8.58%
• YTD: 22.59%
• 6M: 30.45%
• 1Y: 30.72%
• 3Y*: 13.57%
• 5Y*: 13.46%
• 10Y*: —

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

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

FAIG.L has a 0.49% expense ratio, which is higher than COMM.L's 0.19% expense ratio.

FAIG.L

WisdomTree Broad Commodities Longer Dated

COMM.L

iShares Diversified Commodity Swap UCITS ETF

Return for Risk

FAIG.L vs. COMM.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: 77
FAIG.L Sharpe Ratio Rank: 77
FAIG.L Sortino Ratio Rank: 75
FAIG.L Omega Ratio Rank: 72
FAIG.L Calmar Ratio Rank: 86
FAIG.L Martin Ratio Rank: 72

COMM.L

COMM.L Risk / Return Rank: 80
COMM.L Sharpe Ratio Rank: 81
COMM.L Sortino Ratio Rank: 79
COMM.L Omega Ratio Rank: 76
COMM.L Calmar Ratio Rank: 93
COMM.L Martin Ratio Rank: 73

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. COMM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities Longer Dated (FAIG.L) and iShares Diversified Commodity Swap UCITS ETF (COMM.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	COMM.L	Difference
Sharpe ratio Return per unit of total volatility	1.52	1.83	-0.31
Sortino ratio Return per unit of downside risk	2.02	2.39	-0.37
Omega ratio Gain probability vs. loss probability	1.29	1.33	-0.05
Calmar ratio Return relative to maximum drawdown	2.96	4.13	-1.17
Martin ratio Return relative to average drawdown	8.58	9.75	-1.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current FAIG.L Sharpe Ratio is 1.52, which is comparable to the COMM.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FAIG.L and COMM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FAIG.L	COMM.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	1.83	-0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.81	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.55	-0.48

Correlation

The correlation between FAIG.L and COMM.L is 0.86, 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. COMM.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

FAIG.L vs. COMM.L - Drawdown Comparison

The maximum FAIG.L drawdown since its inception was -68.50%, which is greater than COMM.L's maximum drawdown of -33.13%. Use the drawdown chart below to compare losses from any high point for FAIG.L and COMM.L.

Drawdown Indicators

	FAIG.L	COMM.L	Difference
Max Drawdown Largest peak-to-trough decline	-68.50%	-28.49%	-40.01%
Max Drawdown (1Y) Largest decline over 1 year	-9.56%	-9.40%	-0.16%
Max Drawdown (5Y) Largest decline over 5 years	-24.76%	-28.49%	+3.73%
Max Drawdown (10Y) Largest decline over 10 years	-30.94%	—	—
Current Drawdown Current decline from peak	-17.80%	-2.25%	-15.55%
Average Drawdown Average peak-to-trough decline	-44.69%	-12.34%	-32.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	3.34%	-0.79%

Volatility

FAIG.L vs. COMM.L - Volatility Comparison

The current volatility for WisdomTree Broad Commodities Longer Dated (FAIG.L) is 4.93%, while iShares Diversified Commodity Swap UCITS ETF (COMM.L) has a volatility of 7.83%. This indicates that FAIG.L experiences smaller price fluctuations and is considered to be less risky than COMM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FAIG.L	COMM.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.93%	7.83%	-2.90%
Volatility (6M) Calculated over the trailing 6-month period	11.07%	13.35%	-2.28%
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	16.70%	-1.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.37%	16.61%	-1.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.53%	15.39%	-1.86%