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

Performance

FAIG.L vs. ENCO.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 Multi-Strategy Enhanced Commodities UCITS ETF USD (Acc) (ENCO.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 16.48% return, which is significantly lower than ENCO.L's 20.59% return.


FAIG.L

1D
0.47%
1M
1.95%
6M
12.64%
YTD
16.48%
1Y
25.38%
3Y*
11.08%
5Y*
10.08%
10Y*
7.26%

ENCO.L

1D
0.61%
1M
2.32%
6M
16.85%
YTD
20.59%
1Y
24.66%
3Y*
9.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
FAIG.L
WisdomTree Broad Commodities Longer Dated
16.48%15.88%4.08%-7.23%16.01%6.08%
ENCO.L
L&G Multi-Strategy Enhanced Commodities UCITS ETF USD (Acc)
20.59%8.38%3.59%-2.45%23.37%9.08%

Correlation

The correlation between FAIG.L and ENCO.L is 0.92, 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

0.92

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2021

0.88

The correlation between FAIG.L and ENCO.L has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

FAIG.L vs. ENCO.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: 6464
Overall Rank
FAIG.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FAIG.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
FAIG.L Omega Ratio Rank: 7373
Omega Ratio Rank
FAIG.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
FAIG.L Martin Ratio Rank: 5151
Martin Ratio Rank

ENCO.L
ENCO.L Risk / Return Rank: 5757
Overall Rank
ENCO.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ENCO.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
ENCO.L Omega Ratio Rank: 6060
Omega Ratio Rank
ENCO.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
ENCO.L Martin Ratio Rank: 5050
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. ENCO.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 Multi-Strategy Enhanced Commodities UCITS ETF USD (Acc) (ENCO.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.LENCO.LDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.32

1.28

+0.05

Calmar ratioReturn relative to maximum drawdown

2.02

1.90

+0.13

Martin ratioReturn relative to average drawdown

6.63

6.33

+0.30

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

The current FAIG.L Sharpe Ratio is 1.82, which is comparable to the ENCO.L Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of FAIG.L and ENCO.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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Drawdowns

FAIG.L vs. ENCO.L - Drawdown Comparison

The maximum FAIG.L drawdown since its inception was -68.40%, which is greater than ENCO.L's maximum drawdown of -23.99%. Use the drawdown chart below to compare losses from any high point for FAIG.L and ENCO.L.


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Drawdown Indicators


FAIG.LENCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.40%

-23.99%

-44.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-12.95%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-12.50%

-12.95%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-24.76%

Max Drawdown (10Y)

Largest decline over 10 years

-30.94%

Current Drawdown

Current decline from peak

-16.31%

-6.99%

-9.32%

Average Drawdown

Average peak-to-trough decline

-42.94%

-12.39%

-30.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

3.89%

-0.08%

Volatility

FAIG.L vs. ENCO.L - Volatility Comparison

The current volatility for WisdomTree Broad Commodities Longer Dated (FAIG.L) is 3.56%, while L&G Multi-Strategy Enhanced Commodities UCITS ETF USD (Acc) (ENCO.L) has a volatility of 3.93%. This indicates that FAIG.L experiences smaller price fluctuations and is considered to be less risky than ENCO.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.LENCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

3.93%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

13.01%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.89%

15.36%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.34%

17.23%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

17.23%

-3.73%

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

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


Dividends

FAIG.L vs. ENCO.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, FAIG.L and ENCO.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.

On fees, ENCO.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

FAIG.L tracks Bloomberg Commodity 3 Month Forward, while ENCO.L tracks Barclays Backwardation Tilt Multi-Strategy Capped Total Return Index. They also come from different issuers: WisdomTree and L&G. Their fees differ too: 0.49% for FAIG.L and 0.30% for ENCO.L.

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