FAIG.L vs. GGRG.L
Compare and contrast key facts about WisdomTree Broad Commodities Longer Dated (FAIG.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L).
FAIG.L and GGRG.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. GGRG.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global Developed Quality Dividend Growth. It was launched on Jun 3, 2016. Both FAIG.L and GGRG.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. GGRG.L - Performance Comparison
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FAIG.L vs. GGRG.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% |
GGRG.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | -3.59% | 16.53% | 9.25% | 17.43% | -13.72% | 19.80% | 15.98% | 35.02% | -10.74% | 28.73% |
Different Trading Currencies
FAIG.L is traded in USD, while GGRG.L is traded in GBp. To make them comparable, the GGRG.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 higher than GGRG.L's -3.59% 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%
GGRG.L
- 1D
- 2.40%
- 1M
- -5.80%
- YTD
- -3.59%
- 6M
- 0.02%
- 1Y
- 11.78%
- 3Y*
- 11.16%
- 5Y*
- 7.53%
- 10Y*
- —
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FAIG.L vs. GGRG.L - Expense Ratio Comparison
FAIG.L has a 0.49% expense ratio, which is higher than GGRG.L's 0.38% expense ratio.
Return for Risk
FAIG.L vs. GGRG.L — Risk / Return Rank
FAIG.L
GGRG.L
FAIG.L vs. GGRG.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 Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.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 | GGRG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.80 | +0.72 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.17 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.16 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 1.11 | +1.85 |
Martin ratioReturn relative to average drawdown | 8.58 | 4.54 | +4.04 |
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 | GGRG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 0.80 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.53 | +0.30 |
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 | 0.74 | -0.67 |
Correlation
The correlation between FAIG.L and GGRG.L is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FAIG.L vs. GGRG.L - Dividend Comparison
Neither FAIG.L nor GGRG.L has paid dividends to shareholders.
Drawdowns
FAIG.L vs. GGRG.L - Drawdown Comparison
The maximum FAIG.L drawdown since its inception was -68.50%, which is greater than GGRG.L's maximum drawdown of -30.46%. Use the drawdown chart below to compare losses from any high point for FAIG.L and GGRG.L.
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Drawdown Indicators
| FAIG.L | GGRG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.50% | -22.15% | -46.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -8.81% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -16.17% | -8.59% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | — | — |
Current DrawdownCurrent decline from peak | -17.80% | -5.90% | -11.90% |
Average DrawdownAverage peak-to-trough decline | -44.69% | -2.92% | -41.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.17% | +0.38% |
Volatility
FAIG.L vs. GGRG.L - Volatility Comparison
WisdomTree Broad Commodities Longer Dated (FAIG.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) have volatilities of 4.93% and 5.04%, 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.
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Volatility by Period
| FAIG.L | GGRG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 5.04% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 8.49% | +2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.71% | 14.72% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 14.26% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.53% | 14.78% | -1.25% |