FAIG.L vs. ICOM.L
FAIG.L (WisdomTree Broad Commodities Longer Dated) and ICOM.L (iShares Diversified Commodity Swap UCITS ETF) are both Commodities funds - FAIG.L tracks the Bloomberg Commodity 3 Month Forward while ICOM.L tracks the Bloomberg Commodity (Total Return Index). Both are passively managed. Over the past 5 years, FAIG.L returned 10.77%/yr vs 11.06%/yr for ICOM.L. Their correlation of 0.90 suggests significant overlap in exposure. FAIG.L charges 0.49%/yr vs 0.19%/yr for ICOM.L.
Performance
FAIG.L vs. ICOM.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FAIG.L achieves a 19.26% return, which is significantly lower than ICOM.L's 24.73% return.
FAIG.L
- 1D
- -1.29%
- 1M
- -2.47%
- YTD
- 19.26%
- 6M
- 19.79%
- 1Y
- 31.52%
- 3Y*
- 13.45%
- 5Y*
- 10.77%
- 10Y*
- 7.41%
ICOM.L
- 1D
- -1.26%
- 1M
- -3.64%
- YTD
- 24.73%
- 6M
- 24.19%
- 1Y
- 37.66%
- 3Y*
- 15.67%
- 5Y*
- 11.06%
- 10Y*
- —
FAIG.L vs. ICOM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAIG.L WisdomTree Broad Commodities Longer Dated | 19.26% | 15.92% | 4.08% | -7.24% | 16.01% | 30.43% | 2.04% | 6.53% | -9.43% | 6.03% |
ICOM.L iShares Diversified Commodity Swap UCITS ETF | 24.73% | 16.45% | 5.07% | -8.06% | 14.83% | 27.05% | -3.74% | 6.75% | -10.19% | 5.58% |
Correlation
The correlation between FAIG.L and ICOM.L is 0.95 - 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2017 | 0.90 |
The correlation between FAIG.L and ICOM.L has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FAIG.L vs. ICOM.L — Risk / Return Rank
FAIG.L
ICOM.L
FAIG.L vs. ICOM.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 (ICOM.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 | ICOM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.98 | 5.22 | -0.24 |
| Martin ratioReturn relative to average drawdown | 12.76 | 12.15 | +0.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FAIG.L | ICOM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.22 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.67 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.55 | -0.47 |
Drawdowns
FAIG.L vs. ICOM.L - Drawdown Comparison
The maximum FAIG.L drawdown since its inception was -68.50%, which is greater than ICOM.L's maximum drawdown of -33.13%. Use the drawdown chart below to compare losses from any high point for FAIG.L and ICOM.L.
Loading charts...
Drawdown Indicators
| FAIG.L | ICOM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.50% | -33.13% | -35.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -7.18% | +0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -10.42% | -11.40% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -26.74% | +1.98% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | — | — |
Current DrawdownCurrent decline from peak | -14.57% | -5.33% | -9.24% |
Average DrawdownAverage peak-to-trough decline | -44.38% | -12.87% | -31.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.09% | -0.63% |
Volatility
FAIG.L vs. ICOM.L - Volatility Comparison
The current volatility for WisdomTree Broad Commodities Longer Dated (FAIG.L) is 4.70%, while iShares Diversified Commodity Swap UCITS ETF (ICOM.L) has a volatility of 5.49%. This indicates that FAIG.L experiences smaller price fluctuations and is considered to be less risky than ICOM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FAIG.L | ICOM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 5.49% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 15.09% | -3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 16.90% | -3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 16.51% | -1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.53% | 15.23% | -1.70% |
FAIG.L vs. ICOM.L - Expense Ratio Comparison
FAIG.L has a 0.49% expense ratio, which is higher than ICOM.L's 0.19% expense ratio.
Dividends
FAIG.L vs. ICOM.L - Dividend Comparison
Neither FAIG.L nor ICOM.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, FAIG.L and ICOM.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, ICOM.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ICOM.L is cheaper with a 0.19% expense ratio, compared with 0.49% for FAIG.L.
FAIG.L tracks Bloomberg Commodity 3 Month Forward, while ICOM.L tracks Bloomberg Commodity (Total Return Index). They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for FAIG.L and 0.19% for ICOM.L.
Find the right allocation for FAIG.L and ICOM.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer