FAIG.L vs. NGAS.L
FAIG.L (WisdomTree Broad Commodities Longer Dated) and NGAS.L (WisdomTree Natural Gas ETF) are both Commodities funds from WisdomTree - FAIG.L tracks the Bloomberg Commodity 3 Month Forward while NGAS.L tracks the Bloomberg Natural Gas Sub Total Return Index. Both are passively managed. Over the past 10 years, FAIG.L returned 7.41%/yr vs -23.06%/yr for NGAS.L. At a 0.28 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
FAIG.L vs. NGAS.L - Performance Comparison
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Returns By Period
In the year-to-date period, FAIG.L achieves a 19.26% return, which is significantly higher than NGAS.L's -7.29% return. Over the past 10 years, FAIG.L has outperformed NGAS.L with an annualized return of 7.41%, while NGAS.L has yielded a comparatively lower -23.06% annualized 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%
NGAS.L
- 1D
- 4.75%
- 1M
- 9.66%
- YTD
- -7.29%
- 6M
- -25.83%
- 1Y
- -34.14%
- 3Y*
- -25.17%
- 5Y*
- -24.98%
- 10Y*
- -23.06%
FAIG.L vs. NGAS.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% | 3.07% |
NGAS.L WisdomTree Natural Gas ETF | -7.29% | -24.72% | -26.18% | -65.28% | 20.27% | 25.42% | -43.27% | -40.74% | 2.93% | -37.77% |
Correlation
The correlation between FAIG.L and NGAS.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2007 | 0.28 |
The correlation between FAIG.L and NGAS.L shifts across timeframes, from 0.23 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FAIG.L vs. NGAS.L — Risk / Return Rank
FAIG.L
NGAS.L
FAIG.L vs. NGAS.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 Natural Gas ETF (NGAS.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 | NGAS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.89 | ||
| Sortino ratioReturn per unit of downside risk | +3.57 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.92 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 4.98 | -0.71 | +5.70 |
| Martin ratioReturn relative to average drawdown | 12.76 | -1.02 | +13.78 |
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 | NGAS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | -0.61 | +2.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | -0.42 | +1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | -0.45 | +1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | -0.59 | +0.67 |
Drawdowns
FAIG.L vs. NGAS.L - Drawdown Comparison
The maximum FAIG.L drawdown since its inception was -68.50%, smaller than the maximum NGAS.L drawdown of -99.91%. Use the drawdown chart below to compare losses from any high point for FAIG.L and NGAS.L.
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Drawdown Indicators
| FAIG.L | NGAS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.50% | -99.91% | +31.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -47.73% | +41.43% |
Max Drawdown (3Y)Largest decline over 3 years | -10.42% | -70.31% | +59.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -93.13% | +68.37% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | -94.91% | +63.97% |
Current DrawdownCurrent decline from peak | -14.57% | -99.90% | +85.33% |
Average DrawdownAverage peak-to-trough decline | -44.38% | -89.09% | +44.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 33.35% | -30.89% |
Volatility
FAIG.L vs. NGAS.L - Volatility Comparison
The current volatility for WisdomTree Broad Commodities Longer Dated (FAIG.L) is 4.70%, while WisdomTree Natural Gas ETF (NGAS.L) has a volatility of 12.03%. This indicates that FAIG.L experiences smaller price fluctuations and is considered to be less risky than NGAS.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.L | NGAS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 12.03% | -7.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 47.46% | -35.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 55.58% | -41.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 59.04% | -43.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.53% | 50.66% | -37.13% |
FAIG.L vs. NGAS.L - Expense Ratio Comparison
Both FAIG.L and NGAS.L have an expense ratio of 0.49%.
Dividends
FAIG.L vs. NGAS.L - Dividend Comparison
Neither FAIG.L nor NGAS.L has paid dividends to shareholders.
Frequently Asked Questions
FAIG.L and NGAS.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FAIG.L and NGAS.L have the same expense ratio: 0.49% per year.
FAIG.L tracks Bloomberg Commodity 3 Month Forward, while NGAS.L tracks Bloomberg Natural Gas Sub Total Return Index.
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