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

Performance

FAIG.L vs. REMX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Broad Commodities Longer Dated (FAIG.L) and VanEck Rare Earth and Strategic Metals UCITS ETF A USD (Acc) (REMX.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 higher than REMX.L's -2.56% 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%

REMX.L

1D
-3.69%
1M
-26.89%
6M
-19.33%
YTD
-2.56%
1Y
49.63%
3Y*
-5.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
FAIG.L
WisdomTree Broad Commodities Longer Dated
16.48%15.88%4.08%-7.23%16.01%3.65%
REMX.L
VanEck Rare Earth and Strategic Metals UCITS ETF A USD (Acc)
-2.56%88.79%-35.65%-18.38%-30.93%7.28%

Correlation

The correlation between FAIG.L and REMX.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

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

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2021

0.32

The correlation between FAIG.L and REMX.L shifts across timeframes, from 0.20 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FAIG.L vs. REMX.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

REMX.L
REMX.L Risk / Return Rank: 3737
Overall Rank
REMX.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
REMX.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
REMX.L Omega Ratio Rank: 3535
Omega Ratio Rank
REMX.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
REMX.L Martin Ratio Rank: 3838
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. REMX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities Longer Dated (FAIG.L) and VanEck Rare Earth and Strategic Metals UCITS ETF A USD (Acc) (REMX.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.LREMX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.32

1.18

+0.14

Calmar ratioReturn relative to maximum drawdown

2.02

1.42

+0.60

Martin ratioReturn relative to average drawdown

6.63

4.46

+2.17

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

The current FAIG.L Sharpe Ratio is 1.82, which is higher than the REMX.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FAIG.L and REMX.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. REMX.L - Drawdown Comparison

The maximum FAIG.L drawdown since its inception was -68.40%, smaller than the maximum REMX.L drawdown of -73.21%. Use the drawdown chart below to compare losses from any high point for FAIG.L and REMX.L.


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Drawdown Indicators


FAIG.LREMX.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.40%

-73.21%

+4.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-34.86%

+22.36%

Max Drawdown (3Y)

Largest decline over 3 years

-12.50%

-60.13%

+47.63%

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%

-41.93%

+25.62%

Average Drawdown

Average peak-to-trough decline

-42.94%

-41.58%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

11.09%

-7.28%

Volatility

FAIG.L vs. REMX.L - Volatility Comparison

The current volatility for WisdomTree Broad Commodities Longer Dated (FAIG.L) is 3.56%, while VanEck Rare Earth and Strategic Metals UCITS ETF A USD (Acc) (REMX.L) has a volatility of 11.57%. This indicates that FAIG.L experiences smaller price fluctuations and is considered to be less risky than REMX.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.LREMX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

11.57%

-8.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

34.30%

-22.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.89%

47.11%

-33.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.34%

54.72%

-39.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

54.72%

-41.22%

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

FAIG.L has a 0.49% expense ratio, which is lower than REMX.L's 0.59% expense ratio.


Dividends

FAIG.L vs. REMX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


FAIG.L and REMX.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FAIG.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FAIG.L is cheaper with a 0.49% expense ratio, compared with 0.59% for REMX.L.

FAIG.L is categorized as Commodities, while REMX.L is Metals. FAIG.L tracks Bloomberg Commodity 3 Month Forward, while REMX.L tracks MVIS Global Rare Earth/Strategic Metals Index. They also come from different issuers: WisdomTree and VanEck. Their fees differ too: 0.49% for FAIG.L and 0.59% for REMX.L.

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