FAIG.L vs. ROLL.L
FAIG.L (WisdomTree Broad Commodities Longer Dated) and ROLL.L (iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF) are both Commodities funds - FAIG.L tracks the Bloomberg Commodity 3 Month Forward while ROLL.L tracks the iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF. Both are passively managed. Over the past 5 years, FAIG.L returned 9.99%/yr vs 12.62%/yr for ROLL.L. Their correlation of 0.91 suggests significant overlap in exposure. FAIG.L charges 0.49%/yr vs 0.28%/yr for ROLL.L.
Performance
FAIG.L vs. ROLL.L - Performance Comparison
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Returns By Period
In the year-to-date period, FAIG.L achieves a 15.99% return, which is significantly lower than ROLL.L's 23.85% return.
FAIG.L
- 1D
- 0.37%
- 1M
- 1.38%
- 6M
- 11.18%
- YTD
- 15.99%
- 1Y
- 25.18%
- 3Y*
- 11.03%
- 5Y*
- 9.99%
- 10Y*
- 7.13%
ROLL.L
- 1D
- 0.55%
- 1M
- 1.79%
- 6M
- 17.06%
- YTD
- 23.85%
- 1Y
- 34.95%
- 3Y*
- 14.61%
- 5Y*
- 12.62%
- 10Y*
- —
FAIG.L vs. ROLL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FAIG.L WisdomTree Broad Commodities Longer Dated | 15.99% | 15.88% | 4.08% | -7.23% | 16.01% | 30.43% | 2.05% | 6.50% | -10.26% |
ROLL.L iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF | 23.85% | 16.94% | 4.68% | -2.22% | 16.67% | 27.69% | 0.83% | 5.26% | -11.11% |
Correlation
The correlation between FAIG.L and ROLL.L is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2018 | 0.91 |
The correlation between FAIG.L and ROLL.L has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
FAIG.L vs. ROLL.L — Risk / Return Rank
FAIG.L
ROLL.L
FAIG.L vs. ROLL.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 Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF (ROLL.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.L | ROLL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 2.50 | -0.49 |
| Martin ratioReturn relative to average drawdown | 6.67 | 8.63 | -1.97 |
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Drawdowns
FAIG.L vs. ROLL.L - Drawdown Comparison
The maximum FAIG.L drawdown since its inception was -68.40%, which is greater than ROLL.L's maximum drawdown of -26.90%. Use the drawdown chart below to compare losses from any high point for FAIG.L and ROLL.L.
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Drawdown Indicators
| FAIG.L | ROLL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.40% | -26.90% | -41.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -13.94% | +1.44% |
Max Drawdown (3Y)Largest decline over 3 years | -12.50% | -13.94% | +1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -20.45% | -4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | — | — |
Current DrawdownCurrent decline from peak | -16.66% | -7.46% | -9.20% |
Average DrawdownAverage peak-to-trough decline | -42.95% | -9.17% | -33.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 4.04% | -0.27% |
Volatility
FAIG.L vs. ROLL.L - Volatility Comparison
The current volatility for WisdomTree Broad Commodities Longer Dated (FAIG.L) is 4.03%, while iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF (ROLL.L) has a volatility of 4.60%. This indicates that FAIG.L experiences smaller price fluctuations and is considered to be less risky than ROLL.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 | ROLL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 4.60% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.60% | 14.48% | -2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 16.55% | -2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 16.16% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.50% | 14.96% | -1.46% |
FAIG.L vs. ROLL.L - Expense Ratio Comparison
FAIG.L has a 0.49% expense ratio, which is higher than ROLL.L's 0.28% expense ratio.
Dividends
FAIG.L vs. ROLL.L - Dividend Comparison
Neither FAIG.L nor ROLL.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, FAIG.L and ROLL.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, ROLL.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ROLL.L is cheaper with a 0.28% expense ratio, compared with 0.49% for FAIG.L.
FAIG.L tracks Bloomberg Commodity 3 Month Forward, while ROLL.L tracks iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for FAIG.L and 0.28% for ROLL.L.
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