FAIG.L vs. XBCU.L
FAIG.L (WisdomTree Broad Commodities Longer Dated) and XBCU.L (Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C) are both Commodities funds - FAIG.L tracks the Bloomberg Commodity 3 Month Forward while XBCU.L tracks the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. Both are passively managed. Over the past 10 years, FAIG.L returned 7.41%/yr vs 9.95%/yr for XBCU.L. Their correlation of 0.84 suggests significant overlap in exposure. FAIG.L charges 0.49%/yr vs 0.29%/yr for XBCU.L.
Performance
FAIG.L vs. XBCU.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 lower than XBCU.L's 23.15% return. Over the past 10 years, FAIG.L has underperformed XBCU.L with an annualized return of 7.41%, while XBCU.L has yielded a comparatively higher 9.95% 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%
XBCU.L
- 1D
- -0.49%
- 1M
- 0.54%
- YTD
- 23.15%
- 6M
- 26.23%
- 1Y
- 45.54%
- 3Y*
- 19.51%
- 5Y*
- 15.55%
- 10Y*
- 9.95%
FAIG.L vs. XBCU.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% |
XBCU.L Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 23.15% | 26.09% | 8.64% | -9.97% | 20.96% | 39.63% | -1.34% | 7.54% | -11.30% | 5.31% |
Correlation
The correlation between FAIG.L and XBCU.L is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2010 | 0.84 |
The correlation between FAIG.L and XBCU.L has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
FAIG.L vs. XBCU.L — Risk / Return Rank
FAIG.L
XBCU.L
FAIG.L vs. XBCU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities Longer Dated (FAIG.L) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.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 | XBCU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.45 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.98 | 4.85 | +0.13 |
| Martin ratioReturn relative to average drawdown | 12.76 | 13.65 | -0.89 |
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 | XBCU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.54 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.83 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.60 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.27 | -0.19 |
Drawdowns
FAIG.L vs. XBCU.L - Drawdown Comparison
The maximum FAIG.L drawdown since its inception was -68.50%, which is greater than XBCU.L's maximum drawdown of -62.92%. Use the drawdown chart below to compare losses from any high point for FAIG.L and XBCU.L.
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Drawdown Indicators
| FAIG.L | XBCU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.50% | -62.92% | -5.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -9.34% | +3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -10.42% | -12.95% | +2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -27.83% | +3.07% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | -37.15% | +6.21% |
Current DrawdownCurrent decline from peak | -14.57% | -2.70% | -11.87% |
Average DrawdownAverage peak-to-trough decline | -44.38% | -29.73% | -14.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.33% | -0.87% |
Volatility
FAIG.L vs. XBCU.L - Volatility Comparison
WisdomTree Broad Commodities Longer Dated (FAIG.L) has a higher volatility of 4.70% compared to Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) at 4.24%. This indicates that FAIG.L's price experiences larger fluctuations and is considered to be riskier than XBCU.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 | XBCU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 4.24% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 15.16% | -3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 17.83% | -4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 18.65% | -3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.53% | 16.52% | -2.99% |
FAIG.L vs. XBCU.L - Expense Ratio Comparison
FAIG.L has a 0.49% expense ratio, which is higher than XBCU.L's 0.29% expense ratio.
Dividends
FAIG.L vs. XBCU.L - Dividend Comparison
Neither FAIG.L nor XBCU.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, FAIG.L and XBCU.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, XBCU.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XBCU.L is cheaper with a 0.29% expense ratio, compared with 0.49% for FAIG.L.
FAIG.L tracks Bloomberg Commodity 3 Month Forward, while XBCU.L tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. They also come from different issuers: WisdomTree and DWS. Their fees differ too: 0.49% for FAIG.L and 0.29% for XBCU.L.
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