FAIG.L vs. XDBG.L
FAIG.L (WisdomTree Broad Commodities Longer Dated) and XDBG.L (Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged) are both Commodities funds - FAIG.L tracks the Bloomberg Commodity 3 Month Forward while XDBG.L tracks the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward (GBP Hedged). Both are passively managed. Over the past 10 years, FAIG.L returned 7.41%/yr vs 7.78%/yr for XDBG.L. A 0.74 correlation means they provide meaningful diversification when combined. FAIG.L charges 0.49%/yr vs 0.39%/yr for XDBG.L.
Performance
FAIG.L vs. XDBG.L - Performance Comparison
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Different Trading Currencies
FAIG.L is traded in USD, while XDBG.L is traded in GBp. To make them comparable, the XDBG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FAIG.L achieves a 19.26% return, which is significantly lower than XDBG.L's 22.73% return. Both investments have delivered pretty close results over the past 10 years, with FAIG.L having a 7.41% annualized return and XDBG.L not far ahead at 7.78%.
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%
XDBG.L
- 1D
- -0.37%
- 1M
- -0.27%
- YTD
- 22.73%
- 6M
- 26.94%
- 1Y
- 43.50%
- 3Y*
- 22.02%
- 5Y*
- 13.18%
- 10Y*
- 7.78%
FAIG.L vs. XDBG.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% |
XDBG.L Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged | 22.73% | 35.16% | 6.35% | -6.49% | 5.50% | 37.00% | -0.21% | 9.31% | -17.85% | 14.17% |
Correlation
The correlation between FAIG.L and XDBG.L is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2011 | 0.74 |
The correlation between FAIG.L and XDBG.L shifts across timeframes, from 0.74 (all time) to 0.84 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FAIG.L vs. XDBG.L — Risk / Return Rank
FAIG.L
XDBG.L
FAIG.L vs. XDBG.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 3C GBP Hedged (XDBG.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 | XDBG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.98 | 3.95 | +1.04 |
| Martin ratioReturn relative to average drawdown | 12.76 | 11.55 | +1.20 |
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 | XDBG.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 | 0.58 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.38 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | -0.00 | +0.08 |
Drawdowns
FAIG.L vs. XDBG.L - Drawdown Comparison
The maximum FAIG.L drawdown since its inception was -68.50%, smaller than the maximum XDBG.L drawdown of -75.36%. Use the drawdown chart below to compare losses from any high point for FAIG.L and XDBG.L.
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Drawdown Indicators
| FAIG.L | XDBG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.50% | -75.36% | +6.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -10.97% | +4.67% |
Max Drawdown (3Y)Largest decline over 3 years | -10.42% | -13.87% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -34.15% | +9.39% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | -47.03% | +16.09% |
Current DrawdownCurrent decline from peak | -14.57% | -8.47% | -6.10% |
Average DrawdownAverage peak-to-trough decline | -44.38% | -45.53% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.75% | -1.29% |
Volatility
FAIG.L vs. XDBG.L - Volatility Comparison
The current volatility for WisdomTree Broad Commodities Longer Dated (FAIG.L) is 4.70%, while Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.L) has a volatility of 5.07%. This indicates that FAIG.L experiences smaller price fluctuations and is considered to be less risky than XDBG.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 | XDBG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 5.07% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 16.60% | -5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 19.48% | -5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 22.76% | -7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.53% | 20.31% | -6.78% |
FAIG.L vs. XDBG.L - Expense Ratio Comparison
FAIG.L has a 0.49% expense ratio, which is higher than XDBG.L's 0.39% expense ratio.
Dividends
FAIG.L vs. XDBG.L - Dividend Comparison
Neither FAIG.L nor XDBG.L has paid dividends to shareholders.
Frequently Asked Questions
FAIG.L and XDBG.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDBG.L is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDBG.L is cheaper with a 0.39% expense ratio, compared with 0.49% for FAIG.L.
FAIG.L tracks Bloomberg Commodity 3 Month Forward, while XDBG.L tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward (GBP Hedged). They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.49% for FAIG.L and 0.39% for XDBG.L.
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