FAIG.L vs. XFRM.L
FAIG.L (WisdomTree Broad Commodities Longer Dated) and XFRM.L (WisdomTree Broad Commodities Ex-Agriculture and Livestock) are both Commodities funds from WisdomTree - FAIG.L tracks the Bloomberg Commodity 3 Month Forward while XFRM.L tracks the Bloomberg Commodity ex-Agriculture and Livestock. Both are passively managed. Over the past 10 years, FAIG.L returned 7.41%/yr vs 8.89%/yr for XFRM.L. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.49% expense ratio.
Performance
FAIG.L vs. XFRM.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 XFRM.L's 36.57% return. Over the past 10 years, FAIG.L has underperformed XFRM.L with an annualized return of 7.41%, while XFRM.L has yielded a comparatively higher 8.89% 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%
XFRM.L
- 1D
- -1.20%
- 1M
- -3.00%
- YTD
- 36.57%
- 6M
- 38.59%
- 1Y
- 57.89%
- 3Y*
- 22.90%
- 5Y*
- 14.85%
- 10Y*
- 8.89%
FAIG.L vs. XFRM.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% |
XFRM.L WisdomTree Broad Commodities Ex-Agriculture and Livestock | 36.57% | 23.14% | 6.70% | -9.42% | 15.17% | 26.88% | -9.12% | 10.10% | -12.43% | 6.62% |
Correlation
The correlation between FAIG.L and XFRM.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 | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2014 | 0.89 |
The correlation between FAIG.L and XFRM.L has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
FAIG.L vs. XFRM.L — Risk / Return Rank
FAIG.L
XFRM.L
FAIG.L vs. XFRM.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 Broad Commodities Ex-Agriculture and Livestock (XFRM.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 | XFRM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.45 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.98 | 6.22 | -1.24 |
| Martin ratioReturn relative to average drawdown | 12.76 | 14.95 | -2.20 |
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 | XFRM.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 | 0.71 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.48 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.14 | -0.06 |
Drawdowns
FAIG.L vs. XFRM.L - Drawdown Comparison
The maximum FAIG.L drawdown since its inception was -68.50%, which is greater than XFRM.L's maximum drawdown of -56.89%. Use the drawdown chart below to compare losses from any high point for FAIG.L and XFRM.L.
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Drawdown Indicators
| FAIG.L | XFRM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.50% | -56.89% | -11.61% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -9.26% | +2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -10.42% | -12.77% | +2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -33.87% | +9.11% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | -37.47% | +6.53% |
Current DrawdownCurrent decline from peak | -14.57% | -4.72% | -9.85% |
Average DrawdownAverage peak-to-trough decline | -44.38% | -30.77% | -13.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.86% | -1.40% |
Volatility
FAIG.L vs. XFRM.L - Volatility Comparison
The current volatility for WisdomTree Broad Commodities Longer Dated (FAIG.L) is 4.70%, while WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) has a volatility of 6.86%. This indicates that FAIG.L experiences smaller price fluctuations and is considered to be less risky than XFRM.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 | XFRM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 6.86% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 20.44% | -8.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 22.66% | -8.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 20.93% | -5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.53% | 18.45% | -4.92% |
FAIG.L vs. XFRM.L - Expense Ratio Comparison
Both FAIG.L and XFRM.L have an expense ratio of 0.49%.
Dividends
FAIG.L vs. XFRM.L - Dividend Comparison
Neither FAIG.L nor XFRM.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, FAIG.L and XFRM.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.
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 XFRM.L have the same expense ratio: 0.49% per year.
FAIG.L tracks Bloomberg Commodity 3 Month Forward, while XFRM.L tracks Bloomberg Commodity ex-Agriculture and Livestock.
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