ICOM.L vs. FAIG.L
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (ICOM.L) and WisdomTree Broad Commodities Longer Dated (FAIG.L).
ICOM.L and FAIG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ICOM.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity (Total Return Index). It was launched on Jul 18, 2017. FAIG.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Commodity 3 Month Forward. It was launched on Oct 10, 2007. Both ICOM.L and FAIG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ICOM.L vs. FAIG.L - Performance Comparison
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ICOM.L vs. FAIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICOM.L iShares Diversified Commodity Swap UCITS ETF | 22.93% | 16.45% | 5.07% | -8.06% | 14.83% | 27.05% | -3.74% | 6.75% | -10.19% | 5.58% |
FAIG.L WisdomTree Broad Commodities Longer Dated | 14.76% | 15.92% | 4.08% | -7.24% | 16.01% | 30.43% | 2.04% | 6.53% | -9.43% | 6.03% |
Returns By Period
In the year-to-date period, ICOM.L achieves a 22.93% return, which is significantly higher than FAIG.L's 14.76% return.
ICOM.L
- 1D
- -1.35%
- 1M
- 8.93%
- YTD
- 22.93%
- 6M
- 30.67%
- 1Y
- 30.93%
- 3Y*
- 13.52%
- 5Y*
- 13.50%
- 10Y*
- —
FAIG.L
- 1D
- -1.55%
- 1M
- 3.25%
- YTD
- 14.76%
- 6M
- 21.18%
- 1Y
- 22.42%
- 3Y*
- 10.38%
- 5Y*
- 12.73%
- 10Y*
- 8.19%
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ICOM.L vs. FAIG.L - Expense Ratio Comparison
ICOM.L has a 0.19% expense ratio, which is lower than FAIG.L's 0.49% expense ratio.
Return for Risk
ICOM.L vs. FAIG.L — Risk / Return Rank
ICOM.L
FAIG.L
ICOM.L vs. FAIG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ICOM.L) and WisdomTree Broad Commodities Longer Dated (FAIG.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.
| ICOM.L | FAIG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 1.52 | +0.38 |
Sortino ratioReturn per unit of downside risk | 2.48 | 2.02 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 4.30 | 2.96 | +1.34 |
Martin ratioReturn relative to average drawdown | 10.16 | 8.58 | +1.57 |
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
| ICOM.L | FAIG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 1.52 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.83 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.06 | +0.49 |
Correlation
The correlation between ICOM.L and FAIG.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ICOM.L vs. FAIG.L - Dividend Comparison
Neither ICOM.L nor FAIG.L has paid dividends to shareholders.
Drawdowns
ICOM.L vs. FAIG.L - Drawdown Comparison
The maximum ICOM.L drawdown since its inception was -33.13%, smaller than the maximum FAIG.L drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for ICOM.L and FAIG.L.
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Drawdown Indicators
| ICOM.L | FAIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -68.50% | +35.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -9.56% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -24.76% | -1.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.94% | — |
Current DrawdownCurrent decline from peak | -1.35% | -17.80% | +16.45% |
Average DrawdownAverage peak-to-trough decline | -13.08% | -44.69% | +31.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.55% | +0.49% |
Volatility
ICOM.L vs. FAIG.L - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (ICOM.L) has a higher volatility of 7.29% compared to WisdomTree Broad Commodities Longer Dated (FAIG.L) at 4.93%. This indicates that ICOM.L's price experiences larger fluctuations and is considered to be riskier than FAIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICOM.L | FAIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 4.93% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 13.15% | 11.07% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.24% | 14.71% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 15.37% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 13.53% | +1.54% |