INTL.L vs. XFRM.L
INTL.L (WisdomTree Artificial Intelligence UCITS ETF - USD Acc) and XFRM.L (WisdomTree Broad Commodities Ex-Agriculture and Livestock) are both exchange-traded funds - INTL.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while XFRM.L is a Commodities fund tracking the Bloomberg Commodity ex-Agriculture and Livestock. Both are passively managed. Over the past 5 years, INTL.L returned 17.23%/yr vs 16.09%/yr for XFRM.L. At a 0.15 correlation, their price movements are largely independent. INTL.L charges 0.40%/yr vs 0.49%/yr for XFRM.L.
Performance
INTL.L vs. XFRM.L - Performance Comparison
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Different Trading Currencies
INTL.L is traded in GBp, while XFRM.L is traded in USD. To make them comparable, the XFRM.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, INTL.L achieves a 49.02% return, which is significantly higher than XFRM.L's 37.12% return.
INTL.L
- 1D
- -0.72%
- 1M
- 19.68%
- YTD
- 49.02%
- 6M
- 48.14%
- 1Y
- 93.22%
- 3Y*
- 30.82%
- 5Y*
- 17.23%
- 10Y*
- —
XFRM.L
- 1D
- -1.20%
- 1M
- -2.11%
- YTD
- 37.12%
- 6M
- 37.63%
- 1Y
- 59.42%
- 3Y*
- 19.82%
- 5Y*
- 16.09%
- 10Y*
- 9.70%
INTL.L vs. XFRM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc | 49.02% | 14.50% | 13.58% | 48.71% | -35.12% | 17.36% | 68.98% | 32.12% |
XFRM.L WisdomTree Broad Commodities Ex-Agriculture and Livestock | 37.12% | 14.37% | 8.56% | -13.95% | 28.86% | 28.08% | -11.79% | 1.38% |
Correlation
The correlation between INTL.L and XFRM.L is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2019 | 0.15 |
The correlation between INTL.L and XFRM.L shifts across timeframes, from -0.10 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
INTL.L vs. XFRM.L — Risk / Return Rank
INTL.L
XFRM.L
INTL.L vs. XFRM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.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.
| INTL.L | XFRM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.44 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 6.14 | 6.37 | -0.23 |
| Martin ratioReturn relative to average drawdown | 18.98 | 14.85 | +4.13 |
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
| INTL.L | XFRM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.71 | 2.48 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.78 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.24 | +0.71 |
Drawdowns
INTL.L vs. XFRM.L - Drawdown Comparison
The maximum INTL.L drawdown since its inception was -37.71%, smaller than the maximum XFRM.L drawdown of -45.81%. Use the drawdown chart below to compare losses from any high point for INTL.L and XFRM.L.
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Drawdown Indicators
| INTL.L | XFRM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.71% | -45.81% | +8.10% |
Max Drawdown (1Y)Largest decline over 1 year | -15.10% | -9.28% | -5.82% |
Max Drawdown (3Y)Largest decline over 3 years | -33.54% | -15.22% | -18.32% |
Max Drawdown (5Y)Largest decline over 5 years | -36.92% | -33.95% | -2.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.95% | — |
Current DrawdownCurrent decline from peak | -0.88% | -4.64% | +3.76% |
Average DrawdownAverage peak-to-trough decline | -10.99% | -22.78% | +11.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 3.99% | +0.91% |
Volatility
INTL.L vs. XFRM.L - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a higher volatility of 9.37% compared to WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) at 7.04%. This indicates that INTL.L's price experiences larger fluctuations and is considered to be riskier 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
| INTL.L | XFRM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 7.04% | +2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 18.48% | 21.14% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.97% | 23.81% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.61% | 20.65% | +4.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.28% | 18.78% | +7.50% |
INTL.L vs. XFRM.L - Expense Ratio Comparison
INTL.L has a 0.40% expense ratio, which is lower than XFRM.L's 0.49% expense ratio.
Dividends
INTL.L vs. XFRM.L - Dividend Comparison
Neither INTL.L nor XFRM.L has paid dividends to shareholders.
Frequently Asked Questions
INTL.L and XFRM.L have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, INTL.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
INTL.L is cheaper with a 0.40% expense ratio, compared with 0.49% for XFRM.L.
INTL.L is categorized as Technology Equities, while XFRM.L is Commodities. INTL.L tracks MSCI World/Information Tech NR USD, while XFRM.L tracks Bloomberg Commodity ex-Agriculture and Livestock. Their fees differ too: 0.40% for INTL.L and 0.49% for XFRM.L.
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