NGAS.L vs. FAIG.L
NGAS.L (WisdomTree Natural Gas ETF) and FAIG.L (WisdomTree Broad Commodities Longer Dated) are both Commodities funds from WisdomTree - NGAS.L tracks the Bloomberg Natural Gas Sub Total Return Index while FAIG.L tracks the Bloomberg Commodity 3 Month Forward. Both are passively managed. Over the past 10 years, NGAS.L returned -23.35%/yr vs 7.70%/yr for FAIG.L. At a 0.28 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
NGAS.L vs. FAIG.L - Performance Comparison
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Returns By Period
In the year-to-date period, NGAS.L achieves a -11.49% return, which is significantly lower than FAIG.L's 20.82% return. Over the past 10 years, NGAS.L has underperformed FAIG.L with an annualized return of -23.35%, while FAIG.L has yielded a comparatively higher 7.70% annualized return.
NGAS.L
- 1D
- 2.07%
- 1M
- 4.84%
- YTD
- -11.49%
- 6M
- -29.61%
- 1Y
- -36.85%
- 3Y*
- -25.66%
- 5Y*
- -25.67%
- 10Y*
- -23.35%
FAIG.L
- 1D
- 0.24%
- 1M
- -0.04%
- YTD
- 20.82%
- 6M
- 21.19%
- 1Y
- 32.50%
- 3Y*
- 14.19%
- 5Y*
- 11.06%
- 10Y*
- 7.70%
NGAS.L vs. FAIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGAS.L WisdomTree Natural Gas ETF | -11.49% | -24.72% | -26.18% | -65.28% | 20.27% | 25.42% | -43.27% | -40.74% | 2.93% | -37.77% |
FAIG.L WisdomTree Broad Commodities Longer Dated | 20.82% | 15.92% | 4.08% | -7.24% | 16.01% | 30.43% | 2.04% | 6.53% | -9.43% | 3.07% |
Correlation
The correlation between NGAS.L and FAIG.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2007 | 0.28 |
The correlation between NGAS.L and FAIG.L shifts across timeframes, from 0.24 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NGAS.L vs. FAIG.L — Risk / Return Rank
NGAS.L
FAIG.L
NGAS.L vs. FAIG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Natural Gas ETF (NGAS.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.
| NGAS.L | FAIG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.02 | ||
| Sortino ratioReturn per unit of downside risk | -3.77 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.43 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 5.14 | -5.91 |
| Martin ratioReturn relative to average drawdown | -1.11 | 13.24 | -14.35 |
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
| NGAS.L | FAIG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 2.36 | -3.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | 0.72 | -1.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.46 | 0.57 | -1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.59 | 0.08 | -0.68 |
Drawdowns
NGAS.L vs. FAIG.L - Drawdown Comparison
The maximum NGAS.L drawdown since its inception was -99.91%, which is greater than FAIG.L's maximum drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for NGAS.L and FAIG.L.
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Drawdown Indicators
| NGAS.L | FAIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.91% | -68.50% | -31.41% |
Max Drawdown (1Y)Largest decline over 1 year | -47.73% | -6.30% | -41.43% |
Max Drawdown (3Y)Largest decline over 3 years | -70.31% | -10.42% | -59.89% |
Max Drawdown (5Y)Largest decline over 5 years | -93.13% | -24.76% | -68.37% |
Max Drawdown (10Y)Largest decline over 10 years | -94.91% | -30.94% | -63.97% |
Current DrawdownCurrent decline from peak | -99.91% | -13.46% | -86.45% |
Average DrawdownAverage peak-to-trough decline | -89.09% | -44.38% | -44.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.25% | 2.45% | +30.80% |
Volatility
NGAS.L vs. FAIG.L - Volatility Comparison
WisdomTree Natural Gas ETF (NGAS.L) has a higher volatility of 11.19% compared to WisdomTree Broad Commodities Longer Dated (FAIG.L) at 4.70%. This indicates that NGAS.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
| NGAS.L | FAIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.19% | 4.70% | +6.49% |
Volatility (6M)Calculated over the trailing 6-month period | 47.23% | 11.49% | +35.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.38% | 13.72% | +41.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.00% | 15.38% | +43.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.65% | 13.53% | +37.12% |
NGAS.L vs. FAIG.L - Expense Ratio Comparison
Both NGAS.L and FAIG.L have an expense ratio of 0.49%.
Dividends
NGAS.L vs. FAIG.L - Dividend Comparison
Neither NGAS.L nor FAIG.L has paid dividends to shareholders.
Frequently Asked Questions
NGAS.L and FAIG.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
NGAS.L and FAIG.L have the same expense ratio: 0.49% per year.
NGAS.L tracks Bloomberg Natural Gas Sub Total Return Index, while FAIG.L tracks Bloomberg Commodity 3 Month Forward.
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