RMAU.L vs. FAIG.L

Last updated Jun 4, 2026

RMAU.L (The Royal Mint Physical Gold ETC Securities) and FAIG.L (WisdomTree Broad Commodities Longer Dated) are both Commodities funds - RMAU.L tracks the LBMA Gold PM Price while FAIG.L tracks the Bloomberg Commodity 3 Month Forward. Both are passively managed. Over the past 5 years, RMAU.L returned 18.29%/yr vs 11.06%/yr for FAIG.L. At a 0.39 correlation, their price movements are largely independent. RMAU.L charges 0.22%/yr vs 0.49%/yr for FAIG.L.

Performance

RMAU.L vs. FAIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Royal Mint Physical Gold ETC Securities (RMAU.L) and WisdomTree Broad Commodities Longer Dated (FAIG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RMAU.L achieves a 3.03% return, which is significantly lower than FAIG.L's 20.82% return.

RMAU.L

• 1D: -1.45%
• 1M: -4.23%
• YTD: 3.03%
• 6M: 5.15%
• 1Y: 32.29%
• 3Y*: 30.94%
• 5Y*: 18.29%
• 10Y*: —

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RMAU.L vs. FAIG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
RMAU.L The Royal Mint Physical Gold ETC Securities	3.03%	64.57%	25.96%	13.29%	-0.19%	-4.14%	14.46%
FAIG.L WisdomTree Broad Commodities Longer Dated	20.82%	15.92%	4.08%	-7.24%	16.01%	30.43%	8.10%

Correlation

The correlation between RMAU.L and FAIG.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (All Time) Calculated using the full available price history since Feb 24, 2020	0.39

Return for Risk

RMAU.L vs. FAIG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RMAU.L

RMAU.L Risk / Return Rank: 35
RMAU.L Sharpe Ratio Rank: 36
RMAU.L Sortino Ratio Rank: 32
RMAU.L Omega Ratio Rank: 38
RMAU.L Calmar Ratio Rank: 36
RMAU.L Martin Ratio Rank: 32

FAIG.L

FAIG.L Risk / Return Rank: 74
FAIG.L Sharpe Ratio Rank: 73
FAIG.L Sortino Ratio Rank: 66
FAIG.L Omega Ratio Rank: 73
FAIG.L Calmar Ratio Rank: 88
FAIG.L Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RMAU.L vs. FAIG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Royal Mint Physical Gold ETC Securities (RMAU.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.

	RMAU.L	FAIG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.30	2.36	-1.06
Sortino ratio: Return per unit of downside risk	1.72	3.03	-1.30
Omega ratio: Gain probability vs. loss probability	1.25	1.43	-0.18
Calmar ratio: Return relative to maximum drawdown	1.77	5.14	-3.37
Martin ratio: Return relative to average drawdown	4.76	13.24	-8.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RMAU.L vs. FAIG.L - Sharpe Ratio Comparison

The current RMAU.L Sharpe Ratio is 1.30, which is lower than the FAIG.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of RMAU.L and FAIG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RMAU.L	FAIG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	2.36	-1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.06	0.72	+0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.08	+0.73

Drawdowns

RMAU.L vs. FAIG.L - Drawdown Comparison

The maximum RMAU.L drawdown since its inception was -21.56%, smaller than the maximum FAIG.L drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for RMAU.L and FAIG.L.

Drawdown Indicators

	RMAU.L	FAIG.L	Difference
Max Drawdown Largest peak-to-trough decline	-21.56%	-68.50%	+46.94%
Max Drawdown (1Y) Largest decline over 1 year	-18.15%	-6.30%	-11.85%
Max Drawdown (3Y) Largest decline over 3 years	-18.15%	-10.42%	-7.73%
Max Drawdown (5Y) Largest decline over 5 years	-21.17%	-24.76%	+3.59%
Max Drawdown (10Y) Largest decline over 10 years	—	-30.94%	—
Current Drawdown Current decline from peak	-16.50%	-13.46%	-3.04%
Average Drawdown Average peak-to-trough decline	-7.08%	-44.38%	+37.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.77%	2.45%	+4.32%

Volatility

RMAU.L vs. FAIG.L - Volatility Comparison

The Royal Mint Physical Gold ETC Securities (RMAU.L) has a higher volatility of 6.47% compared to WisdomTree Broad Commodities Longer Dated (FAIG.L) at 4.70%. This indicates that RMAU.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.

Volatility by Period

	RMAU.L	FAIG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.47%	4.70%	+1.77%
Volatility (6M) Calculated over the trailing 6-month period	21.86%	11.49%	+10.37%
Volatility (1Y) Calculated over the trailing 1-year period	24.82%	13.72%	+11.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.63%	15.38%	+2.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.35%	13.53%	+7.82%

RMAU.L vs. FAIG.L - Expense Ratio Comparison

RMAU.L has a 0.22% expense ratio, which is lower than FAIG.L's 0.49% expense ratio.

Dividends

RMAU.L vs. FAIG.L - Dividend Comparison

Neither RMAU.L nor FAIG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both RMAU.L and FAIG.L in my portfolio?

RMAU.L and FAIG.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RMAU.L or FAIG.L?

On fees, RMAU.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RMAU.L or FAIG.L?

RMAU.L is cheaper with a 0.22% expense ratio, compared with 0.49% for FAIG.L.

What is the main difference between RMAU.L and FAIG.L?

RMAU.L tracks LBMA Gold PM Price, while FAIG.L tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: HANetf and WisdomTree. Their fees differ too: 0.22% for RMAU.L and 0.49% for FAIG.L.