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UC90.L vs. FAIG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC90.L vs. FAIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to GBP) A-acc (UC90.L) and WisdomTree Broad Commodities Longer Dated (FAIG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC90.L is traded in GBp, while FAIG.L is traded in USD. To make them comparable, the FAIG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC90.L achieves a 21.40% return, which is significantly higher than FAIG.L's 19.75% return. Over the past 10 years, UC90.L has underperformed FAIG.L with an annualized return of 7.57%, while FAIG.L has yielded a comparatively higher 8.21% annualized return.


UC90.L

1D
-1.30%
1M
-1.81%
YTD
21.40%
6M
22.49%
1Y
30.42%
3Y*
12.90%
5Y*
10.87%
10Y*
7.57%

FAIG.L

1D
-1.29%
1M
-1.57%
YTD
19.75%
6M
18.96%
1Y
32.79%
3Y*
10.60%
5Y*
11.97%
10Y*
8.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC90.L vs. FAIG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC90.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to GBP) A-acc
21.40%9.58%4.52%-2.02%14.86%33.21%-1.26%5.91%-11.85%5.39%
FAIG.L
WisdomTree Broad Commodities Longer Dated
19.75%7.66%5.90%-11.88%29.81%31.66%-0.96%2.48%-4.06%-5.84%

Correlation

The correlation between UC90.L and FAIG.L is 0.83, 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

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2015

0.69

The correlation between UC90.L and FAIG.L shifts across timeframes, from 0.68 (10 years) to 0.83 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UC90.L vs. FAIG.L — Risk / Return Rank

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

UC90.L
UC90.L Risk / Return Rank: 7878
Overall Rank
UC90.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UC90.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
UC90.L Omega Ratio Rank: 7575
Omega Ratio Rank
UC90.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
UC90.L Martin Ratio Rank: 7575
Martin Ratio Rank

FAIG.L
FAIG.L Risk / Return Rank: 7373
Overall Rank
FAIG.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FAIG.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
FAIG.L Omega Ratio Rank: 7171
Omega Ratio Rank
FAIG.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
FAIG.L Martin Ratio Rank: 7070
Martin Ratio Rank
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.

UC90.L vs. FAIG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to GBP) A-acc (UC90.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.


UC90.LFAIG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.44

1.40

+0.04

Calmar ratioReturn relative to maximum drawdown

6.33

4.90

+1.43

Martin ratioReturn relative to average drawdown

14.07

12.88

+1.19

UC90.L vs. FAIG.L - Sharpe Ratio Comparison

The current UC90.L Sharpe Ratio is 2.43, which is comparable to the FAIG.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of UC90.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.


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Sharpe Ratios by Period


UC90.LFAIG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.19

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.76

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.56

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.23

+0.15

Drawdowns

UC90.L vs. FAIG.L - Drawdown Comparison

The maximum UC90.L drawdown since its inception was -41.45%, smaller than the maximum FAIG.L drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for UC90.L and FAIG.L.


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Drawdown Indicators


UC90.LFAIG.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.45%

-51.32%

+9.87%

Max Drawdown (1Y)

Largest decline over 1 year

-4.79%

-6.66%

+1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

-12.87%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-26.47%

+7.28%

Max Drawdown (10Y)

Largest decline over 10 years

-38.26%

-26.47%

-11.79%

Current Drawdown

Current decline from peak

-4.67%

-3.81%

-0.86%

Average Drawdown

Average peak-to-trough decline

-13.18%

-26.24%

+13.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.54%

-0.38%

Volatility

UC90.L vs. FAIG.L - Volatility Comparison

UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to GBP) A-acc (UC90.L) has a higher volatility of 4.94% compared to WisdomTree Broad Commodities Longer Dated (FAIG.L) at 4.60%. This indicates that UC90.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


UC90.LFAIG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

4.60%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

12.16%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

14.96%

-2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

15.73%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.23%

14.71%

-0.48%

UC90.L vs. FAIG.L - Expense Ratio Comparison

UC90.L has a 0.34% expense ratio, which is lower than FAIG.L's 0.49% expense ratio.


Dividends

UC90.L vs. FAIG.L - Dividend Comparison

Neither UC90.L nor FAIG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UC90.L and FAIG.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC90.L is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC90.L is cheaper with a 0.34% expense ratio, compared with 0.49% for FAIG.L.

UC90.L tracks UBS CMCI (GBP Hedged), while FAIG.L tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: UBS and WisdomTree. Their fees differ too: 0.34% for UC90.L and 0.49% for FAIG.L.

Portfolio Optimizer

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