UD07.L vs. FAIG.L

Last updated Jun 4, 2026

UD07.L (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) and FAIG.L (WisdomTree Broad Commodities Longer Dated) are both Commodities funds - UD07.L tracks the UBS BCOM Constant Maturity while FAIG.L tracks the Bloomberg Commodity 3 Month Forward. Both are passively managed. Over the past 5 years, UD07.L returned 13.48%/yr vs 12.25%/yr for FAIG.L. Their correlation of 0.86 suggests significant overlap in exposure. UD07.L charges 0.34%/yr vs 0.49%/yr for FAIG.L.

Performance

UD07.L vs. FAIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) and WisdomTree Broad Commodities Longer Dated (FAIG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

UD07.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

The year-to-date returns for both stocks are quite close, with UD07.L having a 21.43% return and FAIG.L slightly lower at 21.26%.

UD07.L

• 1D: 0.85%
• 1M: 1.49%
• YTD: 21.43%
• 6M: 20.72%
• 1Y: 35.14%
• 3Y*: 12.39%
• 5Y*: 13.48%
• 10Y*: —

FAIG.L

• 1D: 0.51%
• 1M: 1.08%
• YTD: 21.26%
• 6M: 20.55%
• 1Y: 33.42%
• 3Y*: 11.36%
• 5Y*: 12.25%
• 10Y*: 8.54%

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

UD07.L vs. FAIG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
UD07.L UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc	21.43%	9.88%	6.26%	-10.97%	32.08%	31.93%	-1.26%	2.82%	-2.04%
FAIG.L WisdomTree Broad Commodities Longer Dated	21.26%	7.66%	5.90%	-11.88%	29.81%	31.66%	-0.96%	2.48%	-3.44%

Correlation

The correlation between UD07.L and FAIG.L is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Mar 7, 2018	0.86

The correlation between UD07.L and FAIG.L has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

Return for Risk

UD07.L vs. FAIG.L — Risk / Return Rank

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

UD07.L

UD07.L Risk / Return Rank: 74
UD07.L Sharpe Ratio Rank: 73
UD07.L Sortino Ratio Rank: 65
UD07.L Omega Ratio Rank: 71
UD07.L Calmar Ratio Rank: 89
UD07.L Martin Ratio Rank: 74

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.

UD07.L vs. FAIG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.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.

	UD07.L	FAIG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.35	2.23	+0.12
Sortino ratio: Return per unit of downside risk	2.97	2.87	+0.10
Omega ratio: Gain probability vs. loss probability	1.42	1.40	+0.02
Calmar ratio: Return relative to maximum drawdown	5.37	4.99	+0.38
Martin ratio: Return relative to average drawdown	13.77	13.19	+0.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UD07.L vs. FAIG.L - Sharpe Ratio Comparison

The current UD07.L Sharpe Ratio is 2.35, which is comparable to the FAIG.L Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of UD07.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

	UD07.L	FAIG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	2.23	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.78	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.24	+0.18

Drawdowns

UD07.L vs. FAIG.L - Drawdown Comparison

The maximum UD07.L drawdown since its inception was -39.71%, smaller than the maximum FAIG.L drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for UD07.L and FAIG.L.

Drawdown Indicators

	UD07.L	FAIG.L	Difference
Max Drawdown Largest peak-to-trough decline	-39.71%	-51.32%	+11.61%
Max Drawdown (1Y) Largest decline over 1 year	-6.51%	-6.66%	+0.15%
Max Drawdown (3Y) Largest decline over 3 years	-12.61%	-12.87%	+0.26%
Max Drawdown (5Y) Largest decline over 5 years	-39.71%	-26.47%	-13.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-26.47%	—
Current Drawdown Current decline from peak	-11.33%	-2.59%	-8.74%
Average Drawdown Average peak-to-trough decline	-18.80%	-26.25%	+7.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	2.53%	+0.02%

Volatility

UD07.L vs. FAIG.L - Volatility Comparison

UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) has a higher volatility of 5.26% compared to WisdomTree Broad Commodities Longer Dated (FAIG.L) at 4.74%. This indicates that UD07.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

	UD07.L	FAIG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	4.74%	+0.52%
Volatility (6M) Calculated over the trailing 6-month period	12.50%	12.12%	+0.38%
Volatility (1Y) Calculated over the trailing 1-year period	14.87%	14.93%	-0.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.79%	15.73%	+13.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.77%	14.71%	+9.06%

UD07.L vs. FAIG.L - Expense Ratio Comparison

UD07.L has a 0.34% expense ratio, which is lower than FAIG.L's 0.49% expense ratio.

Dividends

UD07.L vs. FAIG.L - Dividend Comparison

Neither UD07.L nor FAIG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both UD07.L and FAIG.L in my portfolio?

With a correlation of 0.91, UD07.L and FAIG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, UD07.L or FAIG.L?

On fees, UD07.L is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UD07.L or FAIG.L?

UD07.L is cheaper with a 0.34% expense ratio, compared with 0.49% for FAIG.L.

What is the main difference between UD07.L and FAIG.L?

UD07.L tracks UBS BCOM Constant Maturity, 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 UD07.L and 0.49% for FAIG.L.