WXAG.L vs. XFRM.L
Compare and contrast key facts about WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc (WXAG.L) and WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L).
WXAG.L and XFRM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WXAG.L is a passively managed fund by WisdomTree that tracks the performance of the Morgan Stanley RADAR ex Agriculture & Livestock Commodity. It was launched on Oct 6, 2021. XFRM.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Commodity ex-Agriculture and Livestock. It was launched on Nov 21, 2012. Both WXAG.L and XFRM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WXAG.L vs. XFRM.L - Performance Comparison
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WXAG.L vs. XFRM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WXAG.L WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc | 23.66% | 32.53% | 2.91% | -8.03% | 19.40% | -6.94% |
XFRM.L WisdomTree Broad Commodities Ex-Agriculture and Livestock | 33.04% | 23.14% | 6.70% | -9.42% | 15.17% | -8.59% |
Returns By Period
In the year-to-date period, WXAG.L achieves a 23.66% return, which is significantly lower than XFRM.L's 33.04% return.
WXAG.L
- 1D
- -0.75%
- 1M
- 6.63%
- YTD
- 23.66%
- 6M
- 37.68%
- 1Y
- 53.61%
- 3Y*
- 17.57%
- 5Y*
- —
- 10Y*
- —
XFRM.L
- 1D
- -1.48%
- 1M
- 11.43%
- YTD
- 33.04%
- 6M
- 44.13%
- 1Y
- 47.05%
- 3Y*
- 19.82%
- 5Y*
- 16.89%
- 10Y*
- 9.83%
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WXAG.L vs. XFRM.L - Expense Ratio Comparison
WXAG.L has a 0.60% expense ratio, which is higher than XFRM.L's 0.49% expense ratio.
Return for Risk
WXAG.L vs. XFRM.L — Risk / Return Rank
WXAG.L
XFRM.L
WXAG.L vs. XFRM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc (WXAG.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.
| WXAG.L | XFRM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.40 | 2.14 | +0.26 |
Sortino ratioReturn per unit of downside risk | 2.89 | 2.65 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.39 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 4.53 | 5.07 | -0.54 |
Martin ratioReturn relative to average drawdown | 16.95 | 12.07 | +4.88 |
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
| WXAG.L | XFRM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.14 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.13 | +0.53 |
Correlation
The correlation between WXAG.L and XFRM.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WXAG.L vs. XFRM.L - Dividend Comparison
Neither WXAG.L nor XFRM.L has paid dividends to shareholders.
Drawdowns
WXAG.L vs. XFRM.L - Drawdown Comparison
The maximum WXAG.L drawdown since its inception was -26.77%, smaller than the maximum XFRM.L drawdown of -56.89%. Use the drawdown chart below to compare losses from any high point for WXAG.L and XFRM.L.
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Drawdown Indicators
| WXAG.L | XFRM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.77% | -56.89% | +30.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -11.89% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.87% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.47% | — |
Current DrawdownCurrent decline from peak | -0.75% | -1.48% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -16.68% | -31.17% | +14.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.89% | -0.68% |
Volatility
WXAG.L vs. XFRM.L - Volatility Comparison
The current volatility for WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc (WXAG.L) is 6.50%, while WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) has a volatility of 9.41%. This indicates that WXAG.L experiences smaller price fluctuations and is considered to be less risky 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
| WXAG.L | XFRM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 9.41% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 19.04% | 18.01% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.23% | 21.93% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.67% | 20.47% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.67% | 18.26% | +4.41% |