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

Performance

XBCU.L vs. FAIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) and WisdomTree Broad Commodities Longer Dated (FAIG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XBCU.L achieves a 23.15% return, which is significantly higher than FAIG.L's 19.26% return. Over the past 10 years, XBCU.L has outperformed FAIG.L with an annualized return of 9.95%, while FAIG.L has yielded a comparatively lower 7.41% annualized return.


XBCU.L

1D
-0.49%
1M
0.54%
YTD
23.15%
6M
26.23%
1Y
45.54%
3Y*
19.51%
5Y*
15.55%
10Y*
9.95%

FAIG.L

1D
-1.29%
1M
-2.47%
YTD
19.26%
6M
19.79%
1Y
31.52%
3Y*
13.45%
5Y*
10.77%
10Y*
7.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XBCU.L
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
23.15%26.09%8.64%-9.97%20.96%39.63%-1.34%7.54%-11.30%5.31%
FAIG.L
WisdomTree Broad Commodities Longer Dated
19.26%15.92%4.08%-7.24%16.01%30.43%2.04%6.53%-9.43%3.07%

Correlation

The correlation between XBCU.L and FAIG.L is 0.92, 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

0.92

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

0.88

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

0.88

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2010

0.84

The correlation between XBCU.L and FAIG.L has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

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Return for Risk

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

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

XBCU.L
XBCU.L Risk / Return Rank: 7777
Overall Rank
XBCU.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XBCU.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
XBCU.L Omega Ratio Rank: 7878
Omega Ratio Rank
XBCU.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XBCU.L Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.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.


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

+0.26

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.45

1.41

+0.04

Calmar ratioReturn relative to maximum drawdown

4.85

4.98

-0.13

Martin ratioReturn relative to average drawdown

13.65

12.76

+0.89

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

The current XBCU.L Sharpe Ratio is 2.54, which is comparable to the FAIG.L Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of XBCU.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


XBCU.LFAIG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

2.28

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.70

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.55

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.08

+0.19

Drawdowns

XBCU.L vs. FAIG.L - Drawdown Comparison

The maximum XBCU.L drawdown since its inception was -62.92%, smaller than the maximum FAIG.L drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for XBCU.L and FAIG.L.


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Drawdown Indicators


XBCU.LFAIG.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.92%

-68.50%

+5.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-6.30%

-3.04%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-10.42%

-2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-27.83%

-24.76%

-3.07%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

-30.94%

-6.21%

Current Drawdown

Current decline from peak

-2.70%

-14.57%

+11.87%

Average Drawdown

Average peak-to-trough decline

-29.73%

-44.38%

+14.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.46%

+0.87%

Volatility

XBCU.L vs. FAIG.L - Volatility Comparison

The current volatility for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) is 4.24%, while WisdomTree Broad Commodities Longer Dated (FAIG.L) has a volatility of 4.70%. This indicates that XBCU.L experiences smaller price fluctuations and is considered to be less risky 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


XBCU.LFAIG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.70%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.16%

11.58%

+3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

13.79%

+4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

15.39%

+3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

13.53%

+2.99%

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

XBCU.L has a 0.29% expense ratio, which is lower than FAIG.L's 0.49% expense ratio.


Dividends

XBCU.L vs. FAIG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, XBCU.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.

On fees, XBCU.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBCU.L is cheaper with a 0.29% expense ratio, compared with 0.49% for FAIG.L.

XBCU.L tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward, while FAIG.L tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: DWS and WisdomTree. Their fees differ too: 0.29% for XBCU.L and 0.49% for FAIG.L.

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