XDBG.L vs. FAIG.L
XDBG.L (Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged) and FAIG.L (WisdomTree Broad Commodities Longer Dated) are both Commodities funds - XDBG.L tracks the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward (GBP Hedged) while FAIG.L tracks the Bloomberg Commodity 3 Month Forward. Both are passively managed. Over the past 10 years, XDBG.L returned 8.57%/yr vs 8.21%/yr for FAIG.L. A 0.63 correlation means they provide meaningful diversification when combined. XDBG.L charges 0.39%/yr vs 0.49%/yr for FAIG.L.
Performance
XDBG.L vs. FAIG.L - Performance Comparison
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Different Trading Currencies
XDBG.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, XDBG.L achieves a 23.03% return, which is significantly higher than FAIG.L's 19.75% return. Both investments have delivered pretty close results over the past 10 years, with XDBG.L having a 8.57% annualized return and FAIG.L not far behind at 8.21%.
XDBG.L
- 1D
- -0.42%
- 1M
- 0.58%
- YTD
- 23.03%
- 6M
- 26.01%
- 1Y
- 44.88%
- 3Y*
- 18.96%
- 5Y*
- 14.38%
- 10Y*
- 8.57%
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%
XDBG.L vs. FAIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDBG.L Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged | 23.03% | 25.68% | 8.15% | -11.18% | 18.13% | 38.25% | -3.17% | 5.10% | -12.92% | 4.24% |
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 XDBG.L and FAIG.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2011 | 0.63 |
The correlation between XDBG.L and FAIG.L shifts across timeframes, from 0.63 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDBG.L vs. FAIG.L — Risk / Return Rank
XDBG.L
FAIG.L
XDBG.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 3C GBP Hedged (XDBG.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.
| XDBG.L | FAIG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.40 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 4.90 | -0.13 |
| Martin ratioReturn relative to average drawdown | 13.39 | 12.88 | +0.50 |
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
| XDBG.L | FAIG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 2.19 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.76 | 0.00 |
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 | 0.08 | 0.23 | -0.15 |
Drawdowns
XDBG.L vs. FAIG.L - Drawdown Comparison
The maximum XDBG.L drawdown since its inception was -64.69%, which is greater than FAIG.L's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for XDBG.L and FAIG.L.
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Drawdown Indicators
| XDBG.L | FAIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.69% | -51.32% | -13.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -6.66% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | -12.87% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -28.67% | -26.47% | -2.20% |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | -26.47% | -10.59% |
Current DrawdownCurrent decline from peak | -2.78% | -3.81% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -35.22% | -26.24% | -8.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.54% | +0.80% |
Volatility
XDBG.L vs. FAIG.L - Volatility Comparison
The current volatility for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.L) is 4.24%, while WisdomTree Broad Commodities Longer Dated (FAIG.L) has a volatility of 4.60%. This indicates that XDBG.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
| XDBG.L | FAIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.60% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 12.16% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.76% | 14.96% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 15.73% | +3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 14.71% | +1.30% |
XDBG.L vs. FAIG.L - Expense Ratio Comparison
XDBG.L has a 0.39% expense ratio, which is lower than FAIG.L's 0.49% expense ratio.
Dividends
XDBG.L vs. FAIG.L - Dividend Comparison
Neither XDBG.L nor FAIG.L has paid dividends to shareholders.
Frequently Asked Questions
XDBG.L and FAIG.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDBG.L is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDBG.L is cheaper with a 0.39% expense ratio, compared with 0.49% for FAIG.L.
XDBG.L tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward (GBP Hedged), while FAIG.L tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.39% for XDBG.L and 0.49% for FAIG.L.
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