XFRM.L vs. GDIG.L
Compare and contrast key facts about WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) and VanEck S&P Global Mining UCITS ETF (GDIG.L).
XFRM.L and GDIG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. GDIG.L is a passively managed fund by VanEck that tracks the performance of the S&P Global Mining Reduced Coal Index. It was launched on Apr 18, 2018. Both XFRM.L and GDIG.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
XFRM.L vs. GDIG.L - Performance Comparison
Loading graphics...
XFRM.L vs. GDIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XFRM.L WisdomTree Broad Commodities Ex-Agriculture and Livestock | 33.04% | 23.14% | 6.70% | -9.42% | 15.17% | 26.88% | -9.12% | 10.10% | -14.84% |
GDIG.L VanEck S&P Global Mining UCITS ETF | 16.01% | 90.59% | -8.68% | 4.57% | 3.63% | 7.14% | 31.37% | 25.35% | -14.38% |
Returns By Period
In the year-to-date period, XFRM.L achieves a 33.04% return, which is significantly higher than GDIG.L's 16.01% return.
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%
GDIG.L
- 1D
- 6.60%
- 1M
- -11.75%
- YTD
- 16.01%
- 6M
- 34.46%
- 1Y
- 98.90%
- 3Y*
- 27.03%
- 5Y*
- 17.51%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XFRM.L vs. GDIG.L - Expense Ratio Comparison
XFRM.L has a 0.49% expense ratio, which is lower than GDIG.L's 0.50% expense ratio.
Return for Risk
XFRM.L vs. GDIG.L — Risk / Return Rank
XFRM.L
GDIG.L
XFRM.L vs. GDIG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) and VanEck S&P Global Mining UCITS ETF (GDIG.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.
| XFRM.L | GDIG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 2.84 | -0.70 |
Sortino ratioReturn per unit of downside risk | 2.65 | 3.19 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.44 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 5.07 | 4.17 | +0.89 |
Martin ratioReturn relative to average drawdown | 12.07 | 16.96 | -4.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XFRM.L | GDIG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.84 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.57 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.55 | -0.41 |
Correlation
The correlation between XFRM.L and GDIG.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XFRM.L vs. GDIG.L - Dividend Comparison
Neither XFRM.L nor GDIG.L has paid dividends to shareholders.
Drawdowns
XFRM.L vs. GDIG.L - Drawdown Comparison
The maximum XFRM.L drawdown since its inception was -56.89%, which is greater than GDIG.L's maximum drawdown of -40.03%. Use the drawdown chart below to compare losses from any high point for XFRM.L and GDIG.L.
Loading graphics...
Drawdown Indicators
| XFRM.L | GDIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.89% | -40.03% | -16.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -24.08% | +12.19% |
Max Drawdown (5Y)Largest decline over 5 years | -33.87% | -40.03% | +6.16% |
Max Drawdown (10Y)Largest decline over 10 years | -37.47% | — | — |
Current DrawdownCurrent decline from peak | -1.48% | -12.40% | +10.92% |
Average DrawdownAverage peak-to-trough decline | -31.17% | -12.75% | -18.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 5.93% | -2.04% |
Volatility
XFRM.L vs. GDIG.L - Volatility Comparison
The current volatility for WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) is 9.41%, while VanEck S&P Global Mining UCITS ETF (GDIG.L) has a volatility of 15.29%. This indicates that XFRM.L experiences smaller price fluctuations and is considered to be less risky than GDIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XFRM.L | GDIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.41% | 15.29% | -5.88% |
Volatility (6M)Calculated over the trailing 6-month period | 18.01% | 29.11% | -11.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.93% | 34.70% | -12.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.47% | 30.92% | -10.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 29.74% | -11.48% |