XFRM.L vs. UD06.L
Compare and contrast key facts about WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) and UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L).
XFRM.L and UD06.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. UD06.L is a passively managed fund by UBS that tracks the performance of the UBS BCOM Constant Maturity Commodity (GBP Hedged). It was launched on Mar 1, 2018. Both XFRM.L and UD06.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. UD06.L - Performance Comparison
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XFRM.L vs. UD06.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% | -11.54% |
UD06.L UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc | 15.19% | 26.52% | 2.49% | -1.74% | 4.15% | 28.06% | 3.36% | 7.86% | -18.48% |
Different Trading Currencies
XFRM.L is traded in USD, while UD06.L is traded in GBp. To make them comparable, the UD06.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XFRM.L achieves a 33.04% return, which is significantly higher than UD06.L's 15.19% 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%
UD06.L
- 1D
- 0.98%
- 1M
- 4.25%
- YTD
- 15.19%
- 6M
- 21.89%
- 1Y
- 29.28%
- 3Y*
- 14.40%
- 5Y*
- 12.62%
- 10Y*
- —
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XFRM.L vs. UD06.L - Expense Ratio Comparison
XFRM.L has a 0.49% expense ratio, which is higher than UD06.L's 0.34% expense ratio.
Return for Risk
XFRM.L vs. UD06.L — Risk / Return Rank
XFRM.L
UD06.L
XFRM.L vs. UD06.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 UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.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 | UD06.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 1.71 | +0.43 |
Sortino ratioReturn per unit of downside risk | 2.65 | 2.27 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.30 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 5.07 | 3.22 | +1.84 |
Martin ratioReturn relative to average drawdown | 12.07 | 10.14 | +1.93 |
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
| XFRM.L | UD06.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.71 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.67 | +0.15 |
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 | 0.41 | -0.28 |
Correlation
The correlation between XFRM.L and UD06.L is 0.77, 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
XFRM.L vs. UD06.L - Dividend Comparison
Neither XFRM.L nor UD06.L has paid dividends to shareholders.
Drawdowns
XFRM.L vs. UD06.L - Drawdown Comparison
The maximum XFRM.L drawdown since its inception was -56.89%, which is greater than UD06.L's maximum drawdown of -43.88%. Use the drawdown chart below to compare losses from any high point for XFRM.L and UD06.L.
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Drawdown Indicators
| XFRM.L | UD06.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.89% | -32.66% | -24.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -8.82% | -3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -33.87% | -23.45% | -10.42% |
Max Drawdown (10Y)Largest decline over 10 years | -37.47% | — | — |
Current DrawdownCurrent decline from peak | -1.48% | -0.65% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -31.17% | -11.96% | -19.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.42% | +1.47% |
Volatility
XFRM.L vs. UD06.L - Volatility Comparison
WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) has a higher volatility of 9.41% compared to UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L) at 4.23%. This indicates that XFRM.L's price experiences larger fluctuations and is considered to be riskier than UD06.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XFRM.L | UD06.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.41% | 4.23% | +5.18% |
Volatility (6M)Calculated over the trailing 6-month period | 18.01% | 12.20% | +5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.93% | 17.07% | +4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.47% | 18.73% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 18.02% | +0.24% |