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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WisdomTree Brent Crude Oil, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
WisdomTree Brent Crude Oil (BRNT.L) has returned 79.43% so far this year and 62.92% over the past 12 months. Looking at the last ten years, BRNT.L has achieved an annualized return of 16.37%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
WisdomTree Brent Crude Oil
- 1D
- -0.77%
- 1M
- 49.93%
- YTD
- 79.43%
- 6M
- 70.86%
- 1Y
- 62.92%
- 3Y*
- 23.71%
- 5Y*
- 26.68%
- 10Y*
- 16.37%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Mar 7, 2012, BRNT.L's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, your investment would double in approximately 10.0 years.
Historically, 52% of months were positive and 48% were negative. The best month was Mar 2026 with a return of +49.9%, while the worst month was Mar 2020 at -43.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.
On a daily basis, BRNT.L closed higher 52% of trading days. The best single day was May 5, 2020 with a return of +15.7%, while the worst single day was Mar 9, 2020 at -19.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 14.49% | 4.53% | 49.93% | 79.43% | |||||||||
| 2025 | 3.41% | -3.08% | 2.92% | -14.61% | -0.03% | 7.92% | 9.30% | -3.93% | -1.43% | -1.70% | -1.59% | -1.56% | -6.34% |
| 2024 | 5.34% | 2.34% | 5.93% | 1.35% | -4.69% | 4.88% | -3.67% | -3.16% | -5.28% | 1.50% | 0.61% | 2.93% | 7.45% |
| 2023 | 2.09% | -1.27% | -4.35% | 1.44% | -7.53% | 3.39% | 13.70% | 1.63% | 7.55% | -4.20% | -6.69% | -2.69% | 1.08% |
| 2022 | 14.36% | 11.37% | 15.43% | 2.79% | 8.99% | -3.88% | -0.92% | -6.66% | -9.24% | 9.31% | -3.43% | -3.69% | 35.10% |
| 2021 | 8.32% | 18.28% | -0.23% | 4.16% | 4.47% | 7.73% | 1.95% | -3.23% | 9.84% | 7.26% | -13.89% | 10.85% | 66.26% |
Benchmark Metrics
WisdomTree Brent Crude Oil has an annualized alpha of 2.20%, beta of 0.44, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since March 08, 2012.
- This ETF participated in 101.23% of S&P 500 Index downside but only 63.13% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.44 may look defensive, but with R² of 0.05 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.05 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.20%
- Beta
- 0.44
- R²
- 0.05
- Upside Capture
- 63.13%
- Downside Capture
- 101.23%
Expense Ratio
BRNT.L has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BRNT.L ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree Brent Crude Oil (BRNT.L) and compare them to a chosen benchmark (S&P 500 Index).
| BRNT.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.90 | +0.77 |
Sortino ratioReturn per unit of downside risk | 2.21 | 1.39 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.31 | 1.40 | +1.91 |
Martin ratioReturn relative to average drawdown | 5.62 | 6.61 | -0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore BRNT.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the WisdomTree Brent Crude Oil. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the WisdomTree Brent Crude Oil was 85.97%, occurring on Apr 27, 2020. Recovery took 1481 trading sessions.
The current WisdomTree Brent Crude Oil drawdown is 0.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -85.97% | Jul 1, 2014 | 1407 | Apr 27, 2020 | 1481 | Mar 9, 2026 | 2888 |
| -26.96% | Mar 15, 2012 | 24 | Jun 22, 2012 | 148 | Jun 18, 2014 | 172 |
| -10.6% | Mar 10, 2026 | 1 | Mar 10, 2026 | 3 | Mar 13, 2026 | 4 |
| -7.99% | Mar 20, 2026 | 4 | Mar 25, 2026 | 3 | Mar 30, 2026 | 7 |
| -0.77% | Mar 31, 2026 | 1 | Mar 31, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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