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Blackrock World Mining Trust plc (BRWM.L) Sharpe Ratio: 1.65

Equity · Currency in GBp · Last updated Jul 14, 2026

BlackRock World Mining Trust plc is a closed-ended equity mutual fund launched by BlackRock Fund Managers Limited. It is managed by BlackRock Investment Management (UK) Limited. The fund invests in public equity markets across the globe. It seeks to invest in stocks of companies operating in the mining and metal sectors. The fund benchmarks the performance of its portfolio against the Euromoney Global Mining Index. It was formerly known as Merrill Lynch World Mining Trust plc. BlackRock World Mining Trust plc was formed on December 15, 1993 and is domiciled in the United Kingdom.

BRWM.L's Sharpe Ratio of 1.65 indicates that for each unit of volatility, it generates 1.65 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

BRWM.L Sharpe Ratio Rank

BRWM.L Sharpe Ratio Rank: 87.688
Exceptional

BRWM.L ranks above 87.6% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

BRWM.L Sharpe Ratio Market Positioning

The chart shows BRWM.L's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.45 or lower
  • Yellow zone (middle 50%): -0.45 to 0.96
  • Green zone (top 25%): 0.96 or higher
  • Top 1%: 4.48+
  • Median: 0.11 — half of all investments score higher

How it compares to other similar stocks

The table compares Blackrock World Mining Trust plc's Sharpe Ratio with other stocks in the Collective Investments industry across multiple time periods, showing how BRWM.L's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
IBT.LInternational Biotechnology Trust plc3.32
PCT.LPolar Capital Technology Trust3.04
BSRT.LBaker Steel Resources Trust2.78
MYI.LMurray International Trust2.66
AAIF.Labrdn Asian Income Fund Limited2.56
CCJI.LCC Japan Income and Growth Trust plc2.56
ATT.LAllianz Technology Trust plc2.52
MNTN.LSchiehallion Fund Ltd2.50
NAIT.LThe North American Income Trust plc2.42
JEMI.LJPMorgan Global Emerging Markets Investment Trust plc2.08
BRWM.LBlackrock World Mining Trust plc1.65

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows BRWM.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BRWM.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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