PortfoliosLab logoPortfoliosLab logo
BRNT.L vs. CADUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

BRNT.L vs. CADUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Brent Crude Oil (BRNT.L) and CAD/USD (CADUSD=X). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BRNT.L achieves a 80.13% return, which is significantly higher than CADUSD=X's -1.54% return. Over the past 10 years, BRNT.L has outperformed CADUSD=X with an annualized return of 13.59%, while CADUSD=X has yielded a comparatively lower -0.89% annualized return.


BRNT.L

1D
-2.63%
1M
-1.61%
YTD
80.13%
6M
75.56%
1Y
82.10%
3Y*
24.57%
5Y*
23.51%
10Y*
13.59%

CADUSD=X

1D
-0.25%
1M
-2.20%
YTD
-1.54%
6M
-0.87%
1Y
-1.90%
3Y*
-1.30%
5Y*
-2.84%
10Y*
-0.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRNT.L vs. CADUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRNT.L
WisdomTree Brent Crude Oil
80.13%-6.34%7.45%1.08%35.10%66.26%-33.22%32.15%-13.92%12.39%
CADUSD=X
CAD/USD
-1.54%4.79%-7.90%2.28%-6.69%0.74%2.00%4.99%-7.77%6.90%

Correlation

The correlation between BRNT.L and CADUSD=X is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2012

0.24

The correlation between BRNT.L and CADUSD=X shifts across timeframes, from -0.06 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BRNT.L vs. CADUSD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRNT.L
BRNT.L Risk / Return Rank: 6161
Overall Rank
BRNT.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BRNT.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
BRNT.L Omega Ratio Rank: 5959
Omega Ratio Rank
BRNT.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
BRNT.L Martin Ratio Rank: 5050
Martin Ratio Rank

CADUSD=X
CADUSD=X Risk / Return Rank: 2828
Overall Rank
CADUSD=X Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CADUSD=X Sortino Ratio Rank: 2828
Sortino Ratio Rank
CADUSD=X Omega Ratio Rank: 2929
Omega Ratio Rank
CADUSD=X Calmar Ratio Rank: 2727
Calmar Ratio Rank
CADUSD=X Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRNT.L vs. CADUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Brent Crude Oil (BRNT.L) and CAD/USD (CADUSD=X). 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.


BRNT.LCADUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+2.93

Omega ratioGain probability vs. loss probability

1.36

0.94

+0.42

Calmar ratioReturn relative to maximum drawdown

4.51

-0.40

+4.91

Martin ratioReturn relative to average drawdown

8.41

-0.77

+9.18

BRNT.L vs. CADUSD=X - Sharpe Ratio Comparison

The current BRNT.L Sharpe Ratio is 2.00, which is higher than the CADUSD=X Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of BRNT.L and CADUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BRNT.LCADUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

-0.38

+2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

-0.42

+1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

-0.12

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

-0.07

+0.11

Drawdowns

BRNT.L vs. CADUSD=X - Drawdown Comparison

The maximum BRNT.L drawdown since its inception was -85.97%, which is greater than CADUSD=X's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for BRNT.L and CADUSD=X.


Loading charts...

Drawdown Indicators


BRNT.LCADUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-85.97%

-35.27%

-50.70%

Max Drawdown (1Y)

Largest decline over 1 year

-18.66%

-3.87%

-14.79%

Max Drawdown (3Y)

Largest decline over 3 years

-24.88%

-9.73%

-15.15%

Max Drawdown (5Y)

Largest decline over 5 years

-31.44%

-16.82%

-14.62%

Max Drawdown (10Y)

Largest decline over 10 years

-71.94%

-17.16%

-54.78%

Current Drawdown

Current decline from peak

-9.61%

-32.32%

+22.71%

Average Drawdown

Average peak-to-trough decline

-48.63%

-21.29%

-27.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.02%

1.62%

+8.40%

Volatility

BRNT.L vs. CADUSD=X - Volatility Comparison

WisdomTree Brent Crude Oil (BRNT.L) has a higher volatility of 15.37% compared to CAD/USD (CADUSD=X) at 0.78%. This indicates that BRNT.L's price experiences larger fluctuations and is considered to be riskier than CADUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BRNT.LCADUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.37%

0.78%

+14.59%

Volatility (6M)

Calculated over the trailing 6-month period

36.91%

3.03%

+33.88%

Volatility (1Y)

Calculated over the trailing 1-year period

42.09%

4.04%

+38.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.68%

5.82%

+28.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.36%

6.22%

+29.14%

Frequently Asked Questions


BRNT.L and CADUSD=X have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BRNT.L and CADUSD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer