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BRNT.L vs. COPA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRNT.L vs. COPA.L - Performance Comparison

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

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BRNT.L vs. COPA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRNT.L
WisdomTree Brent Crude Oil
68.54%-6.34%7.45%1.08%35.10%66.26%-33.22%32.15%-13.92%12.39%
COPA.L
WisdomTree Copper
-1.24%36.37%4.81%2.66%-13.58%24.36%21.41%4.90%-20.37%26.83%

Returns By Period

In the year-to-date period, BRNT.L achieves a 68.54% return, which is significantly higher than COPA.L's -1.24% return. Over the past 10 years, BRNT.L has outperformed COPA.L with an annualized return of 15.64%, while COPA.L has yielded a comparatively lower 8.48% annualized return.


BRNT.L

1D
-6.07%
1M
30.64%
YTD
68.54%
6M
61.53%
1Y
51.92%
3Y*
21.15%
5Y*
25.11%
10Y*
15.64%

COPA.L

1D
1.15%
1M
-5.02%
YTD
-1.24%
6M
14.40%
1Y
8.55%
3Y*
10.73%
5Y*
6.63%
10Y*
8.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRNT.L vs. COPA.L - Expense Ratio Comparison

Both BRNT.L and COPA.L have an expense ratio of 0.49%.


Return for Risk

BRNT.L vs. COPA.L — 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: 7070
Overall Rank
BRNT.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BRNT.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
BRNT.L Omega Ratio Rank: 6969
Omega Ratio Rank
BRNT.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
BRNT.L Martin Ratio Rank: 5050
Martin Ratio Rank

COPA.L
COPA.L Risk / Return Rank: 1919
Overall Rank
COPA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
COPA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
COPA.L Omega Ratio Rank: 2222
Omega Ratio Rank
COPA.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
COPA.L Martin Ratio Rank: 1717
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. COPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Brent Crude Oil (BRNT.L) and WisdomTree Copper (COPA.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.


BRNT.LCOPA.LDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.24

+1.12

Sortino ratio

Return per unit of downside risk

1.88

0.53

+1.36

Omega ratio

Gain probability vs. loss probability

1.27

1.09

+0.18

Calmar ratio

Return relative to maximum drawdown

2.82

0.34

+2.48

Martin ratio

Return relative to average drawdown

5.24

0.72

+4.52

BRNT.L vs. COPA.L - Sharpe Ratio Comparison

The current BRNT.L Sharpe Ratio is 1.36, which is higher than the COPA.L Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of BRNT.L and COPA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRNT.LCOPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.24

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.25

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.37

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.06

-0.04

Correlation

The correlation between BRNT.L and COPA.L is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BRNT.L vs. COPA.L - Dividend Comparison

Neither BRNT.L nor COPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BRNT.L vs. COPA.L - Drawdown Comparison

The maximum BRNT.L drawdown since its inception was -85.97%, which is greater than COPA.L's maximum drawdown of -67.44%. Use the drawdown chart below to compare losses from any high point for BRNT.L and COPA.L.


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Drawdown Indicators


BRNT.LCOPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-85.97%

-67.44%

-18.53%

Max Drawdown (1Y)

Largest decline over 1 year

-18.66%

-25.25%

+6.59%

Max Drawdown (5Y)

Largest decline over 5 years

-31.44%

-34.64%

+3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-71.94%

-38.75%

-33.19%

Current Drawdown

Current decline from peak

-6.80%

-8.77%

+1.97%

Average Drawdown

Average peak-to-trough decline

-49.21%

-33.51%

-15.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.04%

11.82%

-1.78%

Volatility

BRNT.L vs. COPA.L - Volatility Comparison

WisdomTree Brent Crude Oil (BRNT.L) has a higher volatility of 22.71% compared to WisdomTree Copper (COPA.L) at 6.19%. This indicates that BRNT.L's price experiences larger fluctuations and is considered to be riskier than COPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRNT.LCOPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.71%

6.19%

+16.52%

Volatility (6M)

Calculated over the trailing 6-month period

29.75%

18.32%

+11.43%

Volatility (1Y)

Calculated over the trailing 1-year period

38.04%

35.22%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.31%

26.17%

+7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.90%

23.19%

+11.71%