BRNT.L vs. GGRP.L

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Brent Crude Oil (BRNT.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L).

BRNT.L and GGRP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRNT.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Brent Crude Subindex. It was launched on Jan 9, 2012. GGRP.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global Developed Quality Dividend Growth. It was launched on Nov 2, 2016. Both BRNT.L and GGRP.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

BRNT.L vs. GGRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Brent Crude Oil (BRNT.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD	-3.90%	15.14%	8.02%	17.51%	-13.56%	19.86%	15.79%	34.98%	-10.75%	28.54%

Different Trading Currencies

BRNT.L is traded in USD, while GGRP.L is traded in GBp. To make them comparable, the GGRP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRNT.L achieves a 68.54% return, which is significantly higher than GGRP.L's -3.90% 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%

GGRP.L

• 1D: 0.00%
• 1M: -5.77%
• YTD: -3.90%
• 6M: -0.39%
• 1Y: 10.34%
• 3Y*: 9.86%
• 5Y*: 6.95%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

BRNT.L has a 0.49% expense ratio, which is higher than GGRP.L's 0.38% expense ratio.

BRNT.L

WisdomTree Brent Crude Oil

GGRP.L

WisdomTree Global Quality Dividend Growth UCITS ETF - USD

Return for Risk

BRNT.L vs. GGRP.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: 70
BRNT.L Sharpe Ratio Rank: 73
BRNT.L Sortino Ratio Rank: 71
BRNT.L Omega Ratio Rank: 69
BRNT.L Calmar Ratio Rank: 86
BRNT.L Martin Ratio Rank: 50

GGRP.L

GGRP.L Risk / Return Rank: 38
GGRP.L Sharpe Ratio Rank: 30
GGRP.L Sortino Ratio Rank: 28
GGRP.L Omega Ratio Rank: 28
GGRP.L Calmar Ratio Rank: 48
GGRP.L Martin Ratio Rank: 53

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. GGRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Brent Crude Oil (BRNT.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.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.L	GGRP.L	Difference
Sharpe ratio Return per unit of total volatility	1.36	0.70	+0.66
Sortino ratio Return per unit of downside risk	1.88	1.05	+0.84
Omega ratio Gain probability vs. loss probability	1.27	1.15	+0.12
Calmar ratio Return relative to maximum drawdown	2.82	1.29	+1.54
Martin ratio Return relative to average drawdown	5.24	5.45	-0.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current BRNT.L Sharpe Ratio is 1.36, which is higher than the GGRP.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of BRNT.L and GGRP.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.

Sharpe Ratios by Period

	BRNT.L	GGRP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	0.70	+0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.49	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.76	-0.73

Correlation

The correlation between BRNT.L and GGRP.L is 0.18, 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. GGRP.L - Dividend Comparison

BRNT.L has not paid dividends to shareholders, while GGRP.L's dividend yield for the trailing twelve months is around 0.01%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRNT.L WisdomTree Brent Crude Oil	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD	0.01%	0.01%	0.54%	1.86%	2.42%	1.60%	1.47%	1.88%	2.13%	1.42%

Drawdowns

BRNT.L vs. GGRP.L - Drawdown Comparison

The maximum BRNT.L drawdown since its inception was -85.97%, which is greater than GGRP.L's maximum drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for BRNT.L and GGRP.L.

Drawdown Indicators

	BRNT.L	GGRP.L	Difference
Max Drawdown Largest peak-to-trough decline	-85.97%	-22.60%	-63.37%
Max Drawdown (1Y) Largest decline over 1 year	-18.66%	-9.18%	-9.48%
Max Drawdown (5Y) Largest decline over 5 years	-31.44%	-16.46%	-14.98%
Max Drawdown (10Y) Largest decline over 10 years	-71.94%	—	—
Current Drawdown Current decline from peak	-6.80%	-5.80%	-1.00%
Average Drawdown Average peak-to-trough decline	-49.21%	-2.97%	-46.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.04%	2.09%	+7.95%

Volatility

BRNT.L vs. GGRP.L - Volatility Comparison

WisdomTree Brent Crude Oil (BRNT.L) has a higher volatility of 22.71% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) at 5.00%. This indicates that BRNT.L's price experiences larger fluctuations and is considered to be riskier than GGRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRNT.L	GGRP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.71%	5.00%	+17.71%
Volatility (6M) Calculated over the trailing 6-month period	29.75%	8.32%	+21.43%
Volatility (1Y) Calculated over the trailing 1-year period	38.04%	14.41%	+23.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.31%	14.13%	+19.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.90%	14.80%	+20.10%