BRNT.L vs. SLVR.L
Compare and contrast key facts about WisdomTree Brent Crude Oil (BRNT.L) and WisdomTree Silver (SLVR.L).
BRNT.L and SLVR.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. SLVR.L is a passively managed fund by WisdomTree that tracks the performance of the EMIX Global Mining Global Gold TR USD. It was launched on Sep 22, 2006. Both BRNT.L and SLVR.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. SLVR.L - Performance Comparison
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BRNT.L vs. SLVR.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% |
SLVR.L WisdomTree Silver | 6.16% | 136.72% | 20.15% | -2.57% | 2.25% | -14.66% | 40.61% | 13.97% | -10.13% | 1.46% |
Returns By Period
In the year-to-date period, BRNT.L achieves a 68.54% return, which is significantly higher than SLVR.L's 6.16% return. Both investments have delivered pretty close results over the past 10 years, with BRNT.L having a 15.64% annualized return and SLVR.L not far behind at 14.93%.
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%
SLVR.L
- 1D
- 2.40%
- 1M
- -13.97%
- YTD
- 6.16%
- 6M
- 58.20%
- 1Y
- 113.79%
- 3Y*
- 43.25%
- 5Y*
- 22.54%
- 10Y*
- 14.93%
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BRNT.L vs. SLVR.L - Expense Ratio Comparison
Both BRNT.L and SLVR.L have an expense ratio of 0.49%.
Return for Risk
BRNT.L vs. SLVR.L — Risk / Return Rank
BRNT.L
SLVR.L
BRNT.L vs. SLVR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Brent Crude Oil (BRNT.L) and WisdomTree Silver (SLVR.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 | SLVR.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 2.05 | -0.69 |
Sortino ratioReturn per unit of downside risk | 1.88 | 2.33 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.77 | +0.05 |
Martin ratioReturn relative to average drawdown | 5.24 | 8.60 | -3.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRNT.L | SLVR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 2.05 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.64 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.48 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.23 | -0.20 |
Correlation
The correlation between BRNT.L and SLVR.L is 0.15, 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. SLVR.L - Dividend Comparison
Neither BRNT.L nor SLVR.L has paid dividends to shareholders.
Drawdowns
BRNT.L vs. SLVR.L - Drawdown Comparison
The maximum BRNT.L drawdown since its inception was -85.97%, which is greater than SLVR.L's maximum drawdown of -79.93%. Use the drawdown chart below to compare losses from any high point for BRNT.L and SLVR.L.
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Drawdown Indicators
| BRNT.L | SLVR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.97% | -79.93% | -6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -18.66% | -40.74% | +22.08% |
Max Drawdown (5Y)Largest decline over 5 years | -31.44% | -40.74% | +9.30% |
Max Drawdown (10Y)Largest decline over 10 years | -71.94% | -46.90% | -25.04% |
Current DrawdownCurrent decline from peak | -6.80% | -33.83% | +27.03% |
Average DrawdownAverage peak-to-trough decline | -49.21% | -49.58% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.04% | 13.11% | -3.07% |
Volatility
BRNT.L vs. SLVR.L - Volatility Comparison
WisdomTree Brent Crude Oil (BRNT.L) has a higher volatility of 22.71% compared to WisdomTree Silver (SLVR.L) at 18.80%. This indicates that BRNT.L's price experiences larger fluctuations and is considered to be riskier than SLVR.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.L | SLVR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.71% | 18.80% | +3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 29.75% | 52.86% | -23.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.04% | 55.17% | -17.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.31% | 35.33% | -2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.90% | 31.14% | +3.76% |