BRNT.L vs. SRUUF
BRNT.L (WisdomTree Brent Crude Oil) and SRUUF (Sprott Physical Uranium Trust Fund) are both funds - BRNT.L is a Oil & Gas fund tracking the Bloomberg Brent Crude Subindex, while SRUUF is a Commodities fund actively managed by Sprott. BRNT.L is passively managed, while SRUUF is actively managed. Over the past 3 years, BRNT.L returned 24.57%/yr vs 13.49%/yr for SRUUF. At a 0.11 correlation, their price movements are largely independent. BRNT.L charges 0.49%/yr vs 0.70%/yr for SRUUF.
Performance
BRNT.L vs. SRUUF - Performance Comparison
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Returns By Period
In the year-to-date period, BRNT.L achieves a 80.13% return, which is significantly higher than SRUUF's -2.76% 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%
SRUUF
- 1D
- -3.17%
- 1M
- -7.66%
- YTD
- -2.76%
- 6M
- 2.55%
- 1Y
- 16.28%
- 3Y*
- 13.49%
- 5Y*
- —
- 10Y*
- —
BRNT.L vs. SRUUF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BRNT.L WisdomTree Brent Crude Oil | 80.13% | -6.34% | 7.45% | 1.08% | 35.10% | 13.03% |
SRUUF Sprott Physical Uranium Trust Fund | -2.76% | 12.66% | -18.89% | 82.09% | 7.65% | 17.26% |
Correlation
The correlation between BRNT.L and SRUUF is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2021 | 0.11 |
The correlation between BRNT.L and SRUUF shifts across timeframes, from -0.05 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRNT.L vs. SRUUF — Risk / Return Rank
BRNT.L
SRUUF
BRNT.L vs. SRUUF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Brent Crude Oil (BRNT.L) and Sprott Physical Uranium Trust Fund (SRUUF). 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 | SRUUF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.11 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 0.71 | +3.80 |
| Martin ratioReturn relative to average drawdown | 8.41 | 1.43 | +6.99 |
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 | SRUUF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 0.47 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.38 | -0.34 |
Drawdowns
BRNT.L vs. SRUUF - Drawdown Comparison
The maximum BRNT.L drawdown since its inception was -85.97%, which is greater than SRUUF's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for BRNT.L and SRUUF.
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Drawdown Indicators
| BRNT.L | SRUUF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.97% | -48.68% | -37.29% |
Max Drawdown (1Y)Largest decline over 1 year | -18.66% | -22.98% | +4.32% |
Max Drawdown (3Y)Largest decline over 3 years | -24.88% | -48.68% | +23.80% |
Max Drawdown (5Y)Largest decline over 5 years | -31.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -71.94% | — | — |
Current DrawdownCurrent decline from peak | -9.61% | -24.46% | +14.85% |
Average DrawdownAverage peak-to-trough decline | -48.63% | -21.79% | -26.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 11.43% | -1.41% |
Volatility
BRNT.L vs. SRUUF - Volatility Comparison
WisdomTree Brent Crude Oil (BRNT.L) has a higher volatility of 15.37% compared to Sprott Physical Uranium Trust Fund (SRUUF) at 8.23%. This indicates that BRNT.L's price experiences larger fluctuations and is considered to be riskier than SRUUF 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 | SRUUF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.37% | 8.23% | +7.14% |
Volatility (6M)Calculated over the trailing 6-month period | 36.91% | 24.71% | +12.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.09% | 34.59% | +7.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.68% | 41.80% | -7.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.36% | 41.80% | -6.44% |
BRNT.L vs. SRUUF - Expense Ratio Comparison
BRNT.L has a 0.49% expense ratio, which is lower than SRUUF's 0.70% expense ratio.
Dividends
BRNT.L vs. SRUUF - Dividend Comparison
Neither BRNT.L nor SRUUF has paid dividends to shareholders.
Frequently Asked Questions
BRNT.L and SRUUF have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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