BRNT.L vs. SSLV.L
BRNT.L (WisdomTree Brent Crude Oil) and SSLV.L (Invesco Physical Silver ETC) are both exchange-traded funds - BRNT.L is a Oil & Gas fund tracking the Bloomberg Brent Crude Subindex, while SSLV.L is a Silver fund tracking the LBMA Silver Price. Both are passively managed. Over the past 10 years, BRNT.L returned 13.59%/yr vs 15.85%/yr for SSLV.L. At a 0.14 correlation, their price movements are largely independent. BRNT.L charges 0.49%/yr vs 0.19%/yr for SSLV.L.
Performance
BRNT.L vs. SSLV.L - 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 SSLV.L's 2.90% return. Over the past 10 years, BRNT.L has underperformed SSLV.L with an annualized return of 13.59%, while SSLV.L has yielded a comparatively higher 15.85% annualized return.
BRNT.L
- 1D
- -2.63%
- 1M
- -9.61%
- YTD
- 80.13%
- 6M
- 76.22%
- 1Y
- 84.62%
- 3Y*
- 24.57%
- 5Y*
- 23.51%
- 10Y*
- 13.59%
SSLV.L
- 1D
- 0.44%
- 1M
- 0.09%
- YTD
- 2.90%
- 6M
- 29.12%
- 1Y
- 113.89%
- 3Y*
- 45.99%
- 5Y*
- 21.31%
- 10Y*
- 15.85%
BRNT.L vs. SSLV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSLV.L Invesco Physical Silver ETC | 2.90% | 147.68% | 21.10% | -0.93% | 3.59% | -12.95% | 45.93% | 16.33% | -8.71% | 3.69% |
Correlation
The correlation between BRNT.L and SSLV.L is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2012 | 0.14 |
The correlation between BRNT.L and SSLV.L shifts across timeframes, from -0.16 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BRNT.L vs. SSLV.L — Risk / Return Rank
BRNT.L
SSLV.L
BRNT.L vs. SSLV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Brent Crude Oil (BRNT.L) and Invesco Physical Silver ETC (SSLV.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 | SSLV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 2.79 | +1.72 |
| Martin ratioReturn relative to average drawdown | 8.41 | 6.08 | +2.33 |
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 | SSLV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.99 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.60 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.51 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.11 | -0.07 |
Drawdowns
BRNT.L vs. SSLV.L - Drawdown Comparison
The maximum BRNT.L drawdown since its inception was -85.97%, which is greater than SSLV.L's maximum drawdown of -74.62%. Use the drawdown chart below to compare losses from any high point for BRNT.L and SSLV.L.
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Drawdown Indicators
| BRNT.L | SSLV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.97% | -74.62% | -11.35% |
Max Drawdown (1Y)Largest decline over 1 year | -18.66% | -40.61% | +21.95% |
Max Drawdown (3Y)Largest decline over 3 years | -24.88% | -40.61% | +15.73% |
Max Drawdown (5Y)Largest decline over 5 years | -31.44% | -40.61% | +9.17% |
Max Drawdown (10Y)Largest decline over 10 years | -71.94% | -42.74% | -29.20% |
Current DrawdownCurrent decline from peak | -9.61% | -35.24% | +25.63% |
Average DrawdownAverage peak-to-trough decline | -48.63% | -52.25% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 18.65% | -8.63% |
Volatility
BRNT.L vs. SSLV.L - Volatility Comparison
The current volatility for WisdomTree Brent Crude Oil (BRNT.L) is 15.37%, while Invesco Physical Silver ETC (SSLV.L) has a volatility of 17.44%. This indicates that BRNT.L experiences smaller price fluctuations and is considered to be less risky than SSLV.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 | SSLV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.37% | 17.44% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 36.91% | 54.09% | -17.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.09% | 56.84% | -14.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.68% | 35.50% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.36% | 30.89% | +4.47% |
BRNT.L vs. SSLV.L - Expense Ratio Comparison
BRNT.L has a 0.49% expense ratio, which is higher than SSLV.L's 0.19% expense ratio.
Dividends
BRNT.L vs. SSLV.L - Dividend Comparison
Neither BRNT.L nor SSLV.L has paid dividends to shareholders.
Frequently Asked Questions
BRNT.L and SSLV.L have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SSLV.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SSLV.L is cheaper with a 0.19% expense ratio, compared with 0.49% for BRNT.L.
BRNT.L is categorized as Oil & Gas, while SSLV.L is Silver. BRNT.L tracks Bloomberg Brent Crude Subindex, while SSLV.L tracks LBMA Silver Price. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.49% for BRNT.L and 0.19% for SSLV.L.
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