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BRNT.L vs. SVR-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRNT.L vs. SVR-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Brent Crude Oil (BRNT.L) and iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BRNT.L is traded in USD, while SVR-C.TO is traded in CAD. To make them comparable, the SVR-C.TO 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 67.54% return, which is significantly higher than SVR-C.TO's -5.39% return. Over the past 10 years, BRNT.L has underperformed SVR-C.TO with an annualized return of 12.92%, while SVR-C.TO has yielded a comparatively higher 13.86% annualized return.


BRNT.L

1D
-6.20%
1M
-11.06%
YTD
67.54%
6M
70.28%
1Y
52.42%
3Y*
23.07%
5Y*
21.42%
10Y*
12.92%

SVR-C.TO

1D
1.24%
1M
-18.67%
YTD
-5.39%
6M
8.70%
1Y
84.02%
3Y*
40.93%
5Y*
18.58%
10Y*
13.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRNT.L vs. SVR-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRNT.L
WisdomTree Brent Crude Oil
67.54%-6.34%7.45%1.08%35.10%66.26%-33.22%32.37%-13.97%12.40%
SVR-C.TO
iShares Silver Bullion ETF (Non-Hedged)
-5.39%144.05%20.41%-0.28%3.15%-12.98%47.38%13.97%-9.93%4.80%

Correlation

The correlation between BRNT.L and SVR-C.TO is -0.06, 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

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2012

0.08

The correlation between BRNT.L and SVR-C.TO shifts across timeframes, from -0.06 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BRNT.L vs. SVR-C.TO — 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: 5050
Overall Rank
BRNT.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRNT.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
BRNT.L Omega Ratio Rank: 4848
Omega Ratio Rank
BRNT.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
BRNT.L Martin Ratio Rank: 4242
Martin Ratio Rank

SVR-C.TO
SVR-C.TO Risk / Return Rank: 4545
Overall Rank
SVR-C.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SVR-C.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
SVR-C.TO Omega Ratio Rank: 5656
Omega Ratio Rank
SVR-C.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
SVR-C.TO Martin Ratio Rank: 3333
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. SVR-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Brent Crude Oil (BRNT.L) and iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BRNT.LSVR-C.TODifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratioReturn relative to maximum drawdown

3.20

1.88

+1.33

Martin ratioReturn relative to average drawdown

5.88

4.07

+1.81

BRNT.L vs. SVR-C.TO - Sharpe Ratio Comparison

The current BRNT.L Sharpe Ratio is 1.40, which is comparable to the SVR-C.TO Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of BRNT.L and SVR-C.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BRNT.L vs. SVR-C.TO - Drawdown Comparison

The maximum BRNT.L drawdown since its inception was -86.06%, which is greater than SVR-C.TO's maximum drawdown of -67.24%. Use the drawdown chart below to compare losses from any high point for BRNT.L and SVR-C.TO.


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Drawdown Indicators


BRNT.LSVR-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-86.06%

-67.24%

-18.82%

Max Drawdown (1Y)

Largest decline over 1 year

-18.66%

-45.37%

+26.71%

Max Drawdown (3Y)

Largest decline over 3 years

-24.88%

-45.37%

+20.49%

Max Drawdown (5Y)

Largest decline over 5 years

-31.44%

-45.37%

+13.93%

Max Drawdown (10Y)

Largest decline over 10 years

-71.92%

-45.37%

-26.55%

Current Drawdown

Current decline from peak

-15.93%

-41.91%

+25.98%

Average Drawdown

Average peak-to-trough decline

-43.87%

-39.98%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.19%

20.87%

-10.68%

Volatility

BRNT.L vs. SVR-C.TO - Volatility Comparison

The current volatility for WisdomTree Brent Crude Oil (BRNT.L) is 13.34%, while iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) has a volatility of 15.49%. This indicates that BRNT.L experiences smaller price fluctuations and is considered to be less risky than SVR-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRNT.LSVR-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.34%

15.49%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

37.75%

56.54%

-18.79%

Volatility (1Y)

Calculated over the trailing 1-year period

42.73%

58.18%

-15.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.88%

36.41%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.25%

32.37%

+2.88%

BRNT.L vs. SVR-C.TO - Expense Ratio Comparison

BRNT.L has a 0.49% expense ratio, which is lower than SVR-C.TO's 0.66% expense ratio.


Dividends

BRNT.L vs. SVR-C.TO - Dividend Comparison

Neither BRNT.L nor SVR-C.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BRNT.L and SVR-C.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BRNT.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BRNT.L is cheaper with a 0.49% expense ratio, compared with 0.66% for SVR-C.TO.

BRNT.L is categorized as Oil & Gas, while SVR-C.TO is Silver. BRNT.L tracks Bloomberg Brent Crude Subindex, while SVR-C.TO tracks LBMA Silver Price. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for BRNT.L and 0.66% for SVR-C.TO.

Portfolio Optimizer

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