BRNT.L vs. SXRS.DE
BRNT.L (WisdomTree Brent Crude Oil) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - BRNT.L is a Oil & Gas fund tracking the Bloomberg Brent Crude Subindex, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, BRNT.L returned 23.51%/yr vs 11.02%/yr for SXRS.DE. A 0.65 correlation means they provide meaningful diversification when combined. BRNT.L charges 0.49%/yr vs 0.19%/yr for SXRS.DE.
Performance
BRNT.L vs. SXRS.DE - Performance Comparison
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Different Trading Currencies
BRNT.L is traded in USD, while SXRS.DE is traded in EUR. To make them comparable, the SXRS.DE 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 80.13% return, which is significantly higher than SXRS.DE's 22.41% 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%
SXRS.DE
- 1D
- -1.44%
- 1M
- -3.71%
- YTD
- 22.41%
- 6M
- 24.07%
- 1Y
- 37.52%
- 3Y*
- 15.61%
- 5Y*
- 11.02%
- 10Y*
- —
BRNT.L vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BRNT.L WisdomTree Brent Crude Oil | 80.13% | -6.34% | 7.45% | 1.08% | 35.10% | 66.26% | -33.22% | 32.15% | -23.36% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 22.39% | 18.23% | 4.61% | -7.61% | 14.04% | 28.96% | -4.90% | 7.40% | -11.70% |
Correlation
The correlation between BRNT.L and SXRS.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.65 |
The correlation between BRNT.L and SXRS.DE has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.
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Return for Risk
BRNT.L vs. SXRS.DE — Risk / Return Rank
BRNT.L
SXRS.DE
BRNT.L vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Brent Crude Oil (BRNT.L) and iShares Diversified Commodity Swap UCITS ETF (SXRS.DE). 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 | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.38 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 4.95 | -0.44 |
| Martin ratioReturn relative to average drawdown | 8.41 | 11.48 | -3.07 |
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 | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 2.09 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.64 | +0.04 |
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 | 0.50 | -0.46 |
Drawdowns
BRNT.L vs. SXRS.DE - Drawdown Comparison
The maximum BRNT.L drawdown since its inception was -85.97%, which is greater than SXRS.DE's maximum drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for BRNT.L and SXRS.DE.
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Drawdown Indicators
| BRNT.L | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.97% | -33.05% | -52.92% |
Max Drawdown (1Y)Largest decline over 1 year | -18.66% | -7.54% | -11.12% |
Max Drawdown (3Y)Largest decline over 3 years | -24.88% | -11.46% | -13.42% |
Max Drawdown (5Y)Largest decline over 5 years | -31.44% | -26.46% | -4.98% |
Max Drawdown (10Y)Largest decline over 10 years | -71.94% | — | — |
Current DrawdownCurrent decline from peak | -9.61% | -5.55% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -48.63% | -13.36% | -35.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 3.26% | +6.76% |
Volatility
BRNT.L vs. SXRS.DE - Volatility Comparison
WisdomTree Brent Crude Oil (BRNT.L) has a higher volatility of 15.37% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 5.75%. This indicates that BRNT.L's price experiences larger fluctuations and is considered to be riskier than SXRS.DE 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 | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.37% | 5.75% | +9.62% |
Volatility (6M)Calculated over the trailing 6-month period | 36.91% | 16.10% | +20.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.09% | 17.85% | +24.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.68% | 17.07% | +17.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.36% | 15.82% | +19.54% |
BRNT.L vs. SXRS.DE - Expense Ratio Comparison
BRNT.L has a 0.49% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Dividends
BRNT.L vs. SXRS.DE - Dividend Comparison
Neither BRNT.L nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
BRNT.L and SXRS.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.49% for BRNT.L.
BRNT.L is categorized as Oil & Gas, while SXRS.DE is Commodities. BRNT.L tracks Bloomberg Brent Crude Subindex, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for BRNT.L and 0.19% for SXRS.DE.
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