BRNT.L vs. XBCU.L
Compare and contrast key facts about WisdomTree Brent Crude Oil (BRNT.L) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L).
BRNT.L and XBCU.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. XBCU.L is a passively managed fund by DWS that tracks the performance of the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. It was launched on Apr 9, 2010. Both BRNT.L and XBCU.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. XBCU.L - Performance Comparison
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BRNT.L vs. XBCU.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% |
XBCU.L Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 15.88% | 26.09% | 8.64% | -9.97% | 20.96% | 39.63% | -1.34% | 7.54% | -11.30% | 5.31% |
Returns By Period
In the year-to-date period, BRNT.L achieves a 68.54% return, which is significantly higher than XBCU.L's 15.88% return. Over the past 10 years, BRNT.L has outperformed XBCU.L with an annualized return of 15.64%, while XBCU.L has yielded a comparatively lower 10.62% annualized return.
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%
XBCU.L
- 1D
- -1.36%
- 1M
- 1.65%
- YTD
- 15.88%
- 6M
- 28.73%
- 1Y
- 30.53%
- 3Y*
- 15.02%
- 5Y*
- 16.99%
- 10Y*
- 10.62%
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BRNT.L vs. XBCU.L - Expense Ratio Comparison
BRNT.L has a 0.49% expense ratio, which is higher than XBCU.L's 0.29% expense ratio.
Return for Risk
BRNT.L vs. XBCU.L — Risk / Return Rank
BRNT.L
XBCU.L
BRNT.L vs. XBCU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Brent Crude Oil (BRNT.L) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.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 | XBCU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.56 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.88 | 2.00 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.82 | 3.22 | -0.39 |
Martin ratioReturn relative to average drawdown | 5.24 | 8.53 | -3.29 |
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 | XBCU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.56 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.91 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.64 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.25 | -0.22 |
Correlation
The correlation between BRNT.L and XBCU.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BRNT.L vs. XBCU.L - Dividend Comparison
Neither BRNT.L nor XBCU.L has paid dividends to shareholders.
Drawdowns
BRNT.L vs. XBCU.L - Drawdown Comparison
The maximum BRNT.L drawdown since its inception was -85.97%, which is greater than XBCU.L's maximum drawdown of -62.92%. Use the drawdown chart below to compare losses from any high point for BRNT.L and XBCU.L.
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Drawdown Indicators
| BRNT.L | XBCU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.97% | -62.92% | -23.05% |
Max Drawdown (1Y)Largest decline over 1 year | -18.66% | -12.60% | -6.06% |
Max Drawdown (5Y)Largest decline over 5 years | -31.44% | -27.83% | -3.61% |
Max Drawdown (10Y)Largest decline over 10 years | -71.94% | -37.15% | -34.79% |
Current DrawdownCurrent decline from peak | -6.80% | -4.38% | -2.42% |
Average DrawdownAverage peak-to-trough decline | -49.21% | -30.03% | -19.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.04% | 3.59% | +6.45% |
Volatility
BRNT.L vs. XBCU.L - Volatility Comparison
WisdomTree Brent Crude Oil (BRNT.L) has a higher volatility of 22.71% compared to Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) at 5.69%. This indicates that BRNT.L's price experiences larger fluctuations and is considered to be riskier than XBCU.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 | XBCU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.71% | 5.69% | +17.02% |
Volatility (6M)Calculated over the trailing 6-month period | 29.75% | 15.45% | +14.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.04% | 19.52% | +18.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.31% | 18.72% | +14.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.90% | 16.54% | +18.36% |