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BRNT.L vs. ZGD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRNT.L vs. ZGD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Brent Crude Oil (BRNT.L) and BMO Equal Weight Global Gold Index ETF (ZGD.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 ZGD.TO is traded in CAD. To make them comparable, the ZGD.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 80.13% return, which is significantly higher than ZGD.TO's 6.15% return. Over the past 10 years, BRNT.L has underperformed ZGD.TO with an annualized return of 13.59%, while ZGD.TO has yielded a comparatively higher 17.29% annualized 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%

ZGD.TO

1D
1.11%
1M
1.29%
YTD
6.15%
6M
14.40%
1Y
81.51%
3Y*
55.37%
5Y*
27.28%
10Y*
17.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRNT.L vs. ZGD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ZGD.TO
BMO Equal Weight Global Gold Index ETF
6.14%183.60%26.62%12.68%-8.84%-11.93%29.13%61.39%-18.92%6.12%

Correlation

The correlation between BRNT.L and ZGD.TO is -0.13, 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

-0.13

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

0.05

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

0.11

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

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2012

0.09

The correlation between BRNT.L and ZGD.TO shifts across timeframes, from -0.13 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BRNT.L vs. ZGD.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: 6161
Overall Rank
BRNT.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BRNT.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
BRNT.L Omega Ratio Rank: 5959
Omega Ratio Rank
BRNT.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
BRNT.L Martin Ratio Rank: 5050
Martin Ratio Rank

ZGD.TO
ZGD.TO Risk / Return Rank: 5252
Overall Rank
ZGD.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ZGD.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
ZGD.TO Omega Ratio Rank: 5252
Omega Ratio Rank
ZGD.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
ZGD.TO Martin Ratio Rank: 4747
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. ZGD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Brent Crude Oil (BRNT.L) and BMO Equal Weight Global Gold Index ETF (ZGD.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.


BRNT.LZGD.TODifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.06

Calmar ratioReturn relative to maximum drawdown

4.51

2.69

+1.82

Martin ratioReturn relative to average drawdown

8.41

7.16

+1.25

BRNT.L vs. ZGD.TO - Sharpe Ratio Comparison

The current BRNT.L Sharpe Ratio is 2.00, which is comparable to the ZGD.TO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of BRNT.L and ZGD.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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Sharpe Ratios by Period


BRNT.LZGD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.76

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.71

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.44

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.21

-0.17

Drawdowns

BRNT.L vs. ZGD.TO - Drawdown Comparison

The maximum BRNT.L drawdown since its inception was -85.97%, which is greater than ZGD.TO's maximum drawdown of -71.35%. Use the drawdown chart below to compare losses from any high point for BRNT.L and ZGD.TO.


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Drawdown Indicators


BRNT.LZGD.TODifference

Max Drawdown

Largest peak-to-trough decline

-85.97%

-71.35%

-14.62%

Max Drawdown (1Y)

Largest decline over 1 year

-18.66%

-30.50%

+11.84%

Max Drawdown (3Y)

Largest decline over 3 years

-24.88%

-30.50%

+5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-31.44%

-47.13%

+15.69%

Max Drawdown (10Y)

Largest decline over 10 years

-71.94%

-52.49%

-19.45%

Current Drawdown

Current decline from peak

-9.61%

-23.21%

+13.60%

Average Drawdown

Average peak-to-trough decline

-48.63%

-35.11%

-13.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.02%

11.41%

-1.39%

Volatility

BRNT.L vs. ZGD.TO - Volatility Comparison

WisdomTree Brent Crude Oil (BRNT.L) and BMO Equal Weight Global Gold Index ETF (ZGD.TO) have volatilities of 15.37% and 16.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRNT.LZGD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.37%

16.05%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

36.91%

37.68%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

42.09%

46.48%

-4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.68%

38.87%

-4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.36%

39.38%

-4.02%

BRNT.L vs. ZGD.TO - Expense Ratio Comparison

BRNT.L has a 0.49% expense ratio, which is lower than ZGD.TO's 0.60% expense ratio.


Dividends

BRNT.L vs. ZGD.TO - Dividend Comparison

BRNT.L has not paid dividends to shareholders, while ZGD.TO's dividend yield for the trailing twelve months is around 0.20%.


PositionTTM20252024202320222021202020192018201720162015
BRNT.L
WisdomTree Brent Crude Oil
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZGD.TO
BMO Equal Weight Global Gold Index ETF
0.20%0.22%0.59%0.76%0.77%0.38%0.16%1.20%0.00%0.00%0.32%0.46%

Frequently Asked Questions


BRNT.L and ZGD.TO have a correlation of -0.13, 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 0.60% for ZGD.TO.

BRNT.L is categorized as Oil & Gas, while ZGD.TO is Gold. BRNT.L tracks Bloomberg Brent Crude Subindex, while ZGD.TO tracks Solactive Equal Weight Global Gold Index. They also come from different issuers: WisdomTree and BMO. Their fees differ too: 0.49% for BRNT.L and 0.60% for ZGD.TO.

Portfolio Optimizer

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