COFF.L vs. PHSP.L
COFF.L (WisdomTree Coffee) and PHSP.L (WisdomTree Physical Silver) are both exchange-traded funds - COFF.L is a Agricultural Commodities fund tracking the Bloomberg Coffee, while PHSP.L is a Silver fund tracking the LBMA Silver Price. Both are passively managed. Over the past 10 years, COFF.L returned 5.38%/yr vs 15.63%/yr for PHSP.L. At a 0.17 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
COFF.L vs. PHSP.L - Performance Comparison
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Different Trading Currencies
COFF.L is traded in USD, while PHSP.L is traded in GBp. To make them comparable, the PHSP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, COFF.L achieves a -24.02% return, which is significantly lower than PHSP.L's 2.25% return. Over the past 10 years, COFF.L has underperformed PHSP.L with an annualized return of 5.38%, while PHSP.L has yielded a comparatively higher 15.63% annualized return.
COFF.L
- 1D
- -1.31%
- 1M
- -9.77%
- YTD
- -24.02%
- 6M
- -28.50%
- 1Y
- -13.30%
- 3Y*
- 26.18%
- 5Y*
- 18.19%
- 10Y*
- 5.38%
PHSP.L
- 1D
- -3.33%
- 1M
- -2.78%
- YTD
- 2.25%
- 6M
- 24.40%
- 1Y
- 111.67%
- 3Y*
- 45.05%
- 5Y*
- 20.84%
- 10Y*
- 15.63%
COFF.L vs. PHSP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COFF.L WisdomTree Coffee | -24.02% | 29.87% | 74.91% | 24.52% | -20.98% | 63.12% | -12.25% | 13.69% | -27.12% | -17.66% |
PHSP.L WisdomTree Physical Silver | 2.25% | 147.01% | 20.80% | -1.58% | 3.15% | -12.90% | 45.17% | 17.09% | -9.01% | 3.31% |
Correlation
The correlation between COFF.L and PHSP.L is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2007 | 0.17 |
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Return for Risk
COFF.L vs. PHSP.L — Risk / Return Rank
COFF.L
PHSP.L
COFF.L vs. PHSP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Coffee (COFF.L) and WisdomTree Physical Silver (PHSP.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.
| COFF.L | PHSP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.35 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 2.72 | -3.12 |
| Martin ratioReturn relative to average drawdown | -0.77 | 5.96 | -6.73 |
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
| COFF.L | PHSP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 2.00 | -2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.60 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.51 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.27 | -0.31 |
Drawdowns
COFF.L vs. PHSP.L - Drawdown Comparison
The maximum COFF.L drawdown since its inception was -88.11%, which is greater than PHSP.L's maximum drawdown of -76.98%. Use the drawdown chart below to compare losses from any high point for COFF.L and PHSP.L.
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Drawdown Indicators
| COFF.L | PHSP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.11% | -76.98% | -11.13% |
Max Drawdown (1Y)Largest decline over 1 year | -33.06% | -40.88% | +7.82% |
Max Drawdown (3Y)Largest decline over 3 years | -33.06% | -40.88% | +7.82% |
Max Drawdown (5Y)Largest decline over 5 years | -41.94% | -40.88% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -64.13% | -43.76% | -20.37% |
Current DrawdownCurrent decline from peak | -58.09% | -35.84% | -22.25% |
Average DrawdownAverage peak-to-trough decline | -58.91% | -48.35% | -10.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.22% | 18.66% | -1.44% |
Volatility
COFF.L vs. PHSP.L - Volatility Comparison
The current volatility for WisdomTree Coffee (COFF.L) is 9.66%, while WisdomTree Physical Silver (PHSP.L) has a volatility of 17.16%. This indicates that COFF.L experiences smaller price fluctuations and is considered to be less risky than PHSP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COFF.L | PHSP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.66% | 17.16% | -7.50% |
Volatility (6M)Calculated over the trailing 6-month period | 22.08% | 52.88% | -30.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.44% | 55.41% | -20.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.93% | 34.97% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.51% | 30.53% | +0.98% |
COFF.L vs. PHSP.L - Expense Ratio Comparison
Both COFF.L and PHSP.L have an expense ratio of 0.49%.
Dividends
COFF.L vs. PHSP.L - Dividend Comparison
Neither COFF.L nor PHSP.L has paid dividends to shareholders.
Frequently Asked Questions
COFF.L and PHSP.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
COFF.L and PHSP.L have the same expense ratio: 0.49% per year.
COFF.L is categorized as Agricultural Commodities, while PHSP.L is Silver. COFF.L tracks Bloomberg Coffee, while PHSP.L tracks LBMA Silver Price.
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