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COFF.L vs. SLVR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COFF.L vs. SLVR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Coffee (COFF.L) and WisdomTree Silver (SLVR.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COFF.L achieves a -26.25% return, which is significantly lower than SLVR.L's 3.62% return. Over the past 10 years, COFF.L has underperformed SLVR.L with an annualized return of 4.55%, while SLVR.L has yielded a comparatively higher 13.50% annualized return.


COFF.L

1D
-2.94%
1M
-15.62%
YTD
-26.25%
6M
-31.38%
1Y
-17.13%
3Y*
24.64%
5Y*
17.48%
10Y*
4.55%

SLVR.L

1D
0.43%
1M
-0.02%
YTD
3.62%
6M
28.48%
1Y
109.37%
3Y*
43.40%
5Y*
19.20%
10Y*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COFF.L vs. SLVR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COFF.L
WisdomTree Coffee
-26.25%29.87%74.91%24.52%-20.98%63.12%-12.25%13.69%-27.12%-17.66%
SLVR.L
WisdomTree Silver
3.62%136.72%20.15%-2.57%2.25%-14.66%40.61%13.97%-10.13%1.46%

Correlation

The correlation between COFF.L and SLVR.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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 Mar 19, 2007

0.19

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Return for Risk

COFF.L vs. SLVR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COFF.L
COFF.L Risk / Return Rank: 55
Overall Rank
COFF.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
COFF.L Sortino Ratio Rank: 55
Sortino Ratio Rank
COFF.L Omega Ratio Rank: 55
Omega Ratio Rank
COFF.L Calmar Ratio Rank: 55
Calmar Ratio Rank
COFF.L Martin Ratio Rank: 44
Martin Ratio Rank

SLVR.L
SLVR.L Risk / Return Rank: 5050
Overall Rank
SLVR.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SLVR.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
SLVR.L Omega Ratio Rank: 5454
Omega Ratio Rank
SLVR.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
SLVR.L Martin Ratio Rank: 3838
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.

COFF.L vs. SLVR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Coffee (COFF.L) and WisdomTree Silver (SLVR.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.LSLVR.LDifference
Sharpe ratioReturn per unit of total volatility

-2.34

Sortino ratioReturn per unit of downside risk

-2.72

Omega ratioGain probability vs. loss probability

0.94

1.33

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.49

2.67

-3.16

Martin ratioReturn relative to average drawdown

-0.99

5.81

-6.80

COFF.L vs. SLVR.L - Sharpe Ratio Comparison

The current COFF.L Sharpe Ratio is -0.49, which is lower than the SLVR.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of COFF.L and SLVR.L, 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


COFF.LSLVR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.49

1.85

-2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.52

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.42

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.22

-0.26

Drawdowns

COFF.L vs. SLVR.L - Drawdown Comparison

The maximum COFF.L drawdown since its inception was -88.11%, which is greater than SLVR.L's maximum drawdown of -79.93%. Use the drawdown chart below to compare losses from any high point for COFF.L and SLVR.L.


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Drawdown Indicators


COFF.LSLVR.LDifference

Max Drawdown

Largest peak-to-trough decline

-88.11%

-79.93%

-8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-35.03%

-40.74%

+5.71%

Max Drawdown (3Y)

Largest decline over 3 years

-35.03%

-40.74%

+5.71%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-40.74%

-1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-64.13%

-46.90%

-17.23%

Current Drawdown

Current decline from peak

-59.32%

-35.42%

-23.90%

Average Drawdown

Average peak-to-trough decline

-58.91%

-49.43%

-9.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.36%

18.74%

-1.38%

Volatility

COFF.L vs. SLVR.L - Volatility Comparison

The current volatility for WisdomTree Coffee (COFF.L) is 8.89%, while WisdomTree Silver (SLVR.L) has a volatility of 17.68%. This indicates that COFF.L experiences smaller price fluctuations and is considered to be less risky than SLVR.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.LSLVR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

17.68%

-8.79%

Volatility (6M)

Calculated over the trailing 6-month period

22.24%

56.07%

-33.83%

Volatility (1Y)

Calculated over the trailing 1-year period

34.56%

58.81%

-24.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.95%

36.80%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.52%

31.95%

-0.43%

COFF.L vs. SLVR.L - Expense Ratio Comparison

Both COFF.L and SLVR.L have an expense ratio of 0.49%.


Dividends

COFF.L vs. SLVR.L - Dividend Comparison

Neither COFF.L nor SLVR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COFF.L and SLVR.L have a correlation of 0.11, 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 SLVR.L have the same expense ratio: 0.49% per year.

COFF.L is categorized as Agricultural Commodities, while SLVR.L is Silver. COFF.L tracks Bloomberg Coffee, while SLVR.L tracks Bloomberg Silver Subindex.

Portfolio Optimizer

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