GGRP.L vs. BRNT.L
GGRP.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD) and BRNT.L (WisdomTree Brent Crude Oil) are both exchange-traded funds - GGRP.L is a Global Equities fund tracking the WisdomTree Global Developed Quality Dividend Growth, while BRNT.L is a Oil & Gas fund tracking the Bloomberg Brent Crude Subindex. Both are passively managed. Over the past 5 years, GGRP.L returned 8.60%/yr vs 24.84%/yr for BRNT.L. At a 0.10 correlation, their price movements are largely independent. GGRP.L charges 0.38%/yr vs 0.49%/yr for BRNT.L.
Performance
GGRP.L vs. BRNT.L - Performance Comparison
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Different Trading Currencies
GGRP.L is traded in GBp, while BRNT.L is traded in USD. To make them comparable, the BRNT.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, GGRP.L achieves a 4.80% return, which is significantly lower than BRNT.L's 80.86% return.
GGRP.L
- 1D
- 0.39%
- 1M
- 4.76%
- YTD
- 4.80%
- 6M
- 5.35%
- 1Y
- 16.32%
- 3Y*
- 9.50%
- 5Y*
- 8.60%
- 10Y*
- —
BRNT.L
- 1D
- -2.63%
- 1M
- -8.78%
- YTD
- 80.86%
- 6M
- 74.99%
- 1Y
- 86.41%
- 3Y*
- 21.44%
- 5Y*
- 24.84%
- 10Y*
- 14.44%
GGRP.L vs. BRNT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 4.80% | 7.06% | 9.85% | 11.62% | -3.21% | 20.07% | 13.17% | 29.78% | -5.75% | 13.25% |
BRNT.L WisdomTree Brent Crude Oil | 80.86% | -13.01% | 9.33% | -3.98% | 51.16% | 67.83% | -35.18% | 27.12% | -8.81% | 6.89% |
Correlation
The correlation between GGRP.L and BRNT.L is -0.33, 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 | -0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2017 | 0.10 |
The correlation between GGRP.L and BRNT.L shifts across timeframes, from -0.33 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GGRP.L vs. BRNT.L — Risk / Return Rank
GGRP.L
BRNT.L
GGRP.L vs. BRNT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) and WisdomTree Brent Crude Oil (BRNT.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.
| GGRP.L | BRNT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 4.67 | -2.78 |
| Martin ratioReturn relative to average drawdown | 7.20 | 8.70 | -1.50 |
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
| GGRP.L | BRNT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 1.96 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.71 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.08 | +0.82 |
Drawdowns
GGRP.L vs. BRNT.L - Drawdown Comparison
The maximum GGRP.L drawdown since its inception was -22.60%, smaller than the maximum BRNT.L drawdown of -82.19%. Use the drawdown chart below to compare losses from any high point for GGRP.L and BRNT.L.
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Drawdown Indicators
| GGRP.L | BRNT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.60% | -82.19% | +59.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.59% | -18.40% | +9.81% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -27.96% | +11.50% |
Max Drawdown (5Y)Largest decline over 5 years | -16.46% | -34.39% | +17.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -70.61% | — |
Current DrawdownCurrent decline from peak | 0.00% | -8.90% | +8.90% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -41.49% | +38.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 9.90% | -7.64% |
Volatility
GGRP.L vs. BRNT.L - Volatility Comparison
The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) is 3.00%, while WisdomTree Brent Crude Oil (BRNT.L) has a volatility of 15.69%. This indicates that GGRP.L experiences smaller price fluctuations and is considered to be less risky than BRNT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGRP.L | BRNT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 15.69% | -12.69% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 38.01% | -29.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.17% | 43.83% | -33.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.07% | 35.10% | -23.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 35.53% | -20.18% |
GGRP.L vs. BRNT.L - Expense Ratio Comparison
GGRP.L has a 0.38% expense ratio, which is lower than BRNT.L's 0.49% expense ratio.
Dividends
GGRP.L vs. BRNT.L - Dividend Comparison
GGRP.L's dividend yield for the trailing twelve months is around 0.01%, while BRNT.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 0.01% | 0.01% | 0.54% | 1.86% | 2.42% | 1.60% | 1.46% | 1.88% | 2.13% | 1.41% |
Frequently Asked Questions
GGRP.L and BRNT.L have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GGRP.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GGRP.L is cheaper with a 0.38% expense ratio, compared with 0.49% for BRNT.L.
GGRP.L is categorized as Global Equities, while BRNT.L is Oil & Gas. GGRP.L tracks WisdomTree Global Developed Quality Dividend Growth, while BRNT.L tracks Bloomberg Brent Crude Subindex. Their fees differ too: 0.38% for GGRP.L and 0.49% for BRNT.L.
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