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

Performance

SLVR.L vs. BRNT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Silver (SLVR.L) and WisdomTree Brent Crude Oil (BRNT.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, SLVR.L achieves a 3.18% return, which is significantly lower than BRNT.L's 85.00% return. Both investments have delivered pretty close results over the past 10 years, with SLVR.L having a 13.51% annualized return and BRNT.L not far ahead at 14.11%.


SLVR.L

1D
-3.39%
1M
-3.55%
YTD
3.18%
6M
24.16%
1Y
108.17%
3Y*
42.86%
5Y*
19.09%
10Y*
13.51%

BRNT.L

1D
2.69%
1M
-5.37%
YTD
85.00%
6M
82.22%
1Y
86.32%
3Y*
26.42%
5Y*
24.17%
10Y*
14.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SLVR.L
WisdomTree Silver
3.18%136.72%20.15%-2.57%2.25%-14.66%40.61%13.97%-10.13%1.46%
BRNT.L
WisdomTree Brent Crude Oil
85.00%-6.34%7.45%1.08%35.10%66.26%-33.22%32.15%-13.92%12.39%

Correlation

The correlation between SLVR.L and BRNT.L is -0.14, 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

-0.14

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

0.07

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

0.14

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

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2012

0.13

The correlation between SLVR.L and BRNT.L shifts across timeframes, from -0.14 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

SLVR.L
SLVR.L Risk / Return Rank: 4747
Overall Rank
SLVR.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SLVR.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
SLVR.L Omega Ratio Rank: 5252
Omega Ratio Rank
SLVR.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
SLVR.L Martin Ratio Rank: 3636
Martin Ratio Rank

BRNT.L
BRNT.L Risk / Return Rank: 6161
Overall Rank
BRNT.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BRNT.L Sortino Ratio Rank: 4949
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: 5151
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Silver (SLVR.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.


SLVR.LBRNT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.33

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

2.64

4.60

-1.96

Martin ratioReturn relative to average drawdown

5.79

8.60

-2.81

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

The current SLVR.L Sharpe Ratio is 1.83, which is comparable to the BRNT.L Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SLVR.L and BRNT.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


SLVR.LBRNT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.04

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.70

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.40

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.05

+0.17

Drawdowns

SLVR.L vs. BRNT.L - Drawdown Comparison

The maximum SLVR.L drawdown since its inception was -79.93%, smaller than the maximum BRNT.L drawdown of -85.97%. Use the drawdown chart below to compare losses from any high point for SLVR.L and BRNT.L.


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Drawdown Indicators


SLVR.LBRNT.LDifference

Max Drawdown

Largest peak-to-trough decline

-79.93%

-85.97%

+6.04%

Max Drawdown (1Y)

Largest decline over 1 year

-40.74%

-18.66%

-22.08%

Max Drawdown (3Y)

Largest decline over 3 years

-40.74%

-24.88%

-15.86%

Max Drawdown (5Y)

Largest decline over 5 years

-40.74%

-31.44%

-9.30%

Max Drawdown (10Y)

Largest decline over 10 years

-46.90%

-71.94%

+25.04%

Current Drawdown

Current decline from peak

-35.69%

-7.17%

-28.52%

Average Drawdown

Average peak-to-trough decline

-49.44%

-48.64%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.61%

10.00%

+8.61%

Volatility

SLVR.L vs. BRNT.L - Volatility Comparison

WisdomTree Silver (SLVR.L) has a higher volatility of 17.95% compared to WisdomTree Brent Crude Oil (BRNT.L) at 15.37%. This indicates that SLVR.L's price experiences larger fluctuations and is considered to be riskier 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


SLVR.LBRNT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.95%

15.37%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

56.26%

36.78%

+19.48%

Volatility (1Y)

Calculated over the trailing 1-year period

58.81%

42.02%

+16.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.81%

34.66%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.96%

35.36%

-3.40%

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

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


Dividends

SLVR.L vs. BRNT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SLVR.L and BRNT.L have a correlation of -0.14, 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.

SLVR.L and BRNT.L have the same expense ratio: 0.49% per year.

SLVR.L is categorized as Silver, while BRNT.L is Oil & Gas. SLVR.L tracks Bloomberg Silver Subindex, while BRNT.L tracks Bloomberg Brent Crude Subindex.

Portfolio Optimizer

Find the right allocation for SLVR.L and BRNT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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