SLVR.L vs. COFF.L
SLVR.L (WisdomTree Silver) and COFF.L (WisdomTree Coffee) are both exchange-traded funds - SLVR.L is a Silver fund tracking the Bloomberg Silver Subindex, while COFF.L is a Agricultural Commodities fund tracking the Bloomberg Coffee. Both are passively managed. Over the past 10 years, SLVR.L returned 13.51%/yr vs 5.38%/yr for COFF.L. At a 0.19 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
SLVR.L vs. COFF.L - Performance Comparison
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Returns By Period
In the year-to-date period, SLVR.L achieves a 3.18% return, which is significantly higher than COFF.L's -24.02% return. Over the past 10 years, SLVR.L has outperformed COFF.L with an annualized return of 13.51%, while COFF.L has yielded a comparatively lower 5.38% annualized return.
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%
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%
SLVR.L vs. COFF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLVR.L WisdomTree Silver | 3.18% | 136.72% | 20.15% | -2.57% | 2.25% | -14.66% | 40.61% | 13.97% | -10.13% | 1.46% |
COFF.L WisdomTree Coffee | -24.02% | 29.87% | 74.91% | 24.52% | -20.98% | 63.12% | -12.25% | 13.69% | -27.12% | -17.66% |
Correlation
The correlation between SLVR.L and COFF.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 | 0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2007 | 0.19 |
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Return for Risk
SLVR.L vs. COFF.L — Risk / Return Rank
SLVR.L
COFF.L
SLVR.L vs. COFF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Silver (SLVR.L) and WisdomTree Coffee (COFF.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.L | COFF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.21 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.96 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | -0.40 | +3.04 |
| Martin ratioReturn relative to average drawdown | 5.79 | -0.77 | +6.56 |
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
| SLVR.L | COFF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | -0.38 | +2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.53 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.17 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | -0.04 | +0.26 |
Drawdowns
SLVR.L vs. COFF.L - Drawdown Comparison
The maximum SLVR.L drawdown since its inception was -79.93%, smaller than the maximum COFF.L drawdown of -88.11%. Use the drawdown chart below to compare losses from any high point for SLVR.L and COFF.L.
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Drawdown Indicators
| SLVR.L | COFF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.93% | -88.11% | +8.18% |
Max Drawdown (1Y)Largest decline over 1 year | -40.74% | -33.06% | -7.68% |
Max Drawdown (3Y)Largest decline over 3 years | -40.74% | -33.06% | -7.68% |
Max Drawdown (5Y)Largest decline over 5 years | -40.74% | -41.94% | +1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -46.90% | -64.13% | +17.23% |
Current DrawdownCurrent decline from peak | -35.69% | -58.09% | +22.40% |
Average DrawdownAverage peak-to-trough decline | -49.44% | -58.91% | +9.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.61% | 17.22% | +1.39% |
Volatility
SLVR.L vs. COFF.L - Volatility Comparison
WisdomTree Silver (SLVR.L) has a higher volatility of 17.95% compared to WisdomTree Coffee (COFF.L) at 9.66%. This indicates that SLVR.L's price experiences larger fluctuations and is considered to be riskier than COFF.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.L | COFF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.95% | 9.66% | +8.29% |
Volatility (6M)Calculated over the trailing 6-month period | 56.26% | 22.08% | +34.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.81% | 34.44% | +24.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.81% | 34.93% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.96% | 31.51% | +0.45% |
SLVR.L vs. COFF.L - Expense Ratio Comparison
Both SLVR.L and COFF.L have an expense ratio of 0.49%.
Dividends
SLVR.L vs. COFF.L - Dividend Comparison
Neither SLVR.L nor COFF.L has paid dividends to shareholders.
Frequently Asked Questions
SLVR.L and COFF.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.
SLVR.L and COFF.L have the same expense ratio: 0.49% per year.
SLVR.L is categorized as Silver, while COFF.L is Agricultural Commodities. SLVR.L tracks Bloomberg Silver Subindex, while COFF.L tracks Bloomberg Coffee.
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