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

Performance

SLVR.L vs. COFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Silver (SLVR.L) and WisdomTree Coffee (COFF.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLVR.L vs. COFF.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%
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

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

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: 66
Omega Ratio Rank
COFF.L Calmar Ratio Rank: 55
Calmar Ratio Rank
COFF.L Martin Ratio Rank: 55
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. 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.LCOFF.LDifference
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

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

The current SLVR.L Sharpe Ratio is 1.83, which is higher than the COFF.L Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of SLVR.L and COFF.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.LCOFF.LDifference

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.LCOFF.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-35.69%

-58.09%

+22.40%

Average Drawdown

Average peak-to-trough decline

-49.44%

-58.91%

+9.47%

Ulcer Index

Depth 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.LCOFF.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for SLVR.L and COFF.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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