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SVR-C.TO vs. BRNT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SVR-C.TO vs. BRNT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) and WisdomTree Brent Crude Oil (BRNT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SVR-C.TO is traded in CAD, while BRNT.L is traded in USD. To make them comparable, the BRNT.L values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SVR-C.TO achieves a -3.47% return, which is significantly lower than BRNT.L's 70.94% return. Over the past 10 years, SVR-C.TO has outperformed BRNT.L with an annualized return of 14.84%, while BRNT.L has yielded a comparatively lower 13.88% annualized return.


SVR-C.TO

1D
1.42%
1M
-17.08%
YTD
-3.47%
6M
10.25%
1Y
89.11%
3Y*
43.04%
5Y*
22.05%
10Y*
14.84%

BRNT.L

1D
-6.02%
1M
-9.33%
YTD
70.94%
6M
72.71%
1Y
56.63%
3Y*
24.91%
5Y*
24.98%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVR-C.TO vs. BRNT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVR-C.TO
iShares Silver Bullion ETF (Non-Hedged)
-3.47%132.91%30.61%-2.65%9.69%-13.03%43.88%9.28%-2.35%-2.30%
BRNT.L
WisdomTree Brent Crude Oil
70.94%-10.62%16.55%-1.33%43.66%66.17%-34.80%26.92%-6.74%4.79%

Correlation

The correlation between SVR-C.TO and BRNT.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.03

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

0.07

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

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2012

0.06

The correlation between SVR-C.TO and BRNT.L shifts across timeframes, from -0.07 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SVR-C.TO vs. BRNT.L — Risk / Return Rank

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

SVR-C.TO
SVR-C.TO Risk / Return Rank: 4545
Overall Rank
SVR-C.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SVR-C.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
SVR-C.TO Omega Ratio Rank: 5656
Omega Ratio Rank
SVR-C.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
SVR-C.TO Martin Ratio Rank: 3333
Martin Ratio Rank

BRNT.L
BRNT.L Risk / Return Rank: 5050
Overall Rank
BRNT.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRNT.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
BRNT.L Omega Ratio Rank: 4848
Omega Ratio Rank
BRNT.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
BRNT.L Martin Ratio Rank: 4242
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.

SVR-C.TO vs. BRNT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SVR-C.TOBRNT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratioReturn relative to maximum drawdown

2.03

3.48

-1.44

Martin ratioReturn relative to average drawdown

4.36

6.70

-2.35

SVR-C.TO vs. BRNT.L - Sharpe Ratio Comparison

The current SVR-C.TO Sharpe Ratio is 1.55, which is comparable to the BRNT.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SVR-C.TO 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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Drawdowns

SVR-C.TO vs. BRNT.L - Drawdown Comparison

The maximum SVR-C.TO drawdown since its inception was -53.26%, smaller than the maximum BRNT.L drawdown of -81.85%. Use the drawdown chart below to compare losses from any high point for SVR-C.TO and BRNT.L.


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Drawdown Indicators


SVR-C.TOBRNT.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.26%

-81.85%

+28.59%

Max Drawdown (1Y)

Largest decline over 1 year

-43.91%

-18.22%

-25.69%

Max Drawdown (3Y)

Largest decline over 3 years

-43.91%

-23.80%

-20.11%

Max Drawdown (5Y)

Largest decline over 5 years

-43.91%

-27.56%

-16.35%

Max Drawdown (10Y)

Largest decline over 10 years

-43.91%

-69.24%

+25.33%

Current Drawdown

Current decline from peak

-40.29%

-14.03%

-26.26%

Average Drawdown

Average peak-to-trough decline

-28.89%

-35.28%

+6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.45%

9.47%

+10.98%

Volatility

SVR-C.TO vs. BRNT.L - Volatility Comparison

iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) has a higher volatility of 15.49% compared to WisdomTree Brent Crude Oil (BRNT.L) at 13.34%. This indicates that SVR-C.TO'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


SVR-C.TOBRNT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.49%

13.34%

+2.15%

Volatility (6M)

Calculated over the trailing 6-month period

56.18%

38.03%

+18.15%

Volatility (1Y)

Calculated over the trailing 1-year period

57.55%

42.96%

+14.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.53%

34.92%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.58%

35.24%

-3.66%

SVR-C.TO vs. BRNT.L - Expense Ratio Comparison

SVR-C.TO has a 0.66% expense ratio, which is higher than BRNT.L's 0.49% expense ratio.


Dividends

SVR-C.TO vs. BRNT.L - Dividend Comparison

Neither SVR-C.TO nor BRNT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SVR-C.TO and BRNT.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BRNT.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BRNT.L is cheaper with a 0.49% expense ratio, compared with 0.66% for SVR-C.TO.

SVR-C.TO is categorized as Silver, while BRNT.L is Oil & Gas. SVR-C.TO tracks LBMA Silver Price, while BRNT.L tracks Bloomberg Brent Crude Subindex. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.66% for SVR-C.TO and 0.49% for BRNT.L.

Portfolio Optimizer

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