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

Performance

WXAG.L vs. SLVR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc (WXAG.L) and WisdomTree Silver (SLVR.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, WXAG.L achieves a 29.61% return, which is significantly higher than SLVR.L's 3.18% return.


WXAG.L

1D
-0.44%
1M
-1.78%
YTD
29.61%
6M
35.87%
1Y
64.34%
3Y*
21.39%
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
WXAG.L
WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc
29.61%32.53%2.91%-8.03%19.40%-6.94%
SLVR.L
WisdomTree Silver
3.18%136.72%20.15%-2.57%2.25%-6.19%

Correlation

The correlation between WXAG.L and SLVR.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2021

0.55

The correlation between WXAG.L and SLVR.L has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.

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Return for Risk

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

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

WXAG.L
WXAG.L Risk / Return Rank: 8585
Overall Rank
WXAG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
WXAG.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
WXAG.L Omega Ratio Rank: 8383
Omega Ratio Rank
WXAG.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
WXAG.L Martin Ratio Rank: 8888
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc (WXAG.L) and WisdomTree Silver (SLVR.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.


WXAG.LSLVR.LDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.50

1.33

+0.17

Calmar ratioReturn relative to maximum drawdown

5.34

2.64

+2.70

Martin ratioReturn relative to average drawdown

19.47

5.79

+13.67

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

The current WXAG.L Sharpe Ratio is 2.93, which is higher than the SLVR.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of WXAG.L and SLVR.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


WXAG.LSLVR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.93

1.83

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.22

+0.48

Drawdowns

WXAG.L vs. SLVR.L - Drawdown Comparison

The maximum WXAG.L drawdown since its inception was -26.77%, smaller than the maximum SLVR.L drawdown of -79.93%. Use the drawdown chart below to compare losses from any high point for WXAG.L and SLVR.L.


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Drawdown Indicators


WXAG.LSLVR.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.77%

-79.93%

+53.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

-40.74%

+28.74%

Max Drawdown (3Y)

Largest decline over 3 years

-14.35%

-40.74%

+26.39%

Max Drawdown (5Y)

Largest decline over 5 years

-40.74%

Max Drawdown (10Y)

Largest decline over 10 years

-46.90%

Current Drawdown

Current decline from peak

-5.35%

-35.69%

+30.34%

Average Drawdown

Average peak-to-trough decline

-16.08%

-49.44%

+33.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

18.61%

-15.31%

Volatility

WXAG.L vs. SLVR.L - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc (WXAG.L) is 5.08%, while WisdomTree Silver (SLVR.L) has a volatility of 17.95%. This indicates that WXAG.L experiences smaller price fluctuations and is considered to be less risky than SLVR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WXAG.LSLVR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

17.95%

-12.87%

Volatility (6M)

Calculated over the trailing 6-month period

19.23%

56.26%

-37.03%

Volatility (1Y)

Calculated over the trailing 1-year period

21.89%

58.81%

-36.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

36.81%

-14.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.55%

31.96%

-9.41%

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

WXAG.L has a 0.60% expense ratio, which is higher than SLVR.L's 0.49% expense ratio.


Dividends

WXAG.L vs. SLVR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WXAG.L and SLVR.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SLVR.L is cheaper with a 0.49% expense ratio, compared with 0.60% for WXAG.L.

WXAG.L is categorized as Commodities, while SLVR.L is Silver. WXAG.L tracks Morgan Stanley RADAR ex Agriculture & Livestock Commodity, while SLVR.L tracks Bloomberg Silver Subindex. Their fees differ too: 0.60% for WXAG.L and 0.49% for SLVR.L.

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