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

Performance

XBCU.L vs. BRNT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) and WisdomTree Brent Crude Oil (BRNT.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
XBCU.L
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
15.88%26.09%8.64%-9.97%20.96%39.63%-1.34%7.54%-11.30%5.31%
BRNT.L
WisdomTree Brent Crude Oil
68.54%-6.34%7.45%1.08%35.10%66.26%-33.22%32.15%-13.92%12.39%

Returns By Period

In the year-to-date period, XBCU.L achieves a 15.88% return, which is significantly lower than BRNT.L's 68.54% return. Over the past 10 years, XBCU.L has underperformed BRNT.L with an annualized return of 10.62%, while BRNT.L has yielded a comparatively higher 15.64% annualized return.


XBCU.L

1D
-1.36%
1M
1.65%
YTD
15.88%
6M
28.73%
1Y
30.53%
3Y*
15.02%
5Y*
16.99%
10Y*
10.62%

BRNT.L

1D
-6.07%
1M
30.64%
YTD
68.54%
6M
61.53%
1Y
51.92%
3Y*
21.15%
5Y*
25.11%
10Y*
15.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XBCU.L has a 0.29% expense ratio, which is lower than BRNT.L's 0.49% expense ratio.


Return for Risk

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

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

XBCU.L
XBCU.L Risk / Return Rank: 7878
Overall Rank
XBCU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XBCU.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
XBCU.L Omega Ratio Rank: 7474
Omega Ratio Rank
XBCU.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
XBCU.L Martin Ratio Rank: 7373
Martin Ratio Rank

BRNT.L
BRNT.L Risk / Return Rank: 7070
Overall Rank
BRNT.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BRNT.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
BRNT.L Omega Ratio Rank: 6969
Omega Ratio Rank
BRNT.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
BRNT.L Martin Ratio Rank: 5050
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.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.


XBCU.LBRNT.LDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.36

+0.20

Sortino ratio

Return per unit of downside risk

2.00

1.88

+0.11

Omega ratio

Gain probability vs. loss probability

1.29

1.27

+0.03

Calmar ratio

Return relative to maximum drawdown

3.22

2.82

+0.39

Martin ratio

Return relative to average drawdown

8.53

5.24

+3.29

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

The current XBCU.L Sharpe Ratio is 1.56, which is comparable to the BRNT.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of XBCU.L and BRNT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XBCU.LBRNT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.36

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.75

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.45

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.03

+0.22

Correlation

The correlation between XBCU.L and BRNT.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XBCU.L vs. BRNT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XBCU.L vs. BRNT.L - Drawdown Comparison

The maximum XBCU.L drawdown since its inception was -62.92%, smaller than the maximum BRNT.L drawdown of -85.97%. Use the drawdown chart below to compare losses from any high point for XBCU.L and BRNT.L.


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Drawdown Indicators


XBCU.LBRNT.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.92%

-85.97%

+23.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-18.66%

+6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-27.83%

-31.44%

+3.61%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

-71.94%

+34.79%

Current Drawdown

Current decline from peak

-4.38%

-6.80%

+2.42%

Average Drawdown

Average peak-to-trough decline

-30.03%

-49.21%

+19.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

10.04%

-6.45%

Volatility

XBCU.L vs. BRNT.L - Volatility Comparison

The current volatility for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) is 5.69%, while WisdomTree Brent Crude Oil (BRNT.L) has a volatility of 22.71%. This indicates that XBCU.L experiences smaller price fluctuations and is considered to be less risky 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


XBCU.LBRNT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

22.71%

-17.02%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

29.75%

-14.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

38.04%

-18.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.72%

33.31%

-14.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

34.90%

-18.36%