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BNPP Kupfer (TR) ETC (B4NQ.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINDE000PB8C0P8
WKNPB8C0P
IssuerBNP Paribas
Inception DateMay 22, 2017
CategoryMetals
Index TrackedLME Copper Futures
DomicileNetherlands
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

The BNPP Kupfer (TR) ETC has a high expense ratio of 0.90%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.90%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BNPP Kupfer (TR) ETC

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in BNPP Kupfer (TR) ETC, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
18.96%
15.05%
B4NQ.DE (BNPP Kupfer (TR) ETC)
Benchmark (^GSPC)

S&P 500

Returns By Period

BNPP Kupfer (TR) ETC had a return of 16.30% year-to-date (YTD) and 10.92% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date16.30%5.90%
1 month6.78%-1.28%
6 months18.96%15.51%
1 year10.92%21.68%
5 years (annualized)10.33%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.70%-1.31%4.47%
20230.97%-1.64%1.03%-1.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of B4NQ.DE is 48, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of B4NQ.DE is 4848
BNPP Kupfer (TR) ETC(B4NQ.DE)
The Sharpe Ratio Rank of B4NQ.DE is 4646Sharpe Ratio Rank
The Sortino Ratio Rank of B4NQ.DE is 4848Sortino Ratio Rank
The Omega Ratio Rank of B4NQ.DE is 4646Omega Ratio Rank
The Calmar Ratio Rank of B4NQ.DE is 4848Calmar Ratio Rank
The Martin Ratio Rank of B4NQ.DE is 5151Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BNPP Kupfer (TR) ETC (B4NQ.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


B4NQ.DE
Sharpe ratio
The chart of Sharpe ratio for B4NQ.DE, currently valued at 0.69, compared to the broader market0.002.004.000.69
Sortino ratio
The chart of Sortino ratio for B4NQ.DE, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.0010.001.14
Omega ratio
The chart of Omega ratio for B4NQ.DE, currently valued at 1.13, compared to the broader market1.001.502.002.501.13
Calmar ratio
The chart of Calmar ratio for B4NQ.DE, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.0012.000.50
Martin ratio
The chart of Martin ratio for B4NQ.DE, currently valued at 2.71, compared to the broader market0.0020.0040.0060.0080.002.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current BNPP Kupfer (TR) ETC Sharpe ratio is 0.69. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.69
2.34
B4NQ.DE (BNPP Kupfer (TR) ETC)
Benchmark (^GSPC)

Dividends

Dividend History


BNPP Kupfer (TR) ETC doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.43%
-2.54%
B4NQ.DE (BNPP Kupfer (TR) ETC)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BNPP Kupfer (TR) ETC. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BNPP Kupfer (TR) ETC was 29.78%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.

The current BNPP Kupfer (TR) ETC drawdown is 4.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.78%Jun 11, 2018448Mar 23, 2020171Nov 26, 2020619
-27.51%Mar 8, 202290Jul 15, 2022
-16.08%May 10, 202195Sep 21, 2021110Mar 1, 2022205
-13.31%Jan 2, 201860Mar 26, 201847Jun 7, 2018107
-8.54%Oct 17, 201734Dec 5, 201714Dec 27, 201748

Volatility

Volatility Chart

The current BNPP Kupfer (TR) ETC volatility is 4.83%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
4.83%
3.22%
B4NQ.DE (BNPP Kupfer (TR) ETC)
Benchmark (^GSPC)