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BNPP RICI Kupfer (TR) Enhanced ETC (BNQP.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINDE000PB8R1C7
WKNPB8R1C
IssuerBNP Paribas
Inception DateOct 13, 2016
CategoryMetals
Index TrackedRICI Enhanced Copper
DomicileNetherlands
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

The BNPP RICI Kupfer (TR) Enhanced ETC has a high expense ratio of 1.00%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%1.00%

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 RICI Kupfer (TR) Enhanced ETC

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in BNPP RICI Kupfer (TR) Enhanced 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
16.65%
15.04%
BNQP.DE (BNPP RICI Kupfer (TR) Enhanced ETC)
Benchmark (^GSPC)

S&P 500

Returns By Period

BNPP RICI Kupfer (TR) Enhanced ETC had a return of 14.68% year-to-date (YTD) and 12.36% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date14.68%5.90%
1 month6.43%-1.28%
6 months16.65%15.51%
1 year12.36%21.68%
5 years (annualized)10.21%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.57%-1.34%5.68%
20231.61%-0.61%1.06%-1.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BNQP.DE is 53, 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 BNQP.DE is 5353
BNPP RICI Kupfer (TR) Enhanced ETC(BNQP.DE)
The Sharpe Ratio Rank of BNQP.DE is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of BNQP.DE is 5252Sortino Ratio Rank
The Omega Ratio Rank of BNQP.DE is 5050Omega Ratio Rank
The Calmar Ratio Rank of BNQP.DE is 5353Calmar Ratio Rank
The Martin Ratio Rank of BNQP.DE is 5858Martin 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 RICI Kupfer (TR) Enhanced ETC (BNQP.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BNQP.DE
Sharpe ratio
The chart of Sharpe ratio for BNQP.DE, currently valued at 0.82, compared to the broader market0.002.004.000.82
Sortino ratio
The chart of Sortino ratio for BNQP.DE, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.001.30
Omega ratio
The chart of Omega ratio for BNQP.DE, currently valued at 1.15, compared to the broader market1.001.502.002.501.15
Calmar ratio
The chart of Calmar ratio for BNQP.DE, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.000.60
Martin ratio
The chart of Martin ratio for BNQP.DE, currently valued at 3.47, compared to the broader market0.0020.0040.0060.0080.003.47
^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 RICI Kupfer (TR) Enhanced ETC Sharpe ratio is 0.82. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.82
2.34
BNQP.DE (BNPP RICI Kupfer (TR) Enhanced ETC)
Benchmark (^GSPC)

Dividends

Dividend History


BNPP RICI Kupfer (TR) Enhanced ETC doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.90%
-2.54%
BNQP.DE (BNPP RICI Kupfer (TR) Enhanced ETC)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BNPP RICI Kupfer (TR) Enhanced 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 RICI Kupfer (TR) Enhanced ETC was 29.03%, occurring on Mar 23, 2020. Recovery took 175 trading sessions.

The current BNPP RICI Kupfer (TR) Enhanced ETC drawdown is 1.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.03%Jun 11, 2018447Mar 23, 2020175Nov 27, 2020622
-25.14%Mar 7, 202293Jul 15, 2022443Apr 15, 2024536
-12.81%Feb 14, 201775Jun 6, 201764Sep 4, 2017139
-12.46%May 13, 202193Sep 21, 202118Oct 15, 2021111
-12.09%Jan 2, 201855Mar 26, 201847Jun 5, 2018102

Volatility

Volatility Chart

The current BNPP RICI Kupfer (TR) Enhanced ETC volatility is 5.20%, 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
5.20%
3.22%
BNQP.DE (BNPP RICI Kupfer (TR) Enhanced ETC)
Benchmark (^GSPC)