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Inception Date
Dec 26, 2024
Region
Global (Global)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

COPY Performance Chart

Tweedy, Browne Insider + Value ETF (COPY) is up 16.8% since the beginning of the year. COPY is currently trading at $15 per share.


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S&P 500 Index

Returns By Period

Tweedy, Browne Insider + Value ETF (COPY) has returned 16.80% so far this year and 28.91% over the past 12 months.


Tweedy, Browne Insider + Value ETF

1D
0.05%
1M
2.71%
6M
13.98%
YTD
16.80%
1Y
28.91%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.45%
1M
1.63%
6M
8.05%
YTD
9.62%
1Y
20.45%
3Y*
19.48%
5Y*
11.67%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPY Monthly Returns History

Based on dividend-adjusted daily data since Dec 27, 2024, COPY's average daily return is +0.11%, while the average monthly return is +2.14%. At this rate, an investment would double in approximately 2.7 years.

Historically, 75% of months were positive and 25% were negative. The best month was May 2025 with a return of +7.0%, while the worst month was Mar 2026 at -4.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, COPY closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Apr 4, 2025 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.66%5.50%-4.59%6.34%1.78%-0.81%2.29%16.80%
20253.00%0.32%-0.58%1.26%6.98%4.74%-0.68%5.15%0.59%-0.18%2.20%3.68%29.52%
20240.05%0.05%

Benchmark Metrics

Tweedy, Browne Insider + Value ETF has an annualized alpha of 17.53%, beta of 0.80, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since December 27, 2024.

  • This ETF captured 91.67% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -29.60%) - a profile typical of hedging or uncorrelated assets.
  • This ETF generated an annualized alpha of 17.53% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
17.53%
Beta
0.80
0.66
Upside Capture
91.67%
Downside Capture
-29.60%

Expense Ratio

COPY has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

COPY ranks 81 for risk / return — in the top 81% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


COPY Risk / Return Rank: 8181
Overall Rank
COPY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
COPY Sortino Ratio Rank: 8686
Sortino Ratio Rank
COPY Omega Ratio Rank: 8080
Omega Ratio Rank
COPY Calmar Ratio Rank: 7676
Calmar Ratio Rank
COPY Martin Ratio Rank: 7979
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Tweedy, Browne Insider + Value ETF (COPY) and compare them to S&P 500 Index.

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.


COPYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.39

1.30

+0.09

Calmar ratioReturn relative to maximum drawdown

3.20

2.26

+0.95

Martin ratioReturn relative to average drawdown

12.21

9.82

+2.40

Dividends

Dividend History

Tweedy, Browne Insider + Value ETF provided a 0.82% dividend yield over the last twelve months, with an annual payout of $0.12 per share.


0.95%$0.00$0.02$0.04$0.06$0.08$0.10$0.122025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.12$0.12

Dividend yield

0.82%0.95%

Monthly Dividends

The table displays the monthly dividend distributions for Tweedy, Browne Insider + Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.12$0.12

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Tweedy, Browne Insider + Value ETF. 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 Tweedy, Browne Insider + Value ETF was 14.05%, occurring on Apr 8, 2025. Recovery took 21 trading sessions.

The current Tweedy, Browne Insider + Value ETF drawdown is 0.38%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-14.05%Apr 2025
19d1mo
1mo 19dMar 2025 - May 2025
2026 pullback2026
-9.07%Mar 2026
25d28d
1mo 23dFeb 2026 - Apr 2026
2025 pullback2025
-5.48%Aug 2025
8d21d
29dJul 2025 - Aug 2025
2025 pullback2025
-5.07%Nov 2025
22d8d
1moOct 2025 - Nov 2025
2025 selloff2025
-3.95%Mar 2025
13d15d
28dFeb 2025 - Mar 2025

Drawdown Indicators


COPYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.05%

-56.78%

+42.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

-9.10%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.38%

-1.39%

+1.01%

Average Drawdown

Average peak-to-trough decline

-1.54%

-10.71%

+9.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.09%

+0.28%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with COPY

Add Tweedy, Browne Insider + Value ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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