CPXR's Sortino Ratio of 0.86 indicates that for each unit of downside volatility, it generates 0.86 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
CPXR Sortino Ratio Rank
CPXR ranks above 16.8% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
CPXR Sortino Ratio Market Positioning
The chart shows CPXR's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.29 or lower
- Yellow zone (middle 50%): 1.29 to 3.01
- Green zone (top 25%): 3.01 or higher
- Top 1%: 14.65+
- Median: 2.24 — half of all investments score higher
How it compares to other similar ETFs
The table compares USCF Daily Target 2X Copper Index ETF's Sortino Ratio with other ETFs in the Copper, Leveraged Commodities category across multiple time periods, showing how CPXR's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| COPG.L | Global X Copper Miners UCITS ETF USD Acc | 3.18 | |||
| COPM.AS | iShares Copper Miners UCITS ETF | 3.05 | |||
| 4COP.DE | Global X Copper Miners UCITS ETF USD Accumulating | 2.86 | |||
| COPA | Themes Copper Miners ETF | 2.75 | |||
| EMET | VanEck Copper and Green Metals ETF | 2.67 | |||
| ICOP | iShares Copper and Metals Mining ETF | 2.50 | |||
| COPP.L | Sprott Pure Play Copper Miners UCITS ETF | 2.48 | |||
| COPX | Global X Copper Miners ETF | 2.46 | |||
| COPJ | Sprott Junior Copper Miners ETF | 2.40 | |||
| COPP | Sprott Copper Miners ETF | 2.30 | |||
| CPXR | USCF Daily Target 2X Copper Index ETF | 0.86 |
Historical Sortino Ratio
The chart shows CPXR's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when CPXR consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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