PortfoliosLab logoPortfoliosLab logo
0GZB.DE vs. CPER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0GZB.DE vs. CPER - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNPP RICI Enhanced Kupfer (ER) EUR Hedge ETC (0GZB.DE) and United States Copper Index Fund (CPER). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

0GZB.DE is traded in EUR, while CPER is traded in USD. To make them comparable, the CPER values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0GZB.DE achieves a 8.45% return, which is significantly lower than CPER's 11.95% return.


0GZB.DE

1D
0.56%
1M
-0.61%
6M
2.55%
YTD
8.45%
1Y
37.38%
3Y*
5Y*
10Y*

CPER

1D
0.13%
1M
-2.54%
6M
5.40%
YTD
11.95%
1Y
12.84%
3Y*
15.62%
5Y*
8.61%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

0GZB.DE vs. CPER - Yearly Performance Comparison


Correlation

The correlation between 0GZB.DE and CPER is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2025

0.73

The correlation between 0GZB.DE and CPER has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

0GZB.DE vs. CPER — Risk / Return Rank

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

0GZB.DE
0GZB.DE Risk / Return Rank: 7171
Overall Rank
0GZB.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
0GZB.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
0GZB.DE Omega Ratio Rank: 6767
Omega Ratio Rank
0GZB.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
0GZB.DE Martin Ratio Rank: 6868
Martin Ratio Rank

CPER
CPER Risk / Return Rank: 1515
Overall Rank
CPER Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CPER Sortino Ratio Rank: 1414
Sortino Ratio Rank
CPER Omega Ratio Rank: 1717
Omega Ratio Rank
CPER Calmar Ratio Rank: 1515
Calmar Ratio Rank
CPER Martin Ratio Rank: 1414
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.

0GZB.DE vs. CPER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNPP RICI Enhanced Kupfer (ER) EUR Hedge ETC (0GZB.DE) and United States Copper Index Fund (CPER). 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.

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.


0GZB.DECPERDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.32

1.11

+0.21

Calmar ratioReturn relative to maximum drawdown

3.18

0.55

+2.63

Martin ratioReturn relative to average drawdown

9.69

1.14

+8.55

0GZB.DE vs. CPER - Sharpe Ratio Comparison

The current 0GZB.DE Sharpe Ratio is 1.80, which is higher than the CPER Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of 0GZB.DE and CPER, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

0GZB.DE vs. CPER - Drawdown Comparison

The maximum 0GZB.DE drawdown since its inception was -11.71%, smaller than the maximum CPER drawdown of -44.89%. Use the drawdown chart below to compare losses from any high point for 0GZB.DE and CPER.


Loading charts...

Drawdown Indicators


0GZB.DECPERDifference

Max Drawdown

Largest peak-to-trough decline

-11.71%

-44.89%

+33.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-23.65%

+11.94%

Max Drawdown (3Y)

Largest decline over 3 years

-23.65%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

Max Drawdown (10Y)

Largest decline over 10 years

-31.67%

Current Drawdown

Current decline from peak

-4.24%

-4.55%

+0.31%

Average Drawdown

Average peak-to-trough decline

-2.64%

-20.11%

+17.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

11.30%

-7.45%

Volatility

0GZB.DE vs. CPER - Volatility Comparison

The current volatility for BNPP RICI Enhanced Kupfer (ER) EUR Hedge ETC (0GZB.DE) is 4.73%, while United States Copper Index Fund (CPER) has a volatility of 6.99%. This indicates that 0GZB.DE experiences smaller price fluctuations and is considered to be less risky than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


0GZB.DECPERDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

6.99%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

15.18%

20.27%

-5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

32.55%

-11.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

25.51%

-5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

23.01%

-3.39%

0GZB.DE vs. CPER - Expense Ratio Comparison

0GZB.DE has a 1.20% expense ratio, which is higher than CPER's 1.06% expense ratio.


Dividends

0GZB.DE vs. CPER - Dividend Comparison

Neither 0GZB.DE nor CPER has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


0GZB.DE and CPER have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CPER is cheaper at 1.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CPER is cheaper with a 1.06% expense ratio, compared with 1.20% for 0GZB.DE.

0GZB.DE is categorized as Metals, while CPER is Copper. 0GZB.DE tracks RICI Enhanced Copper (EUR Hedged), while CPER tracks SummerHaven Copper Index Total Return. They also come from different issuers: BNP Paribas and USCF. Their fees differ too: 1.20% for 0GZB.DE and 1.06% for CPER.

Portfolio Optimizer

Find the right allocation for 0GZB.DE and CPER

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer