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0GZD.DE vs. CPER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0GZD.DE vs. CPER - Performance Comparison

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

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Different Trading Currencies

0GZD.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, 0GZD.DE achieves a 5.78% return, which is significantly lower than CPER's 11.95% return.


0GZD.DE

1D
0.24%
1M
-3.55%
6M
-0.49%
YTD
5.78%
1Y
21.08%
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)

0GZD.DE vs. CPER - Yearly Performance Comparison


Correlation

The correlation between 0GZD.DE and CPER is 0.69, 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

0.69

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

0.67

The correlation between 0GZD.DE and CPER has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

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Return for Risk

0GZD.DE vs. CPER — Risk / Return Rank

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

0GZD.DE
0GZD.DE Risk / Return Rank: 4949
Overall Rank
0GZD.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
0GZD.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
0GZD.DE Omega Ratio Rank: 4747
Omega Ratio Rank
0GZD.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
0GZD.DE Martin Ratio Rank: 4848
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.

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

This table presents a comparison of risk-adjusted performance metrics for BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC (0GZD.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.


0GZD.DECPERDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.24

1.11

+0.13

Calmar ratioReturn relative to maximum drawdown

2.23

0.55

+1.68

Martin ratioReturn relative to average drawdown

6.30

1.14

+5.16

0GZD.DE vs. CPER - Sharpe Ratio Comparison

The current 0GZD.DE Sharpe Ratio is 1.34, which is higher than the CPER Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of 0GZD.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.


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Drawdowns

0GZD.DE vs. CPER - Drawdown Comparison

The maximum 0GZD.DE drawdown since its inception was -9.41%, smaller than the maximum CPER drawdown of -44.89%. Use the drawdown chart below to compare losses from any high point for 0GZD.DE and CPER.


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Drawdown Indicators


0GZD.DECPERDifference

Max Drawdown

Largest peak-to-trough decline

-9.41%

-44.89%

+35.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-23.65%

+14.24%

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

-7.00%

-4.55%

-2.45%

Average Drawdown

Average peak-to-trough decline

-2.13%

-20.11%

+17.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

11.30%

-7.96%

Volatility

0GZD.DE vs. CPER - Volatility Comparison

The current volatility for BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC (0GZD.DE) is 4.50%, while United States Copper Index Fund (CPER) has a volatility of 6.99%. This indicates that 0GZD.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.


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Volatility by Period


0GZD.DECPERDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

6.99%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

20.27%

-8.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

32.55%

-16.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

25.51%

-10.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

23.01%

-8.04%

0GZD.DE vs. CPER - Expense Ratio Comparison

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


Dividends

0GZD.DE vs. CPER - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


0GZD.DE and CPER have a correlation of 0.69, 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 0GZD.DE.

0GZD.DE is categorized as Metals, while CPER is Copper. 0GZD.DE tracks RICI Enhanced Industrial Metals (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 0GZD.DE and 1.06% for CPER.

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