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4COP.DE vs. IUSE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4COP.DE vs. IUSE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE) and iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 4COP.DE achieves a 24.89% return, which is significantly higher than IUSE.L's 9.10% return.


4COP.DE

1D
-0.93%
1M
15.31%
YTD
24.89%
6M
36.74%
1Y
112.94%
3Y*
34.58%
5Y*
10Y*

IUSE.L

1D
0.01%
1M
4.39%
YTD
9.10%
6M
9.70%
1Y
24.63%
3Y*
19.47%
5Y*
11.10%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4COP.DE vs. IUSE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
4COP.DE
Global X Copper Miners UCITS ETF USD Accumulating
24.89%73.62%9.38%4.93%6.78%1.33%
IUSE.L
iShares S&P 500 EUR Hedged UCITS ETF Acc
9.10%14.95%23.20%23.05%-21.17%1.55%

Correlation

The correlation between 4COP.DE and IUSE.L is 0.50, 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

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2021

0.48

The correlation between 4COP.DE and IUSE.L has been stable across timeframes, ranging from 0.47 to 0.50 - a consistent structural relationship.

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Return for Risk

4COP.DE vs. IUSE.L — Risk / Return Rank

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

4COP.DE
4COP.DE Risk / Return Rank: 7979
Overall Rank
4COP.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
4COP.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
4COP.DE Omega Ratio Rank: 7272
Omega Ratio Rank
4COP.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
4COP.DE Martin Ratio Rank: 7474
Martin Ratio Rank

IUSE.L
IUSE.L Risk / Return Rank: 6565
Overall Rank
IUSE.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IUSE.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
IUSE.L Omega Ratio Rank: 6565
Omega Ratio Rank
IUSE.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
IUSE.L Martin Ratio Rank: 6767
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.

4COP.DE vs. IUSE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE) and iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L). 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.


4COP.DEIUSE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.42

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

4.28

2.83

+1.46

Martin ratioReturn relative to average drawdown

13.68

12.09

+1.59

4COP.DE vs. IUSE.L - Sharpe Ratio Comparison

The current 4COP.DE Sharpe Ratio is 2.91, which is higher than the IUSE.L Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of 4COP.DE and IUSE.L, 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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Sharpe Ratios by Period


4COP.DEIUSE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

2.12

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.79

-0.05

Drawdowns

4COP.DE vs. IUSE.L - Drawdown Comparison

The maximum 4COP.DE drawdown since its inception was -39.12%, which is greater than IUSE.L's maximum drawdown of -34.75%. Use the drawdown chart below to compare losses from any high point for 4COP.DE and IUSE.L.


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Drawdown Indicators


4COP.DEIUSE.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.12%

-34.75%

-4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-26.21%

-8.67%

-17.54%

Max Drawdown (3Y)

Largest decline over 3 years

-39.12%

-18.33%

-20.79%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

Max Drawdown (10Y)

Largest decline over 10 years

-34.75%

Current Drawdown

Current decline from peak

-5.17%

-0.55%

-4.62%

Average Drawdown

Average peak-to-trough decline

-14.66%

-4.31%

-10.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.22%

2.03%

+6.19%

Volatility

4COP.DE vs. IUSE.L - Volatility Comparison

Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE) has a higher volatility of 13.96% compared to iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) at 3.24%. This indicates that 4COP.DE's price experiences larger fluctuations and is considered to be riskier than IUSE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4COP.DEIUSE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.96%

3.24%

+10.72%

Volatility (6M)

Calculated over the trailing 6-month period

33.13%

8.53%

+24.60%

Volatility (1Y)

Calculated over the trailing 1-year period

38.63%

11.58%

+27.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.97%

16.00%

+16.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.97%

16.33%

+16.64%

4COP.DE vs. IUSE.L - Expense Ratio Comparison

4COP.DE has a 0.55% expense ratio, which is higher than IUSE.L's 0.20% expense ratio.


Dividends

4COP.DE vs. IUSE.L - Dividend Comparison

Neither 4COP.DE nor IUSE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


4COP.DE and IUSE.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSE.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSE.L is cheaper with a 0.20% expense ratio, compared with 0.55% for 4COP.DE.

4COP.DE is categorized as Commodity Producers Equities, while IUSE.L is S&P 500. 4COP.DE tracks Solactive Global Copper Miners v2 Index, while IUSE.L tracks S&P 500 EUR Hedged Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.55% for 4COP.DE and 0.20% for IUSE.L.

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