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

Performance

4COP.DE vs. MVOL.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 Edge MSCI World Minimum Volatility UCITS (MVOL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

4COP.DE is traded in EUR, while MVOL.L is traded in USD. To make them comparable, the MVOL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 4COP.DE achieves a 8.23% return, which is significantly higher than MVOL.L's 3.21% return.


4COP.DE

1D
0.02%
1M
-9.78%
YTD
8.23%
6M
9.47%
1Y
88.54%
3Y*
27.63%
5Y*
10Y*

MVOL.L

1D
-0.10%
1M
1.02%
YTD
3.21%
6M
3.53%
1Y
4.60%
3Y*
7.54%
5Y*
5.99%
10Y*
6.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
4COP.DE
Global X Copper Miners UCITS ETF USD Accumulating
8.23%73.65%9.36%4.93%6.75%1.24%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
3.21%-2.16%18.41%4.07%-4.02%2.30%

Correlation

The correlation between 4COP.DE and MVOL.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2021

0.17

The correlation between 4COP.DE and MVOL.L shifts across timeframes, from -0.01 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

4COP.DE vs. MVOL.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: 6868
Overall Rank
4COP.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
4COP.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
4COP.DE Omega Ratio Rank: 6161
Omega Ratio Rank
4COP.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
4COP.DE Martin Ratio Rank: 6464
Martin Ratio Rank

MVOL.L
MVOL.L Risk / Return Rank: 1212
Overall Rank
MVOL.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MVOL.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
MVOL.L Omega Ratio Rank: 1111
Omega Ratio Rank
MVOL.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
MVOL.L Martin Ratio Rank: 1313
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. MVOL.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 Edge MSCI World Minimum Volatility UCITS (MVOL.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.

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.


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

+1.62

Sortino ratioReturn per unit of downside risk

+1.90

Omega ratioGain probability vs. loss probability

1.33

1.09

+0.24

Calmar ratioReturn relative to maximum drawdown

3.38

0.88

+2.50

Martin ratioReturn relative to average drawdown

10.14

2.14

+8.00

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

The current 4COP.DE Sharpe Ratio is 2.15, which is higher than the MVOL.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of 4COP.DE and MVOL.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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Drawdowns

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

The maximum 4COP.DE drawdown since its inception was -39.13%, which is greater than MVOL.L's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for 4COP.DE and MVOL.L.


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Drawdown Indicators


4COP.DEMVOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.13%

-28.24%

-10.89%

Max Drawdown (1Y)

Largest decline over 1 year

-26.21%

-5.24%

-20.97%

Max Drawdown (3Y)

Largest decline over 3 years

-39.13%

-11.81%

-27.32%

Max Drawdown (5Y)

Largest decline over 5 years

-12.55%

Max Drawdown (10Y)

Largest decline over 10 years

-28.24%

Current Drawdown

Current decline from peak

-17.82%

-5.35%

-12.47%

Average Drawdown

Average peak-to-trough decline

-14.62%

-4.60%

-10.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.73%

2.15%

+6.58%

Volatility

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

Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE) has a higher volatility of 15.52% compared to iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) at 2.49%. This indicates that 4COP.DE's price experiences larger fluctuations and is considered to be riskier than MVOL.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.DEMVOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.52%

2.49%

+13.03%

Volatility (6M)

Calculated over the trailing 6-month period

35.49%

6.49%

+29.00%

Volatility (1Y)

Calculated over the trailing 1-year period

41.26%

8.77%

+32.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.44%

10.74%

+22.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.44%

12.14%

+21.30%

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

4COP.DE has a 0.55% expense ratio, which is higher than MVOL.L's 0.35% expense ratio.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


4COP.DE and MVOL.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVOL.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVOL.L is cheaper with a 0.35% expense ratio, compared with 0.55% for 4COP.DE.

4COP.DE is categorized as Copper, while MVOL.L is Global Equities. 4COP.DE tracks Solactive Global Copper Miners v2 Index, while MVOL.L tracks MSCI ACWI NR USD. They also come from different issuers: Global X and iShares. Their fees differ too: 0.55% for 4COP.DE and 0.35% for MVOL.L.

Portfolio Optimizer

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