4COP.DE vs. XDEW.DE
4COP.DE (Global X Copper Miners UCITS ETF USD Accumulating) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - 4COP.DE is a Commodity Producers Equities fund tracking the Solactive Global Copper Miners v2 Index, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 3 years, 4COP.DE returned 34.58%/yr vs 12.12%/yr for XDEW.DE. At a 0.39 correlation, their price movements are largely independent. 4COP.DE charges 0.55%/yr vs 0.20%/yr for XDEW.DE.
Performance
4COP.DE vs. XDEW.DE - Performance Comparison
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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 XDEW.DE's 10.39% return.
4COP.DE
- 1D
- -0.93%
- 1M
- 8.84%
- YTD
- 24.89%
- 6M
- 35.72%
- 1Y
- 109.69%
- 3Y*
- 34.58%
- 5Y*
- —
- 10Y*
- —
XDEW.DE
- 1D
- 0.30%
- 1M
- 3.90%
- YTD
- 10.39%
- 6M
- 10.29%
- 1Y
- 18.10%
- 3Y*
- 12.12%
- 5Y*
- 9.22%
- 10Y*
- 11.25%
4COP.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
4COP.DE Global X Copper Miners UCITS ETF USD Accumulating | 24.89% | 73.62% | 9.38% | 4.93% | 6.78% | 1.33% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 10.39% | -0.46% | 18.66% | 10.08% | -6.94% | 0.82% |
Correlation
The correlation between 4COP.DE and XDEW.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2021 | 0.39 |
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Return for Risk
4COP.DE vs. XDEW.DE — Risk / Return Rank
4COP.DE
XDEW.DE
4COP.DE vs. XDEW.DE - 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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). 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.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.30 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 3.51 | +0.77 |
| Martin ratioReturn relative to average drawdown | 13.68 | 10.36 | +3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 4COP.DE | XDEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.91 | 1.66 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.68 | +0.06 |
Drawdowns
4COP.DE vs. XDEW.DE - Drawdown Comparison
The maximum 4COP.DE drawdown since its inception was -39.12%, roughly equal to the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for 4COP.DE and XDEW.DE.
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Drawdown Indicators
| 4COP.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.12% | -38.79% | -0.33% |
Max Drawdown (1Y)Largest decline over 1 year | -26.21% | -5.06% | -21.15% |
Max Drawdown (3Y)Largest decline over 3 years | -39.12% | -22.70% | -16.42% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -5.17% | 0.00% | -5.17% |
Average DrawdownAverage peak-to-trough decline | -14.66% | -5.39% | -9.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.22% | 1.72% | +6.50% |
Volatility
4COP.DE vs. XDEW.DE - Volatility Comparison
Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE) has a higher volatility of 13.96% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.06%. This indicates that 4COP.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 4COP.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.96% | 2.06% | +11.90% |
Volatility (6M)Calculated over the trailing 6-month period | 33.13% | 6.75% | +26.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.63% | 10.70% | +27.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.97% | 14.89% | +18.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.97% | 16.86% | +16.11% |
4COP.DE vs. XDEW.DE - Expense Ratio Comparison
4COP.DE has a 0.55% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Dividends
4COP.DE vs. XDEW.DE - Dividend Comparison
Neither 4COP.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
4COP.DE and XDEW.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.55% for 4COP.DE.
4COP.DE is categorized as Commodity Producers Equities, while XDEW.DE is S&P 500. 4COP.DE tracks Solactive Global Copper Miners v2 Index, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Global X and Xtrackers. Their fees differ too: 0.55% for 4COP.DE and 0.20% for XDEW.DE.
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