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BNQP.DE vs. B4NQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNQP.DE vs. B4NQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNPP RICI Kupfer (TR) Enhanced ETC (BNQP.DE) and BNPP Kupfer (TR) ETC (B4NQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BNQP.DE having a 12.82% return and B4NQ.DE slightly lower at 12.61%.


BNQP.DE

1D
0.72%
1M
6.09%
YTD
12.82%
6M
23.25%
1Y
42.24%
3Y*
17.47%
5Y*
9.93%
10Y*

B4NQ.DE

1D
0.20%
1M
7.15%
YTD
12.61%
6M
23.40%
1Y
44.36%
3Y*
17.04%
5Y*
9.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNQP.DE vs. B4NQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNQP.DE
BNPP RICI Kupfer (TR) Enhanced ETC
12.82%20.92%16.44%2.18%-3.18%31.64%12.34%7.41%-13.56%19.85%
B4NQ.DE
BNPP Kupfer (TR) ETC
12.61%27.66%11.19%-0.03%-5.09%34.69%13.54%6.45%-13.91%19.60%

Correlation

The correlation between BNQP.DE and B4NQ.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since May 31, 2017

0.92

The correlation between BNQP.DE and B4NQ.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

BNQP.DE vs. B4NQ.DE — Risk / Return Rank

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

BNQP.DE
BNQP.DE Risk / Return Rank: 7575
Overall Rank
BNQP.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BNQP.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
BNQP.DE Omega Ratio Rank: 6868
Omega Ratio Rank
BNQP.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
BNQP.DE Martin Ratio Rank: 8484
Martin Ratio Rank

B4NQ.DE
B4NQ.DE Risk / Return Rank: 7272
Overall Rank
B4NQ.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
B4NQ.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
B4NQ.DE Omega Ratio Rank: 6767
Omega Ratio Rank
B4NQ.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
B4NQ.DE Martin Ratio Rank: 8080
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.

BNQP.DE vs. B4NQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNPP RICI Kupfer (TR) Enhanced ETC (BNQP.DE) and BNPP Kupfer (TR) ETC (B4NQ.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.


BNQP.DEB4NQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.40

1.39

0.00

Calmar ratioReturn relative to maximum drawdown

4.87

4.70

+0.18

Martin ratioReturn relative to average drawdown

16.92

15.53

+1.39

BNQP.DE vs. B4NQ.DE - Sharpe Ratio Comparison

The current BNQP.DE Sharpe Ratio is 2.21, which is comparable to the B4NQ.DE Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of BNQP.DE and B4NQ.DE, 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


BNQP.DEB4NQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

2.04

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.47

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.54

+0.12

Drawdowns

BNQP.DE vs. B4NQ.DE - Drawdown Comparison

The maximum BNQP.DE drawdown since its inception was -29.03%, roughly equal to the maximum B4NQ.DE drawdown of -29.78%. Use the drawdown chart below to compare losses from any high point for BNQP.DE and B4NQ.DE.


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Drawdown Indicators


BNQP.DEB4NQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.03%

-29.78%

+0.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-9.40%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-22.98%

+5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.14%

-27.51%

+2.37%

Current Drawdown

Current decline from peak

-1.26%

-0.62%

-0.64%

Average Drawdown

Average peak-to-trough decline

-9.15%

-11.05%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.85%

-0.36%

Volatility

BNQP.DE vs. B4NQ.DE - Volatility Comparison

BNPP RICI Kupfer (TR) Enhanced ETC (BNQP.DE) and BNPP Kupfer (TR) ETC (B4NQ.DE) have volatilities of 5.70% and 5.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNQP.DEB4NQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

5.45%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

15.31%

18.83%

-3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

19.07%

21.66%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

21.13%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

20.30%

-1.52%

BNQP.DE vs. B4NQ.DE - Expense Ratio Comparison

BNQP.DE has a 1.00% expense ratio, which is higher than B4NQ.DE's 0.90% expense ratio.


Dividends

BNQP.DE vs. B4NQ.DE - Dividend Comparison

Neither BNQP.DE nor B4NQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, BNQP.DE and B4NQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, B4NQ.DE is cheaper at 0.90% per year. The better choice depends on whether you care most about return, fees, risk, or income.

B4NQ.DE is cheaper with a 0.90% expense ratio, compared with 1.00% for BNQP.DE.

BNQP.DE tracks RICI Enhanced Copper, while B4NQ.DE tracks LME Copper Futures. Their fees differ too: 1.00% for BNQP.DE and 0.90% for B4NQ.DE.

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