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

Performance

BNQP.DE vs. CPER - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNPP RICI Kupfer (TR) Enhanced ETC (BNQP.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

BNQP.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

As of year-to-date, both investments have demonstrated similar returns, with BNQP.DE at 11.95% and CPER at 11.95%.


BNQP.DE

1D
0.00%
1M
0.30%
6M
5.14%
YTD
11.95%
1Y
42.15%
3Y*
17.35%
5Y*
10.35%
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)

BNQP.DE vs. CPER - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNQP.DE
BNPP RICI Kupfer (TR) Enhanced ETC
11.95%20.92%16.44%2.18%-3.18%31.64%12.40%5.30%-10.42%15.04%
CPER
United States Copper Index Fund
11.95%22.46%11.11%1.41%-9.88%34.57%13.69%9.07%-18.25%12.97%

Correlation

The correlation between BNQP.DE and CPER is 0.81, 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

0.81

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

0.76

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

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2016

0.61

Over the past year, BNQP.DE and CPER have become more correlated (0.81) than their long-term average of 0.60, meaning their price movements have been converging.

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Return for Risk

BNQP.DE vs. CPER — 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: 8787
Overall Rank
BNQP.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BNQP.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
BNQP.DE Omega Ratio Rank: 8383
Omega Ratio Rank
BNQP.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
BNQP.DE Martin Ratio Rank: 9191
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.

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

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


BNQP.DECPERDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.39

1.11

+0.28

Calmar ratioReturn relative to maximum drawdown

4.86

0.55

+4.32

Martin ratioReturn relative to average drawdown

16.38

1.14

+15.24

BNQP.DE vs. CPER - Sharpe Ratio Comparison

The current BNQP.DE Sharpe Ratio is 2.18, which is higher than the CPER Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of BNQP.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

BNQP.DE vs. CPER - Drawdown Comparison

The maximum BNQP.DE drawdown since its inception was -25.14%, smaller than the maximum CPER drawdown of -44.89%. Use the drawdown chart below to compare losses from any high point for BNQP.DE and CPER.


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Drawdown Indicators


BNQP.DECPERDifference

Max Drawdown

Largest peak-to-trough decline

-25.14%

-44.89%

+19.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-23.65%

+15.02%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-23.65%

+5.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.14%

-29.24%

+4.10%

Max Drawdown (10Y)

Largest decline over 10 years

-31.67%

Current Drawdown

Current decline from peak

-2.02%

-4.55%

+2.53%

Average Drawdown

Average peak-to-trough decline

-8.19%

-20.11%

+11.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

11.30%

-8.73%

Volatility

BNQP.DE vs. CPER - Volatility Comparison

The current volatility for BNPP RICI Kupfer (TR) Enhanced ETC (BNQP.DE) is 4.21%, while United States Copper Index Fund (CPER) has a volatility of 6.99%. This indicates that BNQP.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


BNQP.DECPERDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

6.99%

-2.78%

Volatility (6M)

Calculated over the trailing 6-month period

13.78%

20.27%

-6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.31%

32.55%

-13.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

25.51%

-6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

23.01%

-5.71%

BNQP.DE vs. CPER - Expense Ratio Comparison

BNQP.DE has a 1.00% expense ratio, which is lower than CPER's 1.06% expense ratio.


Dividends

BNQP.DE vs. CPER - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


BNQP.DE and CPER have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BNQP.DE is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNQP.DE is cheaper with a 1.00% expense ratio, compared with 1.06% for CPER.

BNQP.DE is categorized as Metals, while CPER is Copper. BNQP.DE tracks RICI Enhanced Copper, while CPER tracks SummerHaven Copper Index Total Return. They also come from different issuers: BNP Paribas and USCF. Their fees differ too: 1.00% for BNQP.DE and 1.06% for CPER.

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