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

Performance

BNQP.DE vs. ISTM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNPP RICI Kupfer (TR) Enhanced ETC (BNQP.DE) and iShares Strategic Metals ETF (ISTM). 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 ISTM is traded in USD. To make them comparable, the ISTM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BNQP.DE achieves a 11.95% return, which is significantly higher than ISTM's 4.27% return.


BNQP.DE

1D
0.00%
1M
0.30%
6M
5.14%
YTD
11.95%
1Y
42.15%
3Y*
17.35%
5Y*
10.35%
10Y*

ISTM

1D
-1.06%
1M
-6.48%
6M
-6.95%
YTD
4.27%
1Y
31.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNQP.DE vs. ISTM - Yearly Performance Comparison


2026 (YTD)202520242023
BNQP.DE
BNPP RICI Kupfer (TR) Enhanced ETC
11.95%20.92%16.44%0.50%
ISTM
iShares Strategic Metals ETF
4.27%35.79%14.01%-1.69%

Correlation

The correlation between BNQP.DE and ISTM is 0.70, 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

0.70

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2023

0.68

The correlation between BNQP.DE and ISTM has been stable across timeframes, ranging from 0.68 to 0.70 - a consistent structural relationship.

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Return for Risk

BNQP.DE vs. ISTM — 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

ISTM
ISTM Risk / Return Rank: 2929
Overall Rank
ISTM Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ISTM Sortino Ratio Rank: 2626
Sortino Ratio Rank
ISTM Omega Ratio Rank: 3434
Omega Ratio Rank
ISTM Calmar Ratio Rank: 3131
Calmar Ratio Rank
ISTM Martin Ratio Rank: 2525
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. ISTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNPP RICI Kupfer (TR) Enhanced ETC (BNQP.DE) and iShares Strategic Metals ETF (ISTM). 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.DEISTMDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.39

1.21

+0.18

Calmar ratioReturn relative to maximum drawdown

4.86

1.62

+3.25

Martin ratioReturn relative to average drawdown

16.38

3.53

+12.85

BNQP.DE vs. ISTM - Sharpe Ratio Comparison

The current BNQP.DE Sharpe Ratio is 2.18, which is higher than the ISTM Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BNQP.DE and ISTM, 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. ISTM - Drawdown Comparison

The maximum BNQP.DE drawdown since its inception was -25.14%, which is greater than ISTM's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for BNQP.DE and ISTM.


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Drawdown Indicators


BNQP.DEISTMDifference

Max Drawdown

Largest peak-to-trough decline

-25.14%

-19.50%

-5.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-19.50%

+10.87%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

Max Drawdown (5Y)

Largest decline over 5 years

-25.14%

Current Drawdown

Current decline from peak

-2.02%

-16.44%

+14.42%

Average Drawdown

Average peak-to-trough decline

-8.19%

-6.72%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

8.93%

-6.36%

Volatility

BNQP.DE vs. ISTM - Volatility Comparison

The current volatility for BNPP RICI Kupfer (TR) Enhanced ETC (BNQP.DE) is 4.21%, while iShares Strategic Metals ETF (ISTM) has a volatility of 7.58%. This indicates that BNQP.DE experiences smaller price fluctuations and is considered to be less risky than ISTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNQP.DEISTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

7.58%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

13.78%

25.18%

-11.40%

Volatility (1Y)

Calculated over the trailing 1-year period

19.31%

30.00%

-10.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

23.06%

-4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

23.06%

-5.76%

BNQP.DE vs. ISTM - Expense Ratio Comparison

BNQP.DE has a 1.00% expense ratio, which is higher than ISTM's 0.49% expense ratio.


Dividends

BNQP.DE vs. ISTM - Dividend Comparison

BNQP.DE has not paid dividends to shareholders, while ISTM's dividend yield for the trailing twelve months is around 14.62%.


PositionTTM202520242023
BNQP.DE
BNPP RICI Kupfer (TR) Enhanced ETC
0.00%0.00%0.00%0.00%
ISTM
iShares Strategic Metals ETF
14.62%14.78%29.62%1.02%

Frequently Asked Questions


BNQP.DE and ISTM have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISTM is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISTM is cheaper with a 0.49% expense ratio, compared with 1.00% for BNQP.DE.

BNQP.DE is categorized as Metals, while ISTM is Rare Earth & Strategic Metals. BNQP.DE tracks RICI Enhanced Copper, while ISTM tracks ICE Strategic Re-Industrialization Metals Index. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 1.00% for BNQP.DE and 0.49% for ISTM.

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