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BULP.L vs. COPA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BULP.L vs. COPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Gold (BULP.L) and WisdomTree Copper (COPA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BULP.L is traded in GBp, while COPA.L is traded in USD. To make them comparable, the COPA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BULP.L achieves a 2.39% return, which is significantly lower than COPA.L's 14.05% return. Over the past 10 years, BULP.L has outperformed COPA.L with an annualized return of 12.03%, while COPA.L has yielded a comparatively lower 11.26% annualized return.


BULP.L

1D
-1.17%
1M
-3.01%
YTD
2.39%
6M
3.31%
1Y
30.71%
3Y*
25.55%
5Y*
17.45%
10Y*
12.03%

COPA.L

1D
-2.27%
1M
10.14%
YTD
14.05%
6M
19.02%
1Y
31.69%
3Y*
16.43%
5Y*
8.15%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BULP.L vs. COPA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BULP.L
WisdomTree Gold
2.39%50.05%26.15%5.12%9.83%-4.73%15.76%12.89%2.70%0.05%
COPA.L
WisdomTree Copper
14.05%26.65%6.64%-2.47%-3.31%25.53%17.85%0.91%-15.65%15.87%

Correlation

The correlation between BULP.L and COPA.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.29

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

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2007

0.21

The correlation between BULP.L and COPA.L shifts across timeframes, from 0.20 (10 years) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BULP.L vs. COPA.L — Risk / Return Rank

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

BULP.L
BULP.L Risk / Return Rank: 3535
Overall Rank
BULP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BULP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
BULP.L Omega Ratio Rank: 4040
Omega Ratio Rank
BULP.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
BULP.L Martin Ratio Rank: 3131
Martin Ratio Rank

COPA.L
COPA.L Risk / Return Rank: 2626
Overall Rank
COPA.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
COPA.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
COPA.L Omega Ratio Rank: 3333
Omega Ratio Rank
COPA.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
COPA.L Martin Ratio Rank: 2222
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.

BULP.L vs. COPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Gold (BULP.L) and WisdomTree Copper (COPA.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.


BULP.LCOPA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

1.71

1.32

+0.39

Martin ratioReturn relative to average drawdown

4.57

2.92

+1.65

BULP.L vs. COPA.L - Sharpe Ratio Comparison

The current BULP.L Sharpe Ratio is 1.30, which is higher than the COPA.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BULP.L and COPA.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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Sharpe Ratios by Period


BULP.LCOPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.98

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.33

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.50

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.14

+0.43

Drawdowns

BULP.L vs. COPA.L - Drawdown Comparison

The maximum BULP.L drawdown since its inception was -44.90%, smaller than the maximum COPA.L drawdown of -58.32%. Use the drawdown chart below to compare losses from any high point for BULP.L and COPA.L.


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Drawdown Indicators


BULP.LCOPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.90%

-58.32%

+13.42%

Max Drawdown (1Y)

Largest decline over 1 year

-17.88%

-23.82%

+5.94%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-23.82%

+5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.88%

-26.80%

+8.92%

Max Drawdown (10Y)

Largest decline over 10 years

-23.68%

-31.28%

+7.60%

Current Drawdown

Current decline from peak

-16.91%

-2.27%

-14.64%

Average Drawdown

Average peak-to-trough decline

-16.25%

-25.47%

+9.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.71%

10.84%

-4.13%

Volatility

BULP.L vs. COPA.L - Volatility Comparison

The current volatility for WisdomTree Gold (BULP.L) is 5.10%, while WisdomTree Copper (COPA.L) has a volatility of 8.16%. This indicates that BULP.L experiences smaller price fluctuations and is considered to be less risky than COPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BULP.LCOPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

8.16%

-3.06%

Volatility (6M)

Calculated over the trailing 6-month period

20.04%

17.79%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

23.59%

32.36%

-8.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

24.66%

-8.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

22.69%

-6.46%

BULP.L vs. COPA.L - Expense Ratio Comparison

Both BULP.L and COPA.L have an expense ratio of 0.49%.


Dividends

BULP.L vs. COPA.L - Dividend Comparison

Neither BULP.L nor COPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BULP.L and COPA.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BULP.L and COPA.L have the same expense ratio: 0.49% per year.

BULP.L is categorized as Precious Metals, while COPA.L is Metals. BULP.L tracks Gold, while COPA.L tracks Bloomberg Copper Subindex.

Portfolio Optimizer

Find the right allocation for BULP.L and COPA.L

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