CHRI vs. COPX
CHRI (Global X S&P 500 Christian Values ETF) and COPX (Global X Copper Miners ETF) are both exchange-traded funds - CHRI is a S&P 500 fund tracking the S&P 500 Christian Values Screened Index, while COPX is a Copper fund tracking the Solactive Global Copper Miners Total Return Index. Both are passively managed. Their 0.65 correlation means they have sometimes moved together and sometimes differently. CHRI charges 0.29%/yr vs 0.65%/yr for COPX.
Performance
CHRI vs. COPX - Performance Comparison
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Returns By Period
In the year-to-date period, CHRI achieves a 9.30% return, which is significantly lower than COPX's 10.22% return.
CHRI
- 1D
- 0.78%
- 1M
- 0.38%
- 6M
- 8.04%
- YTD
- 9.30%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
COPX
- 1D
- -0.81%
- 1M
- 2.88%
- 6M
- -6.70%
- YTD
- 10.22%
- 1Y
- 89.44%
- 3Y*
- 27.01%
- 5Y*
- 18.54%
- 10Y*
- 18.83%
- ALL TIME*
- 5.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $70.22K | $80.27K | $89.53K | |
| $193.89M | $197.23M | $300.83M |
CHRI vs. COPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CHRI Global X S&P 500 Christian Values ETF | 9.30% | 2.85% |
COPX Global X Copper Miners ETF | 10.22% | 35.76% |
Correlation
The correlation between CHRI and COPX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.65 |
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Return for Risk
CHRI vs. COPX — Risk / Return Rank
CHRI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COPX
CHRI vs. COPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Christian Values ETF (CHRI) and Global X Copper Miners ETF (COPX). 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.
| CHRI | COPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.18 | — |
| Martin ratioReturn relative to average drawdown | — | 7.96 | — |
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Drawdowns
CHRI vs. COPX - Drawdown Comparison
The maximum CHRI drawdown since its inception was -9.36%, smaller than the maximum COPX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for CHRI and COPX.
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Drawdown Indicators
| CHRI | COPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.36% | -83.16% | +73.80% |
Max Drawdown (1Y)Largest decline over 1 year | — | -27.82% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -39.72% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -42.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.41% | — |
Current DrawdownCurrent decline from peak | -1.41% | -17.32% | +15.91% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -39.11% | +37.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 11.11% | — |
Volatility
CHRI vs. COPX - Volatility Comparison
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Volatility by Period
| CHRI | COPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 13.58% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 39.74% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 45.77% | -32.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 37.28% | -23.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.56% | 35.87% | -22.31% |
CHRI vs. COPX - Expense Ratio Comparison
CHRI has a 0.29% expense ratio, which is lower than COPX's 0.65% expense ratio.
Dividends
CHRI vs. COPX - Dividend Comparison
CHRI's dividend yield for the trailing twelve months is around 0.39%, less than COPX's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHRI Global X S&P 500 Christian Values ETF | 0.39% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COPX Global X Copper Miners ETF | 2.45% | 2.68% | 1.80% | 2.39% | 3.14% | 1.48% | 1.30% | 1.37% | 2.59% | 1.57% | 0.60% | 1.20% |
Frequently Asked Questions
CHRI and COPX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CHRI is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CHRI is cheaper with a 0.29% expense ratio, compared with 0.65% for COPX.
COPX has the higher dividend yield at 2.45%, compared with 0.39% for CHRI.
CHRI is categorized as S&P 500, while COPX is Copper. CHRI tracks S&P 500 Christian Values Screened Index, while COPX tracks Solactive Global Copper Miners Total Return Index. Their fees differ too: 0.29% for CHRI and 0.65% for COPX.
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