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

Performance

COPA.L vs. BULP.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, COPA.L achieves a 13.93% return, which is significantly higher than BULP.L's 2.87% return. Over the past 10 years, COPA.L has underperformed BULP.L with an annualized return of 10.33%, while BULP.L has yielded a comparatively higher 11.19% annualized return.


COPA.L

1D
0.27%
1M
9.03%
YTD
13.93%
6M
21.07%
1Y
30.28%
3Y*
19.08%
5Y*
7.06%
10Y*
10.33%

BULP.L

1D
0.76%
1M
-2.34%
YTD
2.87%
6M
5.16%
1Y
29.82%
3Y*
29.03%
5Y*
16.38%
10Y*
11.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
COPA.L
WisdomTree Copper
13.93%36.37%4.81%2.66%-13.58%24.36%21.41%4.90%-20.37%26.83%
BULP.L
WisdomTree Gold
2.87%61.38%24.05%10.66%-1.91%-5.59%19.30%17.42%-3.12%9.57%

Correlation

The correlation between COPA.L and BULP.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.40

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

0.33

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

0.23

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

0.23

Over the past year, COPA.L and BULP.L have become more correlated (0.44) than their long-term average of 0.23, meaning their price movements have been converging.

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Return for Risk

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

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

COPA.L
COPA.L Risk / Return Rank: 2626
Overall Rank
COPA.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
COPA.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
COPA.L Omega Ratio Rank: 3434
Omega Ratio Rank
COPA.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
COPA.L Martin Ratio Rank: 2121
Martin Ratio Rank

BULP.L
BULP.L Risk / Return Rank: 3636
Overall Rank
BULP.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BULP.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
BULP.L Omega Ratio Rank: 4141
Omega Ratio Rank
BULP.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
BULP.L Martin Ratio Rank: 3131
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.

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

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


COPA.LBULP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.22

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

1.19

1.67

-0.48

Martin ratioReturn relative to average drawdown

2.57

4.29

-1.72

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

The current COPA.L Sharpe Ratio is 0.91, which is comparable to the BULP.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of COPA.L and BULP.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


COPA.LBULP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.20

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.92

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.69

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.41

-0.32

Drawdowns

COPA.L vs. BULP.L - Drawdown Comparison

The maximum COPA.L drawdown since its inception was -67.44%, which is greater than BULP.L's maximum drawdown of -47.92%. Use the drawdown chart below to compare losses from any high point for COPA.L and BULP.L.


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Drawdown Indicators


COPA.LBULP.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.44%

-47.92%

-19.52%

Max Drawdown (1Y)

Largest decline over 1 year

-25.25%

-17.76%

-7.49%

Max Drawdown (3Y)

Largest decline over 3 years

-25.25%

-17.76%

-7.49%

Max Drawdown (5Y)

Largest decline over 5 years

-34.64%

-22.81%

-11.83%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

-25.09%

-13.66%

Current Drawdown

Current decline from peak

-2.26%

-16.21%

+13.95%

Average Drawdown

Average peak-to-trough decline

-33.24%

-22.09%

-11.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.73%

6.93%

+4.80%

Volatility

COPA.L vs. BULP.L - Volatility Comparison

WisdomTree Copper (COPA.L) has a higher volatility of 8.83% compared to WisdomTree Gold (BULP.L) at 5.77%. This indicates that COPA.L's price experiences larger fluctuations and is considered to be riskier than BULP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPA.LBULP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

5.77%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

18.91%

21.05%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

33.17%

24.70%

+8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.20%

17.87%

+8.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

16.25%

+7.03%

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

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


Dividends

COPA.L vs. BULP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


COPA.L and BULP.L have a correlation of 0.44, 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.

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

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

Portfolio Optimizer

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