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

Performance

COPA.L vs. ICOP - Performance Comparison

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

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Returns By Period

In the year-to-date period, COPA.L achieves a 13.93% return, which is significantly lower than ICOP's 26.64% 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%

ICOP

1D
-0.51%
1M
14.31%
YTD
26.64%
6M
36.12%
1Y
98.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPA.L vs. ICOP - Yearly Performance Comparison


2026 (YTD)202520242023
COPA.L
WisdomTree Copper
13.93%36.37%4.81%2.71%
ICOP
iShares Copper and Metals Mining ETF
26.64%78.01%1.10%8.08%

Correlation

The correlation between COPA.L and ICOP is 0.69, 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

0.69

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2023

0.68

The correlation between COPA.L and ICOP has been stable across timeframes, ranging from 0.68 to 0.69 - a consistent structural relationship.

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Return for Risk

COPA.L vs. ICOP — 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

ICOP
ICOP Risk / Return Rank: 7474
Overall Rank
ICOP Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ICOP Sortino Ratio Rank: 6767
Sortino Ratio Rank
ICOP Omega Ratio Rank: 6868
Omega Ratio Rank
ICOP Calmar Ratio Rank: 7676
Calmar Ratio Rank
ICOP Martin Ratio Rank: 7474
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. ICOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Copper (COPA.L) and iShares Copper and Metals Mining ETF (ICOP). 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.LICOPDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.22

1.40

-0.18

Calmar ratioReturn relative to maximum drawdown

1.19

3.79

-2.59

Martin ratioReturn relative to average drawdown

2.57

13.91

-11.33

COPA.L vs. ICOP - Sharpe Ratio Comparison

The current COPA.L Sharpe Ratio is 0.91, which is lower than the ICOP Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of COPA.L and ICOP, 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.LICOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.66

-1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

1.07

-0.98

Drawdowns

COPA.L vs. ICOP - Drawdown Comparison

The maximum COPA.L drawdown since its inception was -67.44%, which is greater than ICOP's maximum drawdown of -38.67%. Use the drawdown chart below to compare losses from any high point for COPA.L and ICOP.


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Drawdown Indicators


COPA.LICOPDifference

Max Drawdown

Largest peak-to-trough decline

-67.44%

-38.67%

-28.77%

Max Drawdown (1Y)

Largest decline over 1 year

-25.25%

-26.13%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-25.25%

Max Drawdown (5Y)

Largest decline over 5 years

-34.64%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

Current Drawdown

Current decline from peak

-2.26%

-3.78%

+1.52%

Average Drawdown

Average peak-to-trough decline

-33.24%

-11.66%

-21.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.73%

7.10%

+4.63%

Volatility

COPA.L vs. ICOP - Volatility Comparison

The current volatility for WisdomTree Copper (COPA.L) is 8.83%, while iShares Copper and Metals Mining ETF (ICOP) has a volatility of 13.69%. This indicates that COPA.L experiences smaller price fluctuations and is considered to be less risky than ICOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPA.LICOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

13.69%

-4.86%

Volatility (6M)

Calculated over the trailing 6-month period

18.91%

32.29%

-13.38%

Volatility (1Y)

Calculated over the trailing 1-year period

33.17%

37.29%

-4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.20%

33.75%

-7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

33.75%

-10.47%

COPA.L vs. ICOP - Expense Ratio Comparison

COPA.L has a 0.49% expense ratio, which is higher than ICOP's 0.47% expense ratio.


Dividends

COPA.L vs. ICOP - Dividend Comparison

COPA.L has not paid dividends to shareholders, while ICOP's dividend yield for the trailing twelve months is around 1.64%.


PositionTTM202520242023
COPA.L
WisdomTree Copper
0.00%0.00%0.00%0.00%
ICOP
iShares Copper and Metals Mining ETF
1.64%2.08%1.87%2.15%

Frequently Asked Questions


COPA.L and ICOP have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICOP is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICOP is cheaper with a 0.47% expense ratio, compared with 0.49% for COPA.L.

COPA.L is categorized as Metals, while ICOP is Commodity Producers Equities. COPA.L tracks Bloomberg Copper Subindex, while ICOP tracks STOXX Global Copper and Metals Mining Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.49% for COPA.L and 0.47% for ICOP.

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