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

Performance

COPA.L vs. META.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Copper (COPA.L) and WisdomTree Industrial Metals Enhanced (META.L). 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 higher than META.L's 10.73% 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%

META.L

1D
-0.30%
1M
3.62%
YTD
10.73%
6M
17.26%
1Y
30.93%
3Y*
11.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
COPA.L
WisdomTree Copper
13.93%36.37%4.81%2.66%16.50%
META.L
WisdomTree Industrial Metals Enhanced
10.73%16.98%3.79%-8.15%16.29%

Correlation

The correlation between COPA.L and META.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2022

0.79

The correlation between COPA.L and META.L has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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Return for Risk

COPA.L vs. META.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

META.L
META.L Risk / Return Rank: 6363
Overall Rank
META.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
META.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
META.L Omega Ratio Rank: 5959
Omega Ratio Rank
META.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
META.L Martin Ratio Rank: 6767
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. META.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Copper (COPA.L) and WisdomTree Industrial Metals Enhanced (META.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.LMETA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.22

1.36

-0.13

Calmar ratioReturn relative to maximum drawdown

1.19

3.42

-2.22

Martin ratioReturn relative to average drawdown

2.57

12.10

-9.52

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

The current COPA.L Sharpe Ratio is 0.91, which is lower than the META.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of COPA.L and META.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.LMETA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.02

-1.11

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

0.56

-0.47

Drawdowns

COPA.L vs. META.L - Drawdown Comparison

The maximum COPA.L drawdown since its inception was -67.44%, which is greater than META.L's maximum drawdown of -20.21%. Use the drawdown chart below to compare losses from any high point for COPA.L and META.L.


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Drawdown Indicators


COPA.LMETA.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.44%

-20.21%

-47.23%

Max Drawdown (1Y)

Largest decline over 1 year

-25.25%

-9.01%

-16.24%

Max Drawdown (3Y)

Largest decline over 3 years

-25.25%

-20.21%

-5.04%

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%

-1.41%

-0.85%

Average Drawdown

Average peak-to-trough decline

-33.24%

-9.94%

-23.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.73%

2.55%

+9.18%

Volatility

COPA.L vs. META.L - Volatility Comparison

WisdomTree Copper (COPA.L) has a higher volatility of 8.83% compared to WisdomTree Industrial Metals Enhanced (META.L) at 4.42%. This indicates that COPA.L's price experiences larger fluctuations and is considered to be riskier than META.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.LMETA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

4.42%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

18.91%

12.91%

+6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

33.17%

15.22%

+17.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.20%

17.54%

+8.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

17.54%

+5.74%

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

COPA.L has a 0.49% expense ratio, which is higher than META.L's 0.40% expense ratio.


Dividends

COPA.L vs. META.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


COPA.L and META.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, META.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

META.L is cheaper with a 0.40% expense ratio, compared with 0.49% for COPA.L.

COPA.L tracks Bloomberg Copper Subindex, while META.L tracks Optimised Roll Industrial Metals. Their fees differ too: 0.49% for COPA.L and 0.40% for META.L.

Portfolio Optimizer

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