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COPA vs. TURF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPA vs. TURF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Copper Miners ETF (COPA) and T. Rowe Price Natural Resources ETF (TURF). 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 achieves a 25.73% return, which is significantly higher than TURF's 19.55% return.


COPA

1D
-2.67%
1M
19.35%
YTD
25.73%
6M
38.86%
1Y
125.91%
3Y*
5Y*
10Y*

TURF

1D
-0.82%
1M
0.33%
YTD
19.55%
6M
22.12%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPA vs. TURF - Yearly Performance Comparison


2026 (YTD)2025
COPA
Themes Copper Miners ETF
25.73%73.47%
TURF
T. Rowe Price Natural Resources ETF
19.55%17.05%

Correlation

The correlation between COPA and TURF is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 13, 2025

0.67

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Return for Risk

COPA vs. TURF — Risk / Return Rank

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

COPA
COPA Risk / Return Rank: 8282
Overall Rank
COPA Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
COPA Sortino Ratio Rank: 7878
Sortino Ratio Rank
COPA Omega Ratio Rank: 7777
Omega Ratio Rank
COPA Calmar Ratio Rank: 8484
Calmar Ratio Rank
COPA Martin Ratio Rank: 7878
Martin Ratio Rank

TURF
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 vs. TURF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Copper Miners ETF (COPA) and T. Rowe Price Natural Resources ETF (TURF). 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.


COPATURFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

4.52

Martin ratioReturn relative to average drawdown

15.06

COPA vs. TURF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COPATURFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

2.52

-0.99

Drawdowns

COPA vs. TURF - Drawdown Comparison

The maximum COPA drawdown since its inception was -34.72%, which is greater than TURF's maximum drawdown of -6.84%. Use the drawdown chart below to compare losses from any high point for COPA and TURF.


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Drawdown Indicators


COPATURFDifference

Max Drawdown

Largest peak-to-trough decline

-34.72%

-6.84%

-27.88%

Max Drawdown (1Y)

Largest decline over 1 year

-28.05%

Current Drawdown

Current decline from peak

-2.67%

-2.54%

-0.13%

Average Drawdown

Average peak-to-trough decline

-9.62%

-1.53%

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.39%

Volatility

COPA vs. TURF - Volatility Comparison


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Volatility by Period


COPATURFDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.11%

Volatility (6M)

Calculated over the trailing 6-month period

33.12%

Volatility (1Y)

Calculated over the trailing 1-year period

38.98%

16.50%

+22.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.12%

16.50%

+21.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.12%

16.50%

+21.62%

COPA vs. TURF - Expense Ratio Comparison

COPA has a 0.35% expense ratio, which is lower than TURF's 0.44% expense ratio.


Dividends

COPA vs. TURF - Dividend Comparison

COPA's dividend yield for the trailing twelve months is around 3.39%, more than TURF's 1.25% yield.


PositionTTM20252024
COPA
Themes Copper Miners ETF
3.39%4.26%1.33%
TURF
T. Rowe Price Natural Resources ETF
1.25%1.49%0.00%

Frequently Asked Questions


COPA and TURF have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COPA is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COPA is cheaper with a 0.35% expense ratio, compared with 0.44% for TURF.

COPA has the higher dividend yield at 3.39%, compared with 1.25% for TURF.

They also come from different issuers: Themes and T. Rowe Price. Their fees differ too: 0.35% for COPA and 0.44% for TURF.

Portfolio Optimizer

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