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COPG.L vs. BKCG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPG.L vs. BKCG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Copper Miners UCITS ETF USD Acc (COPG.L) and Global X Blockchain UCITS ETF USD Accumulating (BKCG.L). The values are adjusted to include any dividend payments, if applicable.

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COPG.L vs. BKCG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
COPG.L
Global X Copper Miners UCITS ETF USD Acc
9.97%82.05%3.66%3.03%9.26%
BKCG.L
Global X Blockchain UCITS ETF USD Accumulating
-11.48%23.16%6.98%308.24%-77.39%

Returns By Period

In the year-to-date period, COPG.L achieves a 9.97% return, which is significantly higher than BKCG.L's -11.48% return.


COPG.L

1D
6.05%
1M
-14.87%
YTD
9.97%
6M
35.56%
1Y
99.44%
3Y*
26.56%
5Y*
10Y*

BKCG.L

1D
5.48%
1M
-11.21%
YTD
-11.48%
6M
-32.71%
1Y
75.78%
3Y*
41.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPG.L vs. BKCG.L - Expense Ratio Comparison

COPG.L has a 0.65% expense ratio, which is higher than BKCG.L's 0.50% expense ratio.


Return for Risk

COPG.L vs. BKCG.L — Risk / Return Rank

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

COPG.L
COPG.L Risk / Return Rank: 9393
Overall Rank
COPG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
COPG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
COPG.L Omega Ratio Rank: 8989
Omega Ratio Rank
COPG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
COPG.L Martin Ratio Rank: 9494
Martin Ratio Rank

BKCG.L
BKCG.L Risk / Return Rank: 5050
Overall Rank
BKCG.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BKCG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
BKCG.L Omega Ratio Rank: 5050
Omega Ratio Rank
BKCG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
BKCG.L Martin Ratio Rank: 2929
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.

COPG.L vs. BKCG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Copper Miners UCITS ETF USD Acc (COPG.L) and Global X Blockchain UCITS ETF USD Accumulating (BKCG.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.


COPG.LBKCG.LDifference

Sharpe ratio

Return per unit of total volatility

2.63

1.11

+1.52

Sortino ratio

Return per unit of downside risk

2.99

1.69

+1.30

Omega ratio

Gain probability vs. loss probability

1.39

1.20

+0.19

Calmar ratio

Return relative to maximum drawdown

3.87

1.23

+2.64

Martin ratio

Return relative to average drawdown

15.49

2.50

+12.99

COPG.L vs. BKCG.L - Sharpe Ratio Comparison

The current COPG.L Sharpe Ratio is 2.63, which is higher than the BKCG.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of COPG.L and BKCG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COPG.LBKCG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

1.11

+1.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.02

+0.67

Correlation

The correlation between COPG.L and BKCG.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

COPG.L vs. BKCG.L - Dividend Comparison

Neither COPG.L nor BKCG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

COPG.L vs. BKCG.L - Drawdown Comparison

The maximum COPG.L drawdown since its inception was -38.84%, smaller than the maximum BKCG.L drawdown of -82.56%. Use the drawdown chart below to compare losses from any high point for COPG.L and BKCG.L.


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Drawdown Indicators


COPG.LBKCG.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.84%

-82.56%

+43.72%

Max Drawdown (1Y)

Largest decline over 1 year

-26.29%

-54.08%

+27.79%

Current Drawdown

Current decline from peak

-16.93%

-51.56%

+34.63%

Average Drawdown

Average peak-to-trough decline

-14.03%

-43.79%

+29.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

26.52%

-19.95%

Volatility

COPG.L vs. BKCG.L - Volatility Comparison

The current volatility for Global X Copper Miners UCITS ETF USD Acc (COPG.L) is 16.02%, while Global X Blockchain UCITS ETF USD Accumulating (BKCG.L) has a volatility of 17.35%. This indicates that COPG.L experiences smaller price fluctuations and is considered to be less risky than BKCG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPG.LBKCG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.02%

17.35%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

30.87%

53.14%

-22.27%

Volatility (1Y)

Calculated over the trailing 1-year period

37.62%

68.07%

-30.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.37%

74.88%

-41.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.37%

74.88%

-41.51%