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

Performance

COPG.L vs. COPX - 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 Copper Miners ETF (COPX). The values are adjusted to include any dividend payments, if applicable.

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COPG.L vs. COPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
COPG.L
Global X Copper Miners UCITS ETF USD Acc
3.70%82.05%3.66%3.03%14.35%-1.92%
COPX
Global X Copper Miners ETF
8.37%79.71%5.38%2.96%11.04%0.04%
Different Trading Currencies

COPG.L is traded in GBP, while COPX is traded in USD. To make them comparable, the COPX values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, COPG.L achieves a 3.70% return, which is significantly lower than COPX's 8.37% return.


COPG.L

1D
2.20%
1M
-21.65%
YTD
3.70%
6M
29.50%
1Y
90.62%
3Y*
24.11%
5Y*
10Y*

COPX

1D
7.60%
1M
-18.65%
YTD
8.37%
6M
32.88%
1Y
96.48%
3Y*
25.40%
5Y*
19.79%
10Y*
21.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPG.L vs. COPX - Expense Ratio Comparison

Both COPG.L and COPX have an expense ratio of 0.65%.


Return for Risk

COPG.L vs. COPX — 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: 9292
Overall Rank
COPG.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
COPG.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
COPG.L Omega Ratio Rank: 8888
Omega Ratio Rank
COPG.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
COPG.L Martin Ratio Rank: 9191
Martin Ratio Rank

COPX
COPX Risk / Return Rank: 9494
Overall Rank
COPX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 9393
Sortino Ratio Rank
COPX Omega Ratio Rank: 9191
Omega Ratio Rank
COPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
COPX Martin Ratio Rank: 9494
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. COPX - 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 Copper Miners ETF (COPX). 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.LCOPXDifference

Sharpe ratio

Return per unit of total volatility

2.42

2.43

-0.01

Sortino ratio

Return per unit of downside risk

2.80

2.77

+0.03

Omega ratio

Gain probability vs. loss probability

1.37

1.39

-0.03

Calmar ratio

Return relative to maximum drawdown

3.35

3.40

-0.05

Martin ratio

Return relative to average drawdown

12.86

13.40

-0.54

COPG.L vs. COPX - Sharpe Ratio Comparison

The current COPG.L Sharpe Ratio is 2.42, which is comparable to the COPX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of COPG.L and COPX, 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.LCOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.43

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.20

+0.44

Correlation

The correlation between COPG.L and COPX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

COPG.L vs. COPX - Dividend Comparison

COPG.L has not paid dividends to shareholders, while COPX's dividend yield for the trailing twelve months is around 2.52%.


TTM20252024202320222021202020192018201720162015
COPG.L
Global X Copper Miners UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COPX
Global X Copper Miners ETF
2.52%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%

Drawdowns

COPG.L vs. COPX - Drawdown Comparison

The maximum COPG.L drawdown since its inception was -38.84%, smaller than the maximum COPX drawdown of -81.19%. Use the drawdown chart below to compare losses from any high point for COPG.L and COPX.


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Drawdown Indicators


COPG.LCOPXDifference

Max Drawdown

Largest peak-to-trough decline

-38.84%

-83.16%

+44.32%

Max Drawdown (1Y)

Largest decline over 1 year

-26.29%

-27.82%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-42.12%

Max Drawdown (10Y)

Largest decline over 10 years

-65.41%

Current Drawdown

Current decline from peak

-21.67%

-20.22%

-1.45%

Average Drawdown

Average peak-to-trough decline

-14.03%

-39.60%

+25.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.85%

7.20%

-0.35%

Volatility

COPG.L vs. COPX - Volatility Comparison

The current volatility for Global X Copper Miners UCITS ETF USD Acc (COPG.L) is 15.35%, while Global X Copper Miners ETF (COPX) has a volatility of 18.09%. This indicates that COPG.L experiences smaller price fluctuations and is considered to be less risky than COPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPG.LCOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.35%

18.09%

-2.74%

Volatility (6M)

Calculated over the trailing 6-month period

30.35%

31.90%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

37.38%

39.94%

-2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.26%

32.66%

+0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.26%

33.14%

+0.12%