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

Performance

COPG.L vs. HERG.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 Video Games & Esports UCITS ETF Dist GBP (HERG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
COPG.L
Global X Copper Miners UCITS ETF USD Acc
9.97%82.05%3.66%3.03%14.35%-1.92%
HERG.L
Global X Video Games & Esports UCITS ETF Dist GBP
-10.54%15.10%20.65%0.14%-27.54%-1.76%

Returns By Period

In the year-to-date period, COPG.L achieves a 9.97% return, which is significantly higher than HERG.L's -10.54% return.


COPG.L

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

HERG.L

1D
1.37%
1M
-2.30%
YTD
-10.54%
6M
-20.94%
1Y
0.47%
3Y*
5.70%
5Y*
-3.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

COPG.L vs. HERG.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

HERG.L
HERG.L Risk / Return Rank: 1212
Overall Rank
HERG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HERG.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
HERG.L Omega Ratio Rank: 1212
Omega Ratio Rank
HERG.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
HERG.L Martin Ratio Rank: 1212
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. HERG.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 Video Games & Esports UCITS ETF Dist GBP (HERG.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.LHERG.LDifference

Sharpe ratio

Return per unit of total volatility

2.63

0.03

+2.60

Sortino ratio

Return per unit of downside risk

2.99

0.16

+2.82

Omega ratio

Gain probability vs. loss probability

1.39

1.02

+0.37

Calmar ratio

Return relative to maximum drawdown

3.87

-0.01

+3.88

Martin ratio

Return relative to average drawdown

15.49

-0.04

+15.53

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

The current COPG.L Sharpe Ratio is 2.63, which is higher than the HERG.L Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of COPG.L and HERG.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.LHERG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

0.03

+2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

-0.18

+0.88

Correlation

The correlation between COPG.L and HERG.L is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

COPG.L vs. HERG.L - Dividend Comparison

COPG.L has not paid dividends to shareholders, while HERG.L's dividend yield for the trailing twelve months is around 0.93%.


TTM20252024202320222021
COPG.L
Global X Copper Miners UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%
HERG.L
Global X Video Games & Esports UCITS ETF Dist GBP
0.93%0.24%0.37%0.00%0.01%0.07%

Drawdowns

COPG.L vs. HERG.L - Drawdown Comparison

The maximum COPG.L drawdown since its inception was -38.84%, smaller than the maximum HERG.L drawdown of -48.02%. Use the drawdown chart below to compare losses from any high point for COPG.L and HERG.L.


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Drawdown Indicators


COPG.LHERG.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.84%

-48.02%

+9.18%

Max Drawdown (1Y)

Largest decline over 1 year

-26.29%

-24.96%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-41.92%

Current Drawdown

Current decline from peak

-16.93%

-29.69%

+12.76%

Average Drawdown

Average peak-to-trough decline

-14.03%

-30.34%

+16.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

9.79%

-3.22%

Volatility

COPG.L vs. HERG.L - Volatility Comparison

Global X Copper Miners UCITS ETF USD Acc (COPG.L) has a higher volatility of 16.02% compared to Global X Video Games & Esports UCITS ETF Dist GBP (HERG.L) at 7.55%. This indicates that COPG.L's price experiences larger fluctuations and is considered to be riskier than HERG.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.LHERG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.02%

7.55%

+8.47%

Volatility (6M)

Calculated over the trailing 6-month period

30.87%

13.74%

+17.13%

Volatility (1Y)

Calculated over the trailing 1-year period

37.62%

18.52%

+19.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.37%

20.27%

+13.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.37%

20.44%

+12.93%