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

Performance

COPG.L vs. HERU.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 Acc USD (HERU.L). The values are adjusted to include any dividend payments, if applicable.

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COPG.L vs. HERU.L - 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%
HERU.L
Global X Video Games & Esports UCITS ETF Acc USD
-11.73%16.18%19.81%0.84%-27.55%-1.88%
Different Trading Currencies

COPG.L is traded in GBP, while HERU.L is traded in USD. To make them comparable, the HERU.L 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 higher than HERU.L's -11.73% return.


COPG.L

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

HERU.L

1D
1.53%
1M
-5.57%
YTD
-11.73%
6M
-21.38%
1Y
0.25%
3Y*
5.35%
5Y*
-4.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

COPG.L vs. HERU.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: 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

HERU.L
HERU.L Risk / Return Rank: 1414
Overall Rank
HERU.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HERU.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
HERU.L Omega Ratio Rank: 1515
Omega Ratio Rank
HERU.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
HERU.L Martin Ratio Rank: 1313
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. HERU.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 Acc USD (HERU.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.LHERU.LDifference

Sharpe ratio

Return per unit of total volatility

2.42

0.01

+2.41

Sortino ratio

Return per unit of downside risk

2.80

0.15

+2.65

Omega ratio

Gain probability vs. loss probability

1.37

1.02

+0.35

Calmar ratio

Return relative to maximum drawdown

3.35

-0.05

+3.40

Martin ratio

Return relative to average drawdown

12.86

-0.14

+13.00

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

The current COPG.L Sharpe Ratio is 2.42, which is higher than the HERU.L Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of COPG.L and HERU.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.LHERU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

0.01

+2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

-0.18

+0.83

Correlation

The correlation between COPG.L and HERU.L is 0.37, 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. HERU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

COPG.L vs. HERU.L - Drawdown Comparison

The maximum COPG.L drawdown since its inception was -38.84%, smaller than the maximum HERU.L drawdown of -48.15%. Use the drawdown chart below to compare losses from any high point for COPG.L and HERU.L.


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Drawdown Indicators


COPG.LHERU.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.84%

-55.72%

+16.88%

Max Drawdown (1Y)

Largest decline over 1 year

-26.29%

-26.06%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-49.96%

Current Drawdown

Current decline from peak

-21.67%

-33.95%

+12.28%

Average Drawdown

Average peak-to-trough decline

-14.03%

-34.04%

+20.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.85%

10.38%

-3.53%

Volatility

COPG.L vs. HERU.L - Volatility Comparison

Global X Copper Miners UCITS ETF USD Acc (COPG.L) has a higher volatility of 15.35% compared to Global X Video Games & Esports UCITS ETF Acc USD (HERU.L) at 8.28%. This indicates that COPG.L's price experiences larger fluctuations and is considered to be riskier than HERU.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.LHERU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.35%

8.28%

+7.07%

Volatility (6M)

Calculated over the trailing 6-month period

30.35%

14.13%

+16.22%

Volatility (1Y)

Calculated over the trailing 1-year period

37.38%

19.17%

+18.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.26%

22.07%

+11.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.26%

22.23%

+11.03%