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

Performance

COPG.L vs. NCLR.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 WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

COPG.L is traded in GBP, while NCLR.L is traded in GBp. To make them comparable, the NCLR.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 24.91% return, which is significantly higher than NCLR.L's 16.09% return.


COPG.L

1D
-0.95%
1M
15.82%
YTD
24.91%
6M
35.76%
1Y
119.81%
3Y*
34.51%
5Y*
10Y*

NCLR.L

1D
0.12%
1M
-9.04%
YTD
16.09%
6M
12.53%
1Y
76.51%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between COPG.L and NCLR.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2025

0.60

The correlation between COPG.L and NCLR.L has been stable across timeframes, ranging from 0.58 to 0.60 - a consistent structural relationship.

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Return for Risk

COPG.L vs. NCLR.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: 8282
Overall Rank
COPG.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
COPG.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
COPG.L Omega Ratio Rank: 7676
Omega Ratio Rank
COPG.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
COPG.L Martin Ratio Rank: 7777
Martin Ratio Rank

NCLR.L
NCLR.L Risk / Return Rank: 4646
Overall Rank
NCLR.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
NCLR.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
NCLR.L Omega Ratio Rank: 4242
Omega Ratio Rank
NCLR.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
NCLR.L Martin Ratio Rank: 4242
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. NCLR.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 WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.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.LNCLR.LDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.44

1.27

+0.17

Calmar ratioReturn relative to maximum drawdown

4.53

2.71

+1.83

Martin ratioReturn relative to average drawdown

14.57

6.71

+7.86

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

The current COPG.L Sharpe Ratio is 3.14, which is higher than the NCLR.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of COPG.L and NCLR.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


COPG.LNCLR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

1.62

+1.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

2.29

-1.52

Drawdowns

COPG.L vs. NCLR.L - Drawdown Comparison

The maximum COPG.L drawdown since its inception was -38.84%, which is greater than NCLR.L's maximum drawdown of -28.14%. Use the drawdown chart below to compare losses from any high point for COPG.L and NCLR.L.


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Drawdown Indicators


COPG.LNCLR.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.84%

-28.14%

-10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-26.29%

-28.14%

+1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-38.84%

Current Drawdown

Current decline from peak

-5.64%

-17.34%

+11.70%

Average Drawdown

Average peak-to-trough decline

-13.96%

-8.11%

-5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.19%

11.37%

-3.18%

Volatility

COPG.L vs. NCLR.L - Volatility Comparison

Global X Copper Miners UCITS ETF USD Acc (COPG.L) and WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) have volatilities of 14.11% and 13.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPG.LNCLR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.11%

13.97%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

32.19%

34.12%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

37.96%

47.01%

-9.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.82%

47.23%

-13.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.82%

47.23%

-13.41%

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

COPG.L has a 0.65% expense ratio, which is higher than NCLR.L's 0.45% expense ratio.


Dividends

COPG.L vs. NCLR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


COPG.L and NCLR.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NCLR.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NCLR.L is cheaper with a 0.45% expense ratio, compared with 0.65% for COPG.L.

COPG.L is categorized as Commodity Producers Equities, while NCLR.L is Alternative Energy Equities. COPG.L tracks Solactive Global Copper Miners Total Return Index, while NCLR.L tracks WisdomTree Uranium and Nuclear Energy UCITS Index. They also come from different issuers: Global X and WisdomTree. Their fees differ too: 0.65% for COPG.L and 0.45% for NCLR.L.

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