PortfoliosLab logoPortfoliosLab logo
COPG.L vs. QYLP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPG.L vs. QYLP.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 NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

COPG.L vs. QYLP.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%4.90%
QYLP.L
Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP
-0.49%-4.48%21.40%14.93%-2.55%

Returns By Period

In the year-to-date period, COPG.L achieves a 9.97% return, which is significantly higher than QYLP.L's -0.49% return.


COPG.L

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

QYLP.L

1D
1.07%
1M
-0.54%
YTD
-0.49%
6M
6.36%
1Y
5.94%
3Y*
6.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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


Return for Risk

COPG.L vs. QYLP.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

QYLP.L
QYLP.L Risk / Return Rank: 3030
Overall Rank
QYLP.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QYLP.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
QYLP.L Omega Ratio Rank: 2525
Omega Ratio Rank
QYLP.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
QYLP.L Martin Ratio Rank: 3535
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. QYLP.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 NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.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.LQYLP.LDifference

Sharpe ratio

Return per unit of total volatility

2.63

0.44

+2.19

Sortino ratio

Return per unit of downside risk

2.99

0.70

+2.29

Omega ratio

Gain probability vs. loss probability

1.39

1.11

+0.29

Calmar ratio

Return relative to maximum drawdown

3.87

1.12

+2.76

Martin ratio

Return relative to average drawdown

15.49

3.30

+12.19

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

The current COPG.L Sharpe Ratio is 2.63, which is higher than the QYLP.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of COPG.L and QYLP.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.


Loading graphics...

Sharpe Ratios by Period


COPG.LQYLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

0.44

+2.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.64

+0.06

Correlation

The correlation between COPG.L and QYLP.L is 0.15, 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. QYLP.L - Dividend Comparison

COPG.L has not paid dividends to shareholders, while QYLP.L's dividend yield for the trailing twelve months is around 7.98%.


TTM202520242023
COPG.L
Global X Copper Miners UCITS ETF USD Acc
0.00%0.00%0.00%0.00%
QYLP.L
Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP
7.98%8.93%8.31%9.56%

Drawdowns

COPG.L vs. QYLP.L - Drawdown Comparison

The maximum COPG.L drawdown since its inception was -38.84%, which is greater than QYLP.L's maximum drawdown of -22.40%. Use the drawdown chart below to compare losses from any high point for COPG.L and QYLP.L.


Loading graphics...

Drawdown Indicators


COPG.LQYLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.84%

-22.40%

-16.44%

Max Drawdown (1Y)

Largest decline over 1 year

-26.29%

-9.45%

-16.84%

Current Drawdown

Current decline from peak

-16.93%

-9.34%

-7.59%

Average Drawdown

Average peak-to-trough decline

-14.03%

-5.57%

-8.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

1.76%

+4.81%

Volatility

COPG.L vs. QYLP.L - Volatility Comparison

Global X Copper Miners UCITS ETF USD Acc (COPG.L) has a higher volatility of 16.02% compared to Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L) at 3.32%. This indicates that COPG.L's price experiences larger fluctuations and is considered to be riskier than QYLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


COPG.LQYLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.02%

3.32%

+12.70%

Volatility (6M)

Calculated over the trailing 6-month period

30.87%

7.09%

+23.78%

Volatility (1Y)

Calculated over the trailing 1-year period

37.62%

13.42%

+24.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.37%

12.42%

+20.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.37%

12.42%

+20.95%