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

Performance

COPG.L vs. SGLN.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 iShares Physical Gold ETC (SGLN.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 SGLN.L is traded in GBp. To make them comparable, the SGLN.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 SGLN.L's 3.89% return.


COPG.L

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

SGLN.L

1D
0.70%
1M
-1.36%
YTD
3.89%
6M
5.42%
1Y
33.75%
3Y*
28.17%
5Y*
20.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
COPG.L
Global X Copper Miners UCITS ETF USD Acc
24.91%82.05%3.66%3.03%14.35%-1.92%
SGLN.L
iShares Physical Gold ETC
3.89%53.66%28.20%7.24%11.84%-0.02%

Correlation

The correlation between COPG.L and SGLN.L is 0.54, 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

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2021

0.27

Over the past year, COPG.L and SGLN.L have become more correlated (0.54) than their long-term average of 0.27, meaning their price movements have been converging.

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Return for Risk

COPG.L vs. SGLN.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

SGLN.L
SGLN.L Risk / Return Rank: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
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. SGLN.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 iShares Physical Gold ETC (SGLN.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.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+1.69

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.44

1.29

+0.15

Calmar ratioReturn relative to maximum drawdown

4.53

1.91

+2.62

Martin ratioReturn relative to average drawdown

14.57

5.05

+9.52

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

The current COPG.L Sharpe Ratio is 3.14, which is higher than the SGLN.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of COPG.L and SGLN.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.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

1.45

+1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.55

+0.22

Drawdowns

COPG.L vs. SGLN.L - Drawdown Comparison

The maximum COPG.L drawdown since its inception was -38.84%, smaller than the maximum SGLN.L drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for COPG.L and SGLN.L.


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Drawdown Indicators


COPG.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.84%

-41.71%

+2.87%

Max Drawdown (1Y)

Largest decline over 1 year

-26.29%

-17.57%

-8.72%

Max Drawdown (3Y)

Largest decline over 3 years

-38.84%

-17.57%

-21.27%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

Current Drawdown

Current decline from peak

-5.64%

-16.01%

+10.37%

Average Drawdown

Average peak-to-trough decline

-13.96%

-14.76%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.19%

6.67%

+1.52%

Volatility

COPG.L vs. SGLN.L - Volatility Comparison

Global X Copper Miners UCITS ETF USD Acc (COPG.L) has a higher volatility of 14.11% compared to iShares Physical Gold ETC (SGLN.L) at 5.08%. This indicates that COPG.L's price experiences larger fluctuations and is considered to be riskier than SGLN.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.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.11%

5.08%

+9.03%

Volatility (6M)

Calculated over the trailing 6-month period

32.19%

20.08%

+12.11%

Volatility (1Y)

Calculated over the trailing 1-year period

37.96%

23.19%

+14.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.82%

16.30%

+17.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.82%

15.78%

+18.04%

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

COPG.L has a 0.65% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

COPG.L vs. SGLN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


COPG.L and SGLN.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.65% for COPG.L.

COPG.L is categorized as Commodity Producers Equities, while SGLN.L is Gold. COPG.L tracks Solactive Global Copper Miners Total Return Index, while SGLN.L tracks LBMA Gold Price. They also come from different issuers: Global X and iShares. Their fees differ too: 0.65% for COPG.L and 0.12% for SGLN.L.

Portfolio Optimizer

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