COPJ vs. XLEI

Last updated Apr 2, 2026

Compare and contrast key facts about Sprott Junior Copper Miners ETF (COPJ) and State Street Energy Select Sector SPDR Premium Income ETF (XLEI).

COPJ and XLEI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COPJ is a passively managed fund by Sprott that tracks the performance of the Nasdaq Sprott Junior Copper Miners Index - Benchmark TR Net. It was launched on Feb 1, 2023. XLEI is a passively managed fund by State Street that tracks the performance of the S&P Energy Select Sector. It was launched on Jul 29, 2025. Both COPJ and XLEI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

COPJ vs. XLEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Junior Copper Miners ETF (COPJ) and State Street Energy Select Sector SPDR Premium Income ETF (XLEI). The values are adjusted to include any dividend payments, if applicable.

COPJ vs. XLEI - Yearly Performance Comparison

	2026 (YTD)	2025
COPJ Sprott Junior Copper Miners ETF	1.20%	81.65%
XLEI State Street Energy Select Sector SPDR Premium Income ETF	17.92%	6.77%

Returns By Period

In the year-to-date period, COPJ achieves a 1.20% return, which is significantly lower than XLEI's 17.92% return.

COPJ

• 1D: 2.03%
• 1M: -19.66%
• YTD: 1.20%
• 6M: 38.36%
• 1Y: 122.82%
• 3Y*: 38.27%
• 5Y*: —
• 10Y*: —

XLEI

• 1D: -2.12%
• 1M: 4.17%
• YTD: 17.92%
• 6M: 22.25%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COPJ vs. XLEI - Expense Ratio Comparison

COPJ has a 0.78% expense ratio, which is higher than XLEI's 0.35% expense ratio.

COPJ

Sprott Junior Copper Miners ETF

XLEI

State Street Energy Select Sector SPDR Premium Income ETF

Return for Risk

COPJ vs. XLEI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COPJ

COPJ Risk / Return Rank: 95
COPJ Sharpe Ratio Rank: 97
COPJ Sortino Ratio Rank: 95
COPJ Omega Ratio Rank: 94
COPJ Calmar Ratio Rank: 94
COPJ Martin Ratio Rank: 93

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.

COPJ vs. XLEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Copper Miners ETF (COPJ) and State Street Energy Select Sector SPDR Premium Income ETF (XLEI). 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.

	COPJ	XLEI	Difference
Sharpe ratio Return per unit of total volatility	2.96	—	—
Sortino ratio Return per unit of downside risk	3.13	—	—
Omega ratio Gain probability vs. loss probability	1.45	—	—
Calmar ratio Return relative to maximum drawdown	3.78	—	—
Martin ratio Return relative to average drawdown	13.93	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	COPJ	XLEI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.96	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	3.50	-2.47

Correlation

The correlation between COPJ and XLEI 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

COPJ vs. XLEI - Dividend Comparison

COPJ's dividend yield for the trailing twelve months is around 11.44%, less than XLEI's 13.66% yield.

	TTM	2025	2024	2023
COPJ Sprott Junior Copper Miners ETF	11.44%	11.57%	11.64%	2.48%
XLEI State Street Energy Select Sector SPDR Premium Income ETF	13.66%	10.17%	0.00%	0.00%

Drawdowns

COPJ vs. XLEI - Drawdown Comparison

The maximum COPJ drawdown since its inception was -32.28%, which is greater than XLEI's maximum drawdown of -5.31%. Use the drawdown chart below to compare losses from any high point for COPJ and XLEI.

Drawdown Indicators

	COPJ	XLEI	Difference
Max Drawdown Largest peak-to-trough decline	-32.28%	-5.31%	-26.97%
Max Drawdown (1Y) Largest decline over 1 year	-32.28%	—	—
Current Drawdown Current decline from peak	-22.65%	-3.02%	-19.63%
Average Drawdown Average peak-to-trough decline	-11.59%	-0.95%	-10.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.76%	—	—

Volatility

Volatility by Period

	COPJ	XLEI	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.82%	—	—
Volatility (6M) Calculated over the trailing 6-month period	34.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	41.70%	11.73%	+29.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.87%	11.73%	+22.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.87%	11.73%	+22.14%