PortfoliosLab logoPortfoliosLab logo
COPJ vs. XSLE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPJ vs. XSLE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Junior Copper Miners ETF (COPJ) and Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

COPJ is traded in USD, while XSLE.DE is traded in EUR. To make them comparable, the XSLE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COPJ achieves a 0.79% return, which is significantly higher than XSLE.DE's -28.28% return.


COPJ

1D
2.38%
1M
-11.17%
YTD
0.79%
6M
-0.15%
1Y
82.49%
3Y*
38.25%
5Y*
10Y*

XSLE.DE

1D
0.00%
1M
-25.65%
YTD
-28.28%
6M
-28.28%
1Y
48.53%
3Y*
33.30%
5Y*
12.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPJ vs. XSLE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
COPJ
Sprott Junior Copper Miners ETF
0.79%140.63%11.07%-6.47%
XSLE.DE
Xtrackers IE Physical Silver (EUR Hedged) ETC Securities
-28.28%181.42%13.27%-2.66%

Correlation

The correlation between COPJ and XSLE.DE is 0.56, 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

0.56

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

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2023

0.52

The correlation between COPJ and XSLE.DE has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

COPJ vs. XSLE.DE — Risk / Return Rank

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

COPJ
COPJ Risk / Return Rank: 5757
Overall Rank
COPJ Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
COPJ Sortino Ratio Rank: 5454
Sortino Ratio Rank
COPJ Omega Ratio Rank: 5858
Omega Ratio Rank
COPJ Calmar Ratio Rank: 6161
Calmar Ratio Rank
COPJ Martin Ratio Rank: 4646
Martin Ratio Rank

XSLE.DE
XSLE.DE Risk / Return Rank: 2727
Overall Rank
XSLE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XSLE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XSLE.DE Omega Ratio Rank: 3333
Omega Ratio Rank
XSLE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XSLE.DE Martin Ratio Rank: 2121
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.

COPJ vs. XSLE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Copper Miners ETF (COPJ) and Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


COPJXSLE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratioReturn relative to maximum drawdown

2.57

0.92

+1.65

Martin ratioReturn relative to average drawdown

6.71

2.04

+4.68

COPJ vs. XSLE.DE - Sharpe Ratio Comparison

The current COPJ Sharpe Ratio is 1.84, which is higher than the XSLE.DE Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of COPJ and XSLE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

COPJ vs. XSLE.DE - Drawdown Comparison

The maximum COPJ drawdown since its inception was -32.28%, smaller than the maximum XSLE.DE drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for COPJ and XSLE.DE.


Loading charts...

Drawdown Indicators


COPJXSLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.28%

-52.59%

+20.31%

Max Drawdown (1Y)

Largest decline over 1 year

-32.28%

-52.59%

+20.31%

Max Drawdown (3Y)

Largest decline over 3 years

-32.28%

-52.59%

+20.31%

Max Drawdown (5Y)

Largest decline over 5 years

-52.59%

Current Drawdown

Current decline from peak

-22.96%

-52.59%

+29.63%

Average Drawdown

Average peak-to-trough decline

-12.08%

-21.89%

+9.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.33%

23.77%

-11.44%

Volatility

COPJ vs. XSLE.DE - Volatility Comparison

Sprott Junior Copper Miners ETF (COPJ) has a higher volatility of 18.91% compared to Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) at 15.90%. This indicates that COPJ's price experiences larger fluctuations and is considered to be riskier than XSLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


COPJXSLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.91%

15.90%

+3.01%

Volatility (6M)

Calculated over the trailing 6-month period

38.69%

56.65%

-17.96%

Volatility (1Y)

Calculated over the trailing 1-year period

44.95%

60.21%

-15.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.66%

38.50%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.66%

38.36%

-2.70%

COPJ vs. XSLE.DE - Expense Ratio Comparison

COPJ has a 0.78% expense ratio, which is higher than XSLE.DE's 0.73% expense ratio.


Dividends

COPJ vs. XSLE.DE - Dividend Comparison

COPJ's dividend yield for the trailing twelve months is around 11.48%, while XSLE.DE has not paid dividends to shareholders.


PositionTTM202520242023
COPJ
Sprott Junior Copper Miners ETF
11.48%11.57%11.64%2.48%
XSLE.DE
Xtrackers IE Physical Silver (EUR Hedged) ETC Securities
0.00%0.00%0.00%0.00%

Frequently Asked Questions


COPJ and XSLE.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSLE.DE is cheaper at 0.73% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSLE.DE is cheaper with a 0.73% expense ratio, compared with 0.78% for COPJ.

COPJ is categorized as Copper, while XSLE.DE is Silver. COPJ tracks Nasdaq Sprott Junior Copper Miners Index, while XSLE.DE tracks LBMA Silver Price (EUR Hedged). They also come from different issuers: Sprott and Xtrackers. Their fees differ too: 0.78% for COPJ and 0.73% for XSLE.DE.

Portfolio Optimizer

Find the right allocation for COPJ and XSLE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer