PortfoliosLab logoPortfoliosLab logo
COPM.AS vs. 8PSG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPM.AS vs. 8PSG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Copper Miners UCITS ETF (COPM.AS) and Invesco Physical Gold ETC (8PSG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

COPM.AS is traded in USD, while 8PSG.DE is traded in EUR. To make them comparable, the 8PSG.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COPM.AS achieves a 25.99% return, which is significantly higher than 8PSG.DE's 1.53% return.


COPM.AS

1D
-1.41%
1M
-1.51%
YTD
25.99%
6M
34.97%
1Y
101.70%
3Y*
5Y*
10Y*

8PSG.DE

1D
0.69%
1M
-4.84%
YTD
1.53%
6M
4.30%
1Y
31.64%
3Y*
31.51%
5Y*
18.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPM.AS vs. 8PSG.DE - Yearly Performance Comparison


2026 (YTD)202520242023
COPM.AS
iShares Copper Miners UCITS ETF
25.99%82.17%0.45%4.44%
8PSG.DE
Invesco Physical Gold ETC
1.53%68.18%26.61%7.12%

Correlation

The correlation between COPM.AS and 8PSG.DE is 0.59, 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

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2023

0.45

The correlation between COPM.AS and 8PSG.DE shifts across timeframes, from 0.45 (all time) to 0.59 (1 year), reflecting how their relationship changes across market environments.

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

COPM.AS vs. 8PSG.DE — Risk / Return Rank

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

COPM.AS
COPM.AS Risk / Return Rank: 7777
Overall Rank
COPM.AS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
COPM.AS Sortino Ratio Rank: 7575
Sortino Ratio Rank
COPM.AS Omega Ratio Rank: 6969
Omega Ratio Rank
COPM.AS Calmar Ratio Rank: 8080
Calmar Ratio Rank
COPM.AS Martin Ratio Rank: 7878
Martin Ratio Rank

8PSG.DE
8PSG.DE Risk / Return Rank: 3636
Overall Rank
8PSG.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
8PSG.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
8PSG.DE Omega Ratio Rank: 4040
Omega Ratio Rank
8PSG.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
8PSG.DE Martin Ratio Rank: 3232
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.

COPM.AS vs. 8PSG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Copper Miners UCITS ETF (COPM.AS) and Invesco Physical Gold ETC (8PSG.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.


COPM.AS8PSG.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.40

1.25

+0.15

Calmar ratioReturn relative to maximum drawdown

4.09

1.88

+2.21

Martin ratioReturn relative to average drawdown

14.72

4.79

+9.93

COPM.AS vs. 8PSG.DE - Sharpe Ratio Comparison

The current COPM.AS Sharpe Ratio is 2.75, which is higher than the 8PSG.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of COPM.AS and 8PSG.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

COPM.AS vs. 8PSG.DE - Drawdown Comparison

The maximum COPM.AS drawdown since its inception was -37.12%, which is greater than 8PSG.DE's maximum drawdown of -21.38%. Use the drawdown chart below to compare losses from any high point for COPM.AS and 8PSG.DE.


Loading charts...

Drawdown Indicators


COPM.AS8PSG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.12%

-21.38%

-15.74%

Max Drawdown (1Y)

Largest decline over 1 year

-25.05%

-17.16%

-7.89%

Max Drawdown (3Y)

Largest decline over 3 years

-17.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

Current Drawdown

Current decline from peak

-3.81%

-15.62%

+11.81%

Average Drawdown

Average peak-to-trough decline

-11.53%

-6.92%

-4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.98%

6.75%

+0.23%

Volatility

COPM.AS vs. 8PSG.DE - Volatility Comparison

iShares Copper Miners UCITS ETF (COPM.AS) has a higher volatility of 13.86% compared to Invesco Physical Gold ETC (8PSG.DE) at 5.66%. This indicates that COPM.AS's price experiences larger fluctuations and is considered to be riskier than 8PSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


COPM.AS8PSG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.86%

5.66%

+8.20%

Volatility (6M)

Calculated over the trailing 6-month period

31.88%

21.07%

+10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

37.25%

24.33%

+12.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.30%

17.32%

+16.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.30%

17.49%

+16.81%

COPM.AS vs. 8PSG.DE - Expense Ratio Comparison

COPM.AS has a 0.55% expense ratio, which is higher than 8PSG.DE's 0.12% expense ratio.


Dividends

COPM.AS vs. 8PSG.DE - Dividend Comparison

Neither COPM.AS nor 8PSG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COPM.AS and 8PSG.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 8PSG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

8PSG.DE is cheaper with a 0.12% expense ratio, compared with 0.55% for COPM.AS.

COPM.AS is categorized as Commodity Producers Equities, while 8PSG.DE is Gold. COPM.AS tracks STOXX Global Copper Miners Index, while 8PSG.DE tracks LBMA Gold Price PM. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.55% for COPM.AS and 0.12% for 8PSG.DE.

Portfolio Optimizer

Find the right allocation for COPM.AS and 8PSG.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