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COPM.AS vs. ICOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPM.AS vs. ICOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Copper Miners UCITS ETF (COPM.AS) and iShares Copper and Metals Mining ETF (ICOP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COPM.AS achieves a 19.91% return, which is significantly higher than ICOP's 13.96% return.


COPM.AS

1D
0.00%
1M
2.17%
YTD
19.91%
6M
19.83%
1Y
98.53%
3Y*
32.38%
5Y*
10Y*

ICOP

1D
-5.31%
1M
-3.15%
YTD
13.96%
6M
12.44%
1Y
82.41%
3Y*
30.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPM.AS vs. ICOP - Yearly Performance Comparison


2026 (YTD)202520242023
COPM.AS
iShares Copper Miners UCITS ETF
19.91%82.17%0.45%3.12%
ICOP
iShares Copper and Metals Mining ETF
13.96%78.01%1.10%8.08%

Correlation

The correlation between COPM.AS and ICOP is 0.80, 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

0.80

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2023

0.79

The correlation between COPM.AS and ICOP has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.

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Return for Risk

COPM.AS vs. ICOP — 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: 6868
Omega Ratio Rank
COPM.AS Calmar Ratio Rank: 8181
Calmar Ratio Rank
COPM.AS Martin Ratio Rank: 7777
Martin Ratio Rank

ICOP
ICOP Risk / Return Rank: 6161
Overall Rank
ICOP Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ICOP Sortino Ratio Rank: 5454
Sortino Ratio Rank
ICOP Omega Ratio Rank: 5656
Omega Ratio Rank
ICOP Calmar Ratio Rank: 6666
Calmar Ratio Rank
ICOP Martin Ratio Rank: 6464
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. ICOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Copper Miners UCITS ETF (COPM.AS) and iShares Copper and Metals Mining ETF (ICOP). 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.ASICOPDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.37

1.33

+0.04

Calmar ratioReturn relative to maximum drawdown

3.87

3.17

+0.70

Martin ratioReturn relative to average drawdown

13.44

11.16

+2.28

COPM.AS vs. ICOP - Sharpe Ratio Comparison

The current COPM.AS Sharpe Ratio is 2.50, which is comparable to the ICOP Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of COPM.AS and ICOP, 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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Drawdowns

COPM.AS vs. ICOP - Drawdown Comparison

The maximum COPM.AS drawdown since its inception was -37.12%, roughly equal to the maximum ICOP drawdown of -38.67%. Use the drawdown chart below to compare losses from any high point for COPM.AS and ICOP.


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Drawdown Indicators


COPM.ASICOPDifference

Max Drawdown

Largest peak-to-trough decline

-37.12%

-38.67%

+1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-25.05%

-26.13%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-37.12%

-38.67%

+1.55%

Current Drawdown

Current decline from peak

-8.46%

-13.41%

+4.95%

Average Drawdown

Average peak-to-trough decline

-11.49%

-11.61%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.26%

7.41%

-0.15%

Volatility

COPM.AS vs. ICOP - Volatility Comparison

The current volatility for iShares Copper Miners UCITS ETF (COPM.AS) is 13.35%, while iShares Copper and Metals Mining ETF (ICOP) has a volatility of 16.27%. This indicates that COPM.AS experiences smaller price fluctuations and is considered to be less risky than ICOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPM.ASICOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.35%

16.27%

-2.92%

Volatility (6M)

Calculated over the trailing 6-month period

33.27%

35.00%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

38.76%

39.67%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.50%

34.44%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.50%

34.44%

-0.94%

COPM.AS vs. ICOP - Expense Ratio Comparison

COPM.AS has a 0.55% expense ratio, which is higher than ICOP's 0.47% expense ratio.


Dividends

COPM.AS vs. ICOP - Dividend Comparison

COPM.AS has not paid dividends to shareholders, while ICOP's dividend yield for the trailing twelve months is around 1.78%.


PositionTTM202520242023
COPM.AS
iShares Copper Miners UCITS ETF
0.00%0.00%0.00%0.00%
ICOP
iShares Copper and Metals Mining ETF
1.78%2.08%1.87%2.15%

Frequently Asked Questions


COPM.AS and ICOP have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICOP is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICOP is cheaper with a 0.47% expense ratio, compared with 0.55% for COPM.AS.

COPM.AS tracks STOXX Global Copper Miners Index, while ICOP tracks STOXX Global Copper and Metals Mining Index. Their fees differ too: 0.55% for COPM.AS and 0.47% for ICOP.

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