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COPP.L vs. CPXR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPP.L vs. CPXR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Sprott Pure Play Copper Miners UCITS ETF (COPP.L) and USCF Daily Target 2X Copper Index ETF (CPXR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

COPP.L is traded in GBP, while CPXR is traded in USD. To make them comparable, the CPXR values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, COPP.L achieves a 5.97% return, which is significantly lower than CPXR's 8.07% return.


COPP.L

1D
0.00%
1M
-8.00%
YTD
5.97%
6M
3.80%
1Y
91.87%
3Y*
5Y*
10Y*

CPXR

1D
3.32%
1M
-9.16%
YTD
8.07%
6M
12.18%
1Y
21.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPP.L vs. CPXR - Yearly Performance Comparison


Correlation

The correlation between COPP.L and CPXR is 0.60, 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

0.60

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2025

0.54

The correlation between COPP.L and CPXR has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.

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Return for Risk

COPP.L vs. CPXR — Risk / Return Rank

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

COPP.L
COPP.L Risk / Return Rank: 5858
Overall Rank
COPP.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
COPP.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
COPP.L Omega Ratio Rank: 6464
Omega Ratio Rank
COPP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
COPP.L Martin Ratio Rank: 5151
Martin Ratio Rank

CPXR
CPXR Risk / Return Rank: 1515
Overall Rank
CPXR Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CPXR Sortino Ratio Rank: 1616
Sortino Ratio Rank
CPXR Omega Ratio Rank: 2020
Omega Ratio Rank
CPXR Calmar Ratio Rank: 1313
Calmar Ratio Rank
CPXR Martin Ratio Rank: 1212
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.

COPP.L vs. CPXR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Pure Play Copper Miners UCITS ETF (COPP.L) and USCF Daily Target 2X Copper Index ETF (CPXR). 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.


COPP.LCPXRDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.34

1.14

+0.20

Calmar ratioReturn relative to maximum drawdown

3.31

0.46

+2.85

Martin ratioReturn relative to average drawdown

7.86

0.85

+7.01

COPP.L vs. CPXR - Sharpe Ratio Comparison

The current COPP.L Sharpe Ratio is 1.56, which is higher than the CPXR Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of COPP.L and CPXR, 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

COPP.L vs. CPXR - Drawdown Comparison

The maximum COPP.L drawdown since its inception was -36.29%, smaller than the maximum CPXR drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for COPP.L and CPXR.


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Drawdown Indicators


COPP.LCPXRDifference

Max Drawdown

Largest peak-to-trough decline

-36.29%

-47.04%

+10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-27.75%

-47.04%

+19.29%

Current Drawdown

Current decline from peak

-16.15%

-15.71%

-0.44%

Average Drawdown

Average peak-to-trough decline

-12.22%

-19.73%

+7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.69%

25.58%

-13.89%

Volatility

COPP.L vs. CPXR - Volatility Comparison

The current volatility for Sprott Pure Play Copper Miners UCITS ETF (COPP.L) is 15.77%, while USCF Daily Target 2X Copper Index ETF (CPXR) has a volatility of 17.73%. This indicates that COPP.L experiences smaller price fluctuations and is considered to be less risky than CPXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPP.LCPXRDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.77%

17.73%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

36.53%

44.56%

-8.03%

Volatility (1Y)

Calculated over the trailing 1-year period

58.99%

68.14%

-9.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4,908.42%

66.24%

+4,842.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4,908.42%

66.24%

+4,842.18%

COPP.L vs. CPXR - Expense Ratio Comparison

COPP.L has a 0.65% expense ratio, which is lower than CPXR's 1.20% expense ratio.


Dividends

COPP.L vs. CPXR - Dividend Comparison

COPP.L has not paid dividends to shareholders, while CPXR's dividend yield for the trailing twelve months is around 0.66%.


Frequently Asked Questions


COPP.L and CPXR have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COPP.L is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COPP.L is cheaper with a 0.65% expense ratio, compared with 1.20% for CPXR.

COPP.L tracks Nasdaq Sprott Copper Miners Index, while CPXR tracks SummerHaven Copper Index. They also come from different issuers: Sprott and USCF. Their fees differ too: 0.65% for COPP.L and 1.20% for CPXR.

Portfolio Optimizer

Find the right allocation for COPP.L and CPXR

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

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