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COPP.L vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPP.L vs. QDVE.DE - 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 iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). 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 QDVE.DE is traded in EUR. To make them comparable, the QDVE.DE 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 8.21% return, which is significantly lower than QDVE.DE's 16.48% return.


COPP.L

1D
0.00%
1M
-10.98%
6M
-2.16%
YTD
8.21%
1Y
85.98%
3Y*
5Y*
10Y*

QDVE.DE

1D
-1.52%
1M
-3.57%
6M
18.47%
YTD
16.48%
1Y
30.50%
3Y*
27.96%
5Y*
21.47%
10Y*
25.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPP.L vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
COPP.L
Sprott Pure Play Copper Miners UCITS ETF
8.21%90.17%10.61%8,974.24%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
16.48%15.73%39.72%3.79%

Correlation

The correlation between COPP.L and QDVE.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2023

0.29

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Return for Risk

COPP.L vs. QDVE.DE — 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: 5959
Overall Rank
COPP.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
COPP.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
COPP.L Omega Ratio Rank: 6767
Omega Ratio Rank
COPP.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
COPP.L Martin Ratio Rank: 5151
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 5050
Overall Rank
QDVE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 5050
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4141
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. QDVE.DE - 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 iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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.


COPP.LQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.32

1.24

+0.08

Calmar ratioReturn relative to maximum drawdown

3.10

1.85

+1.25

Martin ratioReturn relative to average drawdown

7.00

4.47

+2.53

COPP.L vs. QDVE.DE - Sharpe Ratio Comparison

The current COPP.L Sharpe Ratio is 1.45, which is comparable to the QDVE.DE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of COPP.L and QDVE.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.


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Drawdowns

COPP.L vs. QDVE.DE - Drawdown Comparison

The maximum COPP.L drawdown since its inception was -36.29%, which is greater than QDVE.DE's maximum drawdown of -28.27%. Use the drawdown chart below to compare losses from any high point for COPP.L and QDVE.DE.


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Drawdown Indicators


COPP.LQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.29%

-28.27%

-8.02%

Max Drawdown (1Y)

Largest decline over 1 year

-27.75%

-16.44%

-11.31%

Max Drawdown (3Y)

Largest decline over 3 years

-28.27%

Max Drawdown (5Y)

Largest decline over 5 years

-28.27%

Max Drawdown (10Y)

Largest decline over 10 years

-28.27%

Current Drawdown

Current decline from peak

-14.37%

-8.08%

-6.29%

Average Drawdown

Average peak-to-trough decline

-12.30%

-5.21%

-7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.28%

6.80%

+5.48%

Volatility

COPP.L vs. QDVE.DE - Volatility Comparison

Sprott Pure Play Copper Miners UCITS ETF (COPP.L) has a higher volatility of 12.59% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 7.24%. This indicates that COPP.L's price experiences larger fluctuations and is considered to be riskier than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPP.LQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.59%

7.24%

+5.35%

Volatility (6M)

Calculated over the trailing 6-month period

36.85%

16.39%

+20.46%

Volatility (1Y)

Calculated over the trailing 1-year period

59.33%

21.59%

+37.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4,855.84%

22.52%

+4,833.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4,855.84%

21.63%

+4,834.21%

COPP.L vs. QDVE.DE - Expense Ratio Comparison

COPP.L has a 0.65% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.


Dividends

COPP.L vs. QDVE.DE - Dividend Comparison

Neither COPP.L nor QDVE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COPP.L and QDVE.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.65% for COPP.L.

COPP.L is categorized as Copper, while QDVE.DE is Technology Equities. COPP.L tracks Nasdaq Sprott Copper Miners Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Sprott and iShares. Their fees differ too: 0.65% for COPP.L and 0.15% for QDVE.DE.

Portfolio Optimizer

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