COPP.TO vs. HURA.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Copper Producers Index ETF (COPP.TO) and Global X Uranium Index ETF (HURA.TO).

COPP.TO and HURA.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COPP.TO is a passively managed fund by Global X that tracks the performance of the Solactive North American Listed Copper Producers Index. It was launched on May 16, 2022. HURA.TO is a passively managed fund by Global X that tracks the performance of the Solactive Global Uranium & Nuclear Components Total Return Index. It was launched on May 15, 2019. Both COPP.TO and HURA.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

COPP.TO vs. HURA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Copper Producers Index ETF (COPP.TO) and Global X Uranium Index ETF (HURA.TO). The values are adjusted to include any dividend payments, if applicable.

COPP.TO vs. HURA.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
COPP.TO Global X Copper Producers Index ETF	2.05%	66.80%	15.35%	11.74%	-4.85%
HURA.TO Global X Uranium Index ETF	11.72%	43.18%	3.05%	61.03%	3.00%

Returns By Period

In the year-to-date period, COPP.TO achieves a 2.05% return, which is significantly lower than HURA.TO's 11.72% return.

COPP.TO

• 1D: 8.08%
• 1M: -18.57%
• YTD: 2.05%
• 6M: 21.76%
• 1Y: 74.15%
• 3Y*: 24.82%
• 5Y*: —
• 10Y*: —

HURA.TO

• 1D: 4.70%
• 1M: -8.56%
• YTD: 11.72%
• 6M: -0.03%
• 1Y: 107.11%
• 3Y*: 37.96%
• 5Y*: 27.92%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COPP.TO vs. HURA.TO - Expense Ratio Comparison

COPP.TO has a 0.65% expense ratio, which is lower than HURA.TO's 0.98% expense ratio.

HURA.TO

Global X Uranium Index ETF

COPP.TO

Global X Copper Producers Index ETF

Return for Risk

COPP.TO vs. HURA.TO — Risk / Return Rank

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

COPP.TO

COPP.TO Risk / Return Rank: 82
COPP.TO Sharpe Ratio Rank: 85
COPP.TO Sortino Ratio Rank: 83
COPP.TO Omega Ratio Rank: 78
COPP.TO Calmar Ratio Rank: 83
COPP.TO Martin Ratio Rank: 82

HURA.TO

HURA.TO Risk / Return Rank: 88
HURA.TO Sharpe Ratio Rank: 94
HURA.TO Sortino Ratio Rank: 93
HURA.TO Omega Ratio Rank: 85
HURA.TO Calmar Ratio Rank: 93
HURA.TO Martin Ratio Rank: 76

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.TO vs. HURA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Copper Producers Index ETF (COPP.TO) and Global X Uranium Index ETF (HURA.TO). 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.

	COPP.TO	HURA.TO	Difference
Sharpe ratio Return per unit of total volatility	1.75	2.25	-0.50
Sortino ratio Return per unit of downside risk	2.22	2.86	-0.64
Omega ratio Gain probability vs. loss probability	1.30	1.34	-0.04
Calmar ratio Return relative to maximum drawdown	2.48	3.41	-0.94
Martin ratio Return relative to average drawdown	9.39	8.02	+1.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COPP.TO vs. HURA.TO - Sharpe Ratio Comparison

The current COPP.TO Sharpe Ratio is 1.75, which is comparable to the HURA.TO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of COPP.TO and HURA.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	COPP.TO	HURA.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	2.25	-0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.77	-0.22

Correlation

The correlation between COPP.TO and HURA.TO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

COPP.TO vs. HURA.TO - Dividend Comparison

COPP.TO's dividend yield for the trailing twelve months is around 0.17%, more than HURA.TO's 0.08% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
COPP.TO Global X Copper Producers Index ETF	0.17%	0.18%	0.19%	0.73%	1.20%	0.00%	0.00%	0.00%
HURA.TO Global X Uranium Index ETF	0.08%	0.09%	0.75%	1.03%	1.46%	1.26%	0.63%	0.82%

Drawdowns

COPP.TO vs. HURA.TO - Drawdown Comparison

The maximum COPP.TO drawdown since its inception was -40.80%, smaller than the maximum HURA.TO drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for COPP.TO and HURA.TO.

Drawdown Indicators

	COPP.TO	HURA.TO	Difference
Max Drawdown Largest peak-to-trough decline	-40.80%	-43.51%	+2.71%
Max Drawdown (1Y) Largest decline over 1 year	-28.09%	-30.61%	+2.52%
Max Drawdown (5Y) Largest decline over 5 years	—	-42.97%	—
Current Drawdown Current decline from peak	-18.69%	-22.39%	+3.70%
Average Drawdown Average peak-to-trough decline	-14.24%	-14.35%	+0.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.42%	13.03%	-5.61%

Volatility

COPP.TO vs. HURA.TO - Volatility Comparison

Global X Copper Producers Index ETF (COPP.TO) has a higher volatility of 17.91% compared to Global X Uranium Index ETF (HURA.TO) at 13.09%. This indicates that COPP.TO's price experiences larger fluctuations and is considered to be riskier than HURA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COPP.TO	HURA.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.91%	13.09%	+4.82%
Volatility (6M) Calculated over the trailing 6-month period	31.73%	37.50%	-5.77%
Volatility (1Y) Calculated over the trailing 1-year period	42.64%	47.83%	-5.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.95%	39.88%	-1.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.95%	38.67%	-0.72%