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COPP vs. UC79.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPP vs. UC79.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Copper Miners ETF (COPP) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L). The values are adjusted to include any dividend payments, if applicable.

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COPP vs. UC79.L - Yearly Performance Comparison


Different Trading Currencies

COPP is traded in USD, while UC79.L is traded in GBp. To make them comparable, the UC79.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COPP achieves a 5.17% return, which is significantly higher than UC79.L's 4.79% return.


COPP

1D
2.49%
1M
-15.61%
YTD
5.17%
6M
30.79%
1Y
87.77%
3Y*
5Y*
10Y*

UC79.L

1D
3.26%
1M
-5.55%
YTD
4.79%
6M
11.84%
1Y
38.85%
3Y*
17.65%
5Y*
5.03%
10Y*
7.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPP vs. UC79.L - Expense Ratio Comparison

COPP has a 0.65% expense ratio, which is higher than UC79.L's 0.27% expense ratio.


Return for Risk

COPP vs. UC79.L — Risk / Return Rank

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

COPP
COPP Risk / Return Rank: 8888
Overall Rank
COPP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
COPP Sortino Ratio Rank: 8787
Sortino Ratio Rank
COPP Omega Ratio Rank: 8282
Omega Ratio Rank
COPP Calmar Ratio Rank: 9090
Calmar Ratio Rank
COPP Martin Ratio Rank: 9090
Martin Ratio Rank

UC79.L
UC79.L Risk / Return Rank: 4949
Overall Rank
UC79.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
UC79.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
UC79.L Omega Ratio Rank: 8686
Omega Ratio Rank
UC79.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
UC79.L Martin Ratio Rank: 2626
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 vs. UC79.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Copper Miners ETF (COPP) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L). 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.


COPPUC79.LDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.86

+1.11

Sortino ratio

Return per unit of downside risk

2.42

1.56

+0.86

Omega ratio

Gain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratio

Return relative to maximum drawdown

3.14

1.43

+1.71

Martin ratio

Return relative to average drawdown

12.03

2.82

+9.22

COPP vs. UC79.L - Sharpe Ratio Comparison

The current COPP Sharpe Ratio is 1.96, which is higher than the UC79.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of COPP and UC79.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COPPUC79.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.86

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.00

+0.92

Correlation

The correlation between COPP and UC79.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

COPP vs. UC79.L - Dividend Comparison

COPP's dividend yield for the trailing twelve months is around 2.25%, more than UC79.L's 2.00% yield.


TTM20252024202320222021202020192018201720162015
COPP
Sprott Copper Miners ETF
2.25%2.37%2.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
2.00%2.14%1.79%2.38%2.06%1.35%1.81%2.11%2.11%1.97%2.15%1.60%

Drawdowns

COPP vs. UC79.L - Drawdown Comparison

The maximum COPP drawdown since its inception was -44.37%, smaller than the maximum UC79.L drawdown of -99.88%. Use the drawdown chart below to compare losses from any high point for COPP and UC79.L.


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Drawdown Indicators


COPPUC79.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.37%

-99.87%

+55.50%

Max Drawdown (1Y)

Largest decline over 1 year

-28.91%

-25.91%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

Max Drawdown (10Y)

Largest decline over 10 years

-99.87%

Current Drawdown

Current decline from peak

-17.51%

-99.72%

+82.21%

Average Drawdown

Average peak-to-trough decline

-14.33%

-83.67%

+69.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

13.93%

-6.39%

Volatility

COPP vs. UC79.L - Volatility Comparison

Sprott Copper Miners ETF (COPP) has a higher volatility of 19.20% compared to UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) at 7.81%. This indicates that COPP's price experiences larger fluctuations and is considered to be riskier than UC79.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPPUC79.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.20%

7.81%

+11.39%

Volatility (6M)

Calculated over the trailing 6-month period

34.25%

41.79%

-7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

44.94%

45.22%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.02%

26.26%

+13.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.02%

17,371.06%

-17,331.04%