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COPP vs. XES
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPP vs. XES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Copper Miners ETF (COPP) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). The values are adjusted to include any dividend payments, if applicable.

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COPP vs. XES - Yearly Performance Comparison


2026 (YTD)20252024
COPP
Sprott Copper Miners ETF
2.61%74.02%4.18%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
42.33%5.89%-4.81%

Returns By Period

In the year-to-date period, COPP achieves a 2.61% return, which is significantly lower than XES's 42.33% return.


COPP

1D
9.20%
1M
-18.73%
YTD
2.61%
6M
29.46%
1Y
86.02%
3Y*
5Y*
10Y*

XES

1D
0.91%
1M
3.20%
YTD
42.33%
6M
61.87%
1Y
65.92%
3Y*
17.22%
5Y*
17.28%
10Y*
-2.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPP vs. XES - Expense Ratio Comparison

COPP has a 0.65% expense ratio, which is higher than XES's 0.35% expense ratio.


Return for Risk

COPP vs. XES — 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: 9090
Sharpe Ratio Rank
COPP Sortino Ratio Rank: 8888
Sortino Ratio Rank
COPP Omega Ratio Rank: 8585
Omega Ratio Rank
COPP Calmar Ratio Rank: 8989
Calmar Ratio Rank
COPP Martin Ratio Rank: 9090
Martin Ratio Rank

XES
XES Risk / Return Rank: 8181
Overall Rank
XES Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XES Sortino Ratio Rank: 8282
Sortino Ratio Rank
XES Omega Ratio Rank: 8282
Omega Ratio Rank
XES Calmar Ratio Rank: 8484
Calmar Ratio Rank
XES Martin Ratio Rank: 7373
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. XES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Copper Miners ETF (COPP) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). 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.


COPPXESDifference

Sharpe ratio

Return per unit of total volatility

1.93

1.66

+0.27

Sortino ratio

Return per unit of downside risk

2.39

2.11

+0.28

Omega ratio

Gain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratio

Return relative to maximum drawdown

2.82

2.40

+0.42

Martin ratio

Return relative to average drawdown

10.92

7.21

+3.70

COPP vs. XES - Sharpe Ratio Comparison

The current COPP Sharpe Ratio is 1.93, which is comparable to the XES Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of COPP and XES, 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


COPPXESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.66

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

-0.08

+0.96

Correlation

The correlation between COPP and XES is 0.42, 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. XES - Dividend Comparison

COPP's dividend yield for the trailing twelve months is around 2.31%, more than XES's 1.19% yield.


TTM20252024202320222021202020192018201720162015
COPP
Sprott Copper Miners ETF
2.31%2.37%2.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
1.19%1.69%1.31%0.66%0.36%1.81%1.33%1.43%1.14%1.68%0.64%2.47%

Drawdowns

COPP vs. XES - Drawdown Comparison

The maximum COPP drawdown since its inception was -44.37%, smaller than the maximum XES drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for COPP and XES.


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Drawdown Indicators


COPPXESDifference

Max Drawdown

Largest peak-to-trough decline

-44.37%

-95.65%

+51.28%

Max Drawdown (1Y)

Largest decline over 1 year

-28.91%

-27.52%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-45.95%

Max Drawdown (10Y)

Largest decline over 10 years

-91.23%

Current Drawdown

Current decline from peak

-19.51%

-72.51%

+53.00%

Average Drawdown

Average peak-to-trough decline

-14.33%

-54.22%

+39.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

9.14%

-1.69%

Volatility

COPP vs. XES - Volatility Comparison

Sprott Copper Miners ETF (COPP) has a higher volatility of 19.84% compared to SPDR S&P Oil & Gas Equipment & Services ETF (XES) at 7.76%. This indicates that COPP's price experiences larger fluctuations and is considered to be riskier than XES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPPXESDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.84%

7.76%

+12.08%

Volatility (6M)

Calculated over the trailing 6-month period

34.18%

22.14%

+12.04%

Volatility (1Y)

Calculated over the trailing 1-year period

44.97%

40.03%

+4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.03%

39.84%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.03%

45.20%

-5.17%