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COPX vs. AMEL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPX vs. AMEL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Copper Miners ETF (COPX) and Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

COPX is traded in USD, while AMEL.DE is traded in EUR. To make them comparable, the AMEL.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COPX achieves a 19.75% return, which is significantly higher than AMEL.DE's 12.08% return. Over the past 10 years, COPX has outperformed AMEL.DE with an annualized return of 21.86%, while AMEL.DE has yielded a comparatively lower 8.40% annualized return.


COPX

1D
3.38%
1M
-6.46%
YTD
19.75%
6M
29.13%
1Y
103.76%
3Y*
33.96%
5Y*
19.28%
10Y*
21.86%

AMEL.DE

1D
3.19%
1M
-4.27%
YTD
12.08%
6M
13.03%
1Y
37.41%
3Y*
12.87%
5Y*
9.14%
10Y*
8.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPX vs. AMEL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COPX
Global X Copper Miners ETF
19.75%93.50%3.57%8.38%-0.76%23.39%51.66%12.48%-31.31%38.92%
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR
12.08%55.85%-26.65%32.20%9.92%-10.88%-13.56%18.15%-7.84%23.44%

Correlation

The correlation between COPX and AMEL.DE is 0.56, 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

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2011

0.52

The correlation between COPX and AMEL.DE has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.

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Return for Risk

COPX vs. AMEL.DE — Risk / Return Rank

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

COPX
COPX Risk / Return Rank: 7676
Overall Rank
COPX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 6969
Sortino Ratio Rank
COPX Omega Ratio Rank: 7070
Omega Ratio Rank
COPX Calmar Ratio Rank: 8181
Calmar Ratio Rank
COPX Martin Ratio Rank: 7272
Martin Ratio Rank

AMEL.DE
AMEL.DE Risk / Return Rank: 6565
Overall Rank
AMEL.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AMEL.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
AMEL.DE Omega Ratio Rank: 6464
Omega Ratio Rank
AMEL.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
AMEL.DE Martin Ratio Rank: 6060
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.

COPX vs. AMEL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Copper Miners ETF (COPX) and Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.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.


COPXAMEL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.05

Calmar ratioReturn relative to maximum drawdown

3.75

2.46

+1.29

Martin ratioReturn relative to average drawdown

11.60

7.76

+3.84

COPX vs. AMEL.DE - Sharpe Ratio Comparison

The current COPX Sharpe Ratio is 2.39, which is higher than the AMEL.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of COPX and AMEL.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

COPX vs. AMEL.DE - Drawdown Comparison

The maximum COPX drawdown since its inception was -83.16%, which is greater than AMEL.DE's maximum drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for COPX and AMEL.DE.


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Drawdown Indicators


COPXAMEL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-83.16%

-61.57%

-21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-27.82%

-15.11%

-12.71%

Max Drawdown (3Y)

Largest decline over 3 years

-39.72%

-27.01%

-12.71%

Max Drawdown (5Y)

Largest decline over 5 years

-42.12%

-28.52%

-13.60%

Max Drawdown (10Y)

Largest decline over 10 years

-65.41%

-54.94%

-10.47%

Current Drawdown

Current decline from peak

-10.17%

-10.20%

+0.03%

Average Drawdown

Average peak-to-trough decline

-39.28%

-26.35%

-12.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.98%

4.81%

+4.17%

Volatility

COPX vs. AMEL.DE - Volatility Comparison

Global X Copper Miners ETF (COPX) has a higher volatility of 19.30% compared to Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) at 7.31%. This indicates that COPX's price experiences larger fluctuations and is considered to be riskier than AMEL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPXAMEL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.30%

7.31%

+11.99%

Volatility (6M)

Calculated over the trailing 6-month period

38.15%

17.46%

+20.69%

Volatility (1Y)

Calculated over the trailing 1-year period

43.66%

20.54%

+23.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.00%

22.51%

+14.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.75%

26.29%

+9.46%

COPX vs. AMEL.DE - Expense Ratio Comparison

COPX has a 0.65% expense ratio, which is higher than AMEL.DE's 0.20% expense ratio.


Dividends

COPX vs. AMEL.DE - Dividend Comparison

COPX's dividend yield for the trailing twelve months is around 2.24%, while AMEL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COPX
Global X Copper Miners ETF
2.24%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%

Frequently Asked Questions


COPX and AMEL.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMEL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMEL.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for COPX.

COPX is categorized as Materials, while AMEL.DE is Latin America Equities. COPX tracks Solactive Global Copper Miners Total Return Index, while AMEL.DE tracks MSCI Emerging Markets Latin America. They also come from different issuers: Global X and Amundi. Their fees differ too: 0.65% for COPX and 0.20% for AMEL.DE.

Portfolio Optimizer

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