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COPX vs. EART
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPX vs. EART - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Copper Miners ETF (COPX) and Global X Rare Earth & Critical Materials ETF (EART). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COPX achieves a 25.71% return, which is significantly higher than EART's 17.65% return.


COPX

1D
-3.64%
1M
17.74%
YTD
25.71%
6M
36.90%
1Y
120.82%
3Y*
37.36%
5Y*
19.87%
10Y*
21.95%

EART

1D
-1.81%
1M
2.78%
YTD
17.65%
6M
28.34%
1Y
118.80%
3Y*
21.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPX vs. EART - Yearly Performance Comparison


2026 (YTD)2025202420232022
COPX
Global X Copper Miners ETF
25.71%93.50%3.57%8.38%-4.19%
EART
Global X Rare Earth & Critical Materials ETF
17.65%98.48%-7.19%-19.75%-16.33%

Correlation

The correlation between COPX and EART is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.84

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2022

0.85

The correlation between COPX and EART has been stable across timeframes, ranging from 0.83 to 0.85 - a consistent structural relationship.

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Return for Risk

COPX vs. EART — Risk / Return Rank

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

COPX
COPX Risk / Return Rank: 7575
Overall Rank
COPX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
COPX Omega Ratio Rank: 6767
Omega Ratio Rank
COPX Calmar Ratio Rank: 8282
Calmar Ratio Rank
COPX Martin Ratio Rank: 7373
Martin Ratio Rank

EART
EART Risk / Return Rank: 7979
Overall Rank
EART Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EART Sortino Ratio Rank: 7272
Sortino Ratio Rank
EART Omega Ratio Rank: 7575
Omega Ratio Rank
EART Calmar Ratio Rank: 8484
Calmar Ratio Rank
EART Martin Ratio Rank: 7676
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. EART - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Copper Miners ETF (COPX) and Global X Rare Earth & Critical Materials ETF (EART). 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.


COPXEARTDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.42

1.45

-0.03

Calmar ratioReturn relative to maximum drawdown

4.37

4.59

-0.22

Martin ratioReturn relative to average drawdown

14.00

14.55

-0.55

COPX vs. EART - Sharpe Ratio Comparison

The current COPX Sharpe Ratio is 2.93, which is comparable to the EART Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of COPX and EART, 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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Sharpe Ratios by Period


COPXEARTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.93

3.15

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.27

-0.08

Drawdowns

COPX vs. EART - Drawdown Comparison

The maximum COPX drawdown since its inception was -83.16%, which is greater than EART's maximum drawdown of -53.68%. Use the drawdown chart below to compare losses from any high point for COPX and EART.


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Drawdown Indicators


COPXEARTDifference

Max Drawdown

Largest peak-to-trough decline

-83.16%

-53.68%

-29.48%

Max Drawdown (1Y)

Largest decline over 1 year

-27.82%

-26.03%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-39.72%

-37.20%

-2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-42.12%

Max Drawdown (10Y)

Largest decline over 10 years

-65.41%

Current Drawdown

Current decline from peak

-5.69%

-10.88%

+5.19%

Average Drawdown

Average peak-to-trough decline

-39.30%

-29.15%

-10.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

8.19%

+0.47%

Volatility

COPX vs. EART - Volatility Comparison

Global X Copper Miners ETF (COPX) has a higher volatility of 15.38% compared to Global X Rare Earth & Critical Materials ETF (EART) at 11.14%. This indicates that COPX's price experiences larger fluctuations and is considered to be riskier than EART based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPXEARTDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.38%

11.14%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

35.68%

31.37%

+4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

41.41%

37.95%

+3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.51%

33.97%

+2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.55%

33.97%

+1.58%

COPX vs. EART - Expense Ratio Comparison

COPX has a 0.65% expense ratio, which is higher than EART's 0.59% expense ratio.


Dividends

COPX vs. EART - Dividend Comparison

COPX's dividend yield for the trailing twelve months is around 2.13%, more than EART's 0.55% yield.


PositionTTM20252024202320222021202020192018201720162015
COPX
Global X Copper Miners ETF
2.13%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%
EART
Global X Rare Earth & Critical Materials ETF
0.55%0.65%1.06%1.83%2.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


COPX and EART have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COPX has higher volatility (15.38%) compared to EART (11.14%). In terms of maximum drawdown, COPX dropped -83.16% vs EART's -53.68%.

On 3-year performance, COPX leads with 37.36% vs 21.75% for EART. On fees, EART is cheaper at 0.59% per year. On volatility, EART has been the lower-risk option at 11.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, COPX has performed better with a 37.36% return vs 21.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EART is cheaper with a 0.59% expense ratio, compared with 0.65% for COPX.

COPX has the higher dividend yield at 2.13%, compared with 0.55% for EART.

COPX tracks Solactive Global Copper Miners Total Return Index, while EART tracks Solactive Rare Earth & Critical Materials Index. Their fees differ too: 0.65% for COPX and 0.59% for EART.

EART currently has the higher Sharpe Ratio (3.15 vs 2.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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