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COPX vs. SIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPX vs. SIL - Performance Comparison

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

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COPX vs. SIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COPX
Global X Copper Miners ETF
6.35%93.50%3.57%8.38%-0.76%23.39%51.66%12.48%-31.31%38.92%
SIL
Global X Silver Miners ETF
7.85%166.16%14.62%1.31%-22.83%-18.35%40.30%34.78%-22.42%1.67%

Returns By Period

In the year-to-date period, COPX achieves a 6.35% return, which is significantly lower than SIL's 7.85% return. Over the past 10 years, COPX has outperformed SIL with an annualized return of 20.82%, while SIL has yielded a comparatively lower 14.65% annualized return.


COPX

1D
7.92%
1M
-20.22%
YTD
6.35%
6M
30.65%
1Y
101.10%
3Y*
28.34%
5Y*
18.72%
10Y*
20.82%

SIL

1D
7.82%
1M
-23.68%
YTD
7.85%
6M
27.11%
1Y
131.18%
3Y*
45.13%
5Y*
18.33%
10Y*
14.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPX vs. SIL - Expense Ratio Comparison

Both COPX and SIL have an expense ratio of 0.65%.


Return for Risk

COPX vs. SIL — Risk / Return Rank

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

COPX
COPX Risk / Return Rank: 9494
Overall Rank
COPX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 9393
Sortino Ratio Rank
COPX Omega Ratio Rank: 9191
Omega Ratio Rank
COPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
COPX Martin Ratio Rank: 9494
Martin Ratio Rank

SIL
SIL Risk / Return Rank: 9494
Overall Rank
SIL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SIL Sortino Ratio Rank: 9393
Sortino Ratio Rank
SIL Omega Ratio Rank: 9292
Omega Ratio Rank
SIL Calmar Ratio Rank: 9595
Calmar Ratio Rank
SIL Martin Ratio Rank: 9494
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. SIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Copper Miners ETF (COPX) and Global X Silver Miners ETF (SIL). 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.


COPXSILDifference

Sharpe ratio

Return per unit of total volatility

2.41

2.65

-0.24

Sortino ratio

Return per unit of downside risk

2.75

2.73

+0.02

Omega ratio

Gain probability vs. loss probability

1.38

1.40

-0.02

Calmar ratio

Return relative to maximum drawdown

3.46

3.98

-0.51

Martin ratio

Return relative to average drawdown

13.40

13.73

-0.34

COPX vs. SIL - Sharpe Ratio Comparison

The current COPX Sharpe Ratio is 2.41, which is comparable to the SIL Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of COPX and SIL, 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


COPXSILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

2.65

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.48

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.37

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.14

+0.02

Correlation

The correlation between COPX and SIL is 0.55, 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

COPX vs. SIL - Dividend Comparison

COPX's dividend yield for the trailing twelve months is around 2.52%, more than SIL's 1.10% yield.


TTM20252024202320222021202020192018201720162015
COPX
Global X Copper Miners ETF
2.52%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%
SIL
Global X Silver Miners ETF
1.10%1.18%2.40%0.59%0.48%1.59%1.92%1.53%1.21%0.02%3.34%0.38%

Drawdowns

COPX vs. SIL - Drawdown Comparison

The maximum COPX drawdown since its inception was -83.16%, roughly equal to the maximum SIL drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for COPX and SIL.


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Drawdown Indicators


COPXSILDifference

Max Drawdown

Largest peak-to-trough decline

-83.16%

-82.99%

-0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-27.82%

-32.91%

+5.09%

Max Drawdown (5Y)

Largest decline over 5 years

-42.12%

-55.63%

+13.51%

Max Drawdown (10Y)

Largest decline over 10 years

-65.41%

-63.04%

-2.37%

Current Drawdown

Current decline from peak

-20.22%

-23.68%

+3.46%

Average Drawdown

Average peak-to-trough decline

-39.60%

-51.79%

+12.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

9.53%

-2.33%

Volatility

COPX vs. SIL - Volatility Comparison

Global X Copper Miners ETF (COPX) and Global X Silver Miners ETF (SIL) have volatilities of 18.96% and 19.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPXSILDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.96%

19.45%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

33.75%

42.52%

-8.77%

Volatility (1Y)

Calculated over the trailing 1-year period

42.22%

49.72%

-7.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.05%

38.63%

-2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.51%

39.74%

-4.23%