COPX vs. VTI
Compare and contrast key facts about Global X Copper Miners ETF (COPX) and Vanguard Total Stock Market ETF (VTI).
COPX and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COPX is a passively managed fund by Global X that tracks the performance of the Solactive Global Copper Miners Index. It was launched on Apr 19, 2010. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both COPX and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COPX or VTI.
Key characteristics
| COPX | VTI | |
|---|---|---|
| YTD Return | 22.16% | 21.49% |
| 1Y Return | 36.95% | 34.31% |
| 3Y Return (Ann) | 10.78% | 7.24% |
| 5Y Return (Ann) | 21.47% | 14.56% |
| 10Y Return (Ann) | 8.48% | 12.51% |
| Sharpe Ratio | 1.11 | 2.78 |
| Sortino Ratio | 1.64 | 3.68 |
| Omega Ratio | 1.20 | 1.51 |
| Calmar Ratio | 1.12 | 3.68 |
| Martin Ratio | 3.13 | 17.71 |
| Ulcer Index | 11.46% | 1.94% |
| Daily Std Dev | 32.38% | 12.38% |
| Max Drawdown | -83.16% | -55.45% |
| Current Drawdown | -13.11% | -1.24% |
Correlation
The correlation between COPX and VTI is 0.60, 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.
Performance
COPX vs. VTI - Performance Comparison
The year-to-date returns for both stocks are quite close, with COPX having a 22.16% return and VTI slightly lower at 21.49%. Over the past 10 years, COPX has underperformed VTI with an annualized return of 8.48%, while VTI has yielded a comparatively higher 12.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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COPX vs. VTI - Expense Ratio Comparison
COPX has a 0.65% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
COPX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Copper Miners ETF (COPX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
COPX vs. VTI - Dividend Comparison
COPX's dividend yield for the trailing twelve months is around 1.20%, less than VTI's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COPX Global X Copper Miners ETF | 1.20% | 2.39% | 3.14% | 1.48% | 1.30% | 1.37% | 2.58% | 1.56% | 0.59% | 1.20% | 2.31% | 0.70% |
VTI Vanguard Total Stock Market ETF | 1.31% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
COPX vs. VTI - Drawdown Comparison
The maximum COPX drawdown since its inception was -83.16%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for COPX and VTI. For additional features, visit the drawdowns tool.
Volatility
COPX vs. VTI - Volatility Comparison
Global X Copper Miners ETF (COPX) has a higher volatility of 7.90% compared to Vanguard Total Stock Market ETF (VTI) at 3.20%. This indicates that COPX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.