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COPX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

COPX vs. VUG - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-11.76%
13.91%
COPX
VUG

Returns By Period

In the year-to-date period, COPX achieves a 14.50% return, which is significantly lower than VUG's 30.43% return. Over the past 10 years, COPX has underperformed VUG with an annualized return of 7.36%, while VUG has yielded a comparatively higher 15.50% annualized return.


COPX

YTD

14.50%

1M

-6.67%

6M

-10.09%

1Y

25.94%

5Y (annualized)

21.05%

10Y (annualized)

7.36%

VUG

YTD

30.43%

1M

2.58%

6M

15.17%

1Y

35.89%

5Y (annualized)

19.11%

10Y (annualized)

15.50%

Key characteristics


COPXVUG
Sharpe Ratio0.752.17
Sortino Ratio1.222.83
Omega Ratio1.151.40
Calmar Ratio0.912.82
Martin Ratio2.0711.11
Ulcer Index12.16%3.29%
Daily Std Dev33.45%16.83%
Max Drawdown-83.16%-50.68%
Current Drawdown-18.55%-1.19%

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COPX vs. VUG - Expense Ratio Comparison

COPX has a 0.65% expense ratio, which is higher than VUG's 0.04% expense ratio.


COPX
Global X Copper Miners ETF
Expense ratio chart for COPX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.5

The correlation between COPX and VUG is 0.53, 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.

Risk-Adjusted Performance

COPX vs. VUG - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for COPX, currently valued at 0.75, compared to the broader market0.002.004.000.752.17
The chart of Sortino ratio for COPX, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.0010.001.222.83
The chart of Omega ratio for COPX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.40
The chart of Calmar ratio for COPX, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.912.82
The chart of Martin ratio for COPX, currently valued at 2.07, compared to the broader market0.0020.0040.0060.0080.00100.002.0711.11
COPX
VUG

The current COPX Sharpe Ratio is 0.75, which is lower than the VUG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of COPX and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.75
2.17
COPX
VUG

Dividends

COPX vs. VUG - Dividend Comparison

COPX's dividend yield for the trailing twelve months is around 1.29%, more than VUG's 0.49% yield.


TTM20232022202120202019201820172016201520142013
COPX
Global X Copper Miners ETF
1.29%2.39%3.14%1.48%1.30%1.37%2.58%1.56%0.59%1.20%2.31%0.70%
VUG
Vanguard Growth ETF
0.49%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

COPX vs. VUG - Drawdown Comparison

The maximum COPX drawdown since its inception was -83.16%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for COPX and VUG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.55%
-1.19%
COPX
VUG

Volatility

COPX vs. VUG - Volatility Comparison

Global X Copper Miners ETF (COPX) has a higher volatility of 11.30% compared to Vanguard Growth ETF (VUG) at 5.29%. This indicates that COPX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
11.30%
5.29%
COPX
VUG