COPY vs. IFLR

Last updated Jul 28, 2026

COPY (Tweedy, Browne Insider + Value ETF) and IFLR (Innovator International Developed Managed Floor ETF) are both Global Equities funds. Both are actively managed. Their 0.69 correlation means they have sometimes moved together and sometimes differently. COPY charges 0.80%/yr vs 0.89%/yr for IFLR.

Performance

COPY vs. IFLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tweedy, Browne Insider + Value ETF (COPY) and Innovator International Developed Managed Floor ETF (IFLR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COPY achieves a 19.69% return, which is significantly higher than IFLR's 6.35% return.

COPY

• 1D: 0.59%
• 1M: 4.61%
• 6M: 12.45%
• YTD: 19.69%
• 1Y: 28.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 32.02%

IFLR

• 1D: 0.41%
• 1M: 1.30%
• 6M: 2.76%
• YTD: 6.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COPY Tweedy, Browne Insider + Value ETF	$2.55M	$1.98M	$1.87M
IFLR Innovator International Developed Managed Floor ETF	$603.50K	$536.36K	$694.29K

COPY vs. IFLR - Yearly Performance Comparison

	2026 (YTD)	2025
COPY Tweedy, Browne Insider + Value ETF	19.69%	7.89%
IFLR Innovator International Developed Managed Floor ETF	6.35%	3.03%

Correlation

The correlation between COPY and IFLR is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 20, 2025	0.69

Return for Risk

COPY vs. IFLR — Risk / Return Rank

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

COPY

COPY Risk / Return Rank: 88
COPY Sharpe Ratio Rank: 90
COPY Sortino Ratio Rank: 91
COPY Omega Ratio Rank: 88
COPY Calmar Ratio Rank: 84
COPY Martin Ratio Rank: 87

IFLR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

COPY vs. IFLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Insider + Value ETF (COPY) and Innovator International Developed Managed Floor ETF (IFLR). 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.

	COPY	IFLR	Difference
Sharpe ratio: Return per unit of total volatility	2.21	—	—
Sortino ratio: Return per unit of downside risk	3.23	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	3.19	—	—
Martin ratio: Return relative to average drawdown	12.92	—	—

Drawdowns

COPY vs. IFLR - Drawdown Comparison

The maximum COPY drawdown since its inception was -14.05%, which is greater than IFLR's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for COPY and IFLR.

Drawdown Indicators

	COPY	IFLR	Difference
Max Drawdown Largest peak-to-trough decline	-14.05%	-9.58%	-4.47%
Max Drawdown (1Y) Largest decline over 1 year	-9.07%	—	—
Current Drawdown Current decline from peak	0.00%	-1.32%	+1.32%
Average Drawdown Average peak-to-trough decline	-1.50%	-2.57%	+1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	—	—

Volatility

Volatility by Period

	COPY	IFLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.11%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.12%	13.23%	-0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.92%	13.23%	+3.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	13.23%	+3.69%

COPY vs. IFLR - Expense Ratio Comparison

COPY has a 0.80% expense ratio, which is lower than IFLR's 0.89% expense ratio.

Dividends

COPY vs. IFLR - Dividend Comparison

COPY's dividend yield for the trailing twelve months is around 0.80%, less than IFLR's 0.94% yield.

Position	TTM	2025
COPY Tweedy, Browne Insider + Value ETF	0.80%	0.95%
IFLR Innovator International Developed Managed Floor ETF	0.94%	0.00%

Frequently Asked Questions

Can I hold both COPY and IFLR in my portfolio?

COPY and IFLR have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, COPY or IFLR?

On fees, COPY is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, COPY or IFLR?

COPY is cheaper with a 0.80% expense ratio, compared with 0.89% for IFLR.

Which ETF pays a higher dividend yield, COPY or IFLR?

IFLR has the higher dividend yield at 0.94%, compared with 0.80% for COPY.

What is the main difference between COPY and IFLR?

They also come from different issuers: Tweedy, Browne and Innovator. Their fees differ too: 0.80% for COPY and 0.89% for IFLR.