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COPZ vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPZ vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long Copper ETF (COPZ) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


COPZ

1D
6.73%
1M
16.04%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

GSG

1D
0.36%
1M
5.78%
6M
21.95%
YTD
32.52%
1Y
37.47%
3Y*
12.51%
5Y*
14.20%
10Y*
8.03%
ALL TIME*
-2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$236.74K$260.66K$605.24K
$18.96M$16.42M$22.87M

COPZ vs. GSG - Yearly Performance Comparison


Correlation

The correlation between COPZ and GSG is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 18, 2026

-0.31

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Return for Risk

COPZ vs. GSG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

COPZ

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


GSG
GSG Risk / Return Rank: 5151
Overall Rank
GSG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5252
Sortino Ratio Rank
GSG Omega Ratio Rank: 5353
Omega Ratio Rank
GSG Calmar Ratio Rank: 4949
Calmar Ratio Rank
GSG Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

COPZ vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long Copper ETF (COPZ) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


COPZGSGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.00

Martin ratioReturn relative to average drawdown

6.32

COPZ vs. GSG - Sharpe Ratio Comparison


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Drawdowns

COPZ vs. GSG - Drawdown Comparison

The maximum COPZ drawdown since its inception was -51.59%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for COPZ and GSG.


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Drawdown Indicators


COPZGSGDifference

Max Drawdown

Largest peak-to-trough decline

-51.59%

-89.62%

+38.03%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-33.41%

-59.99%

+26.58%

Average Drawdown

Average peak-to-trough decline

-33.23%

-63.67%

+30.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.94%

Volatility

COPZ vs. GSG - Volatility Comparison


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Volatility by Period


COPZGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.99%

Volatility (6M)

Calculated over the trailing 6-month period

21.89%

Volatility (1Y)

Calculated over the trailing 1-year period

107.01%

24.44%

+82.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.01%

22.90%

+84.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.01%

22.08%

+84.93%

COPZ vs. GSG - Expense Ratio Comparison

COPZ has a 0.95% expense ratio, which is higher than GSG's 0.75% expense ratio.


Dividends

COPZ vs. GSG - Dividend Comparison

Neither COPZ nor GSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COPZ and GSG have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GSG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSG is cheaper with a 0.75% expense ratio, compared with 0.95% for COPZ.

COPZ and GSG have nearly identical dividend yields, around 0.00%.

COPZ is categorized as Copper, while GSG is Commodities. They also come from different issuers: Defiance and iShares. Their fees differ too: 0.95% for COPZ and 0.75% for GSG.

Portfolio Optimizer

Find the right allocation for COPZ and GSG

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