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COPZ vs. WDTE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPZ vs. WDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long Copper ETF (COPZ) and Defiance S&P 500 Enhanced Options & 0DTE Income ETF (WDTE). The values are adjusted to include any dividend payments, if applicable.

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COPZ vs. WDTE - Yearly Performance Comparison


Returns By Period


COPZ

1D
15.41%
1M
-39.87%
YTD
6M
1Y
3Y*
5Y*
10Y*

WDTE

1D
2.50%
1M
-4.49%
YTD
-3.64%
6M
-1.94%
1Y
12.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPZ vs. WDTE - Expense Ratio Comparison

COPZ has a 0.95% expense ratio, which is lower than WDTE's 1.01% expense ratio.


Return for Risk

COPZ vs. WDTE — Risk / Return Rank

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

COPZ

WDTE
WDTE Risk / Return Rank: 5050
Overall Rank
WDTE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WDTE Sortino Ratio Rank: 4242
Sortino Ratio Rank
WDTE Omega Ratio Rank: 5353
Omega Ratio Rank
WDTE Calmar Ratio Rank: 5050
Calmar Ratio Rank
WDTE Martin Ratio Rank: 5252
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.

COPZ vs. WDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long Copper ETF (COPZ) and Defiance S&P 500 Enhanced Options & 0DTE Income ETF (WDTE). 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.


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

COPZ vs. WDTE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COPZWDTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

0.89

-1.68

Correlation

The correlation between COPZ and WDTE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

COPZ vs. WDTE - Dividend Comparison

COPZ has not paid dividends to shareholders, while WDTE's dividend yield for the trailing twelve months is around 37.31%.


TTM202520242023
COPZ
Defiance Daily Target 2X Long Copper ETF
0.00%0.00%0.00%0.00%
WDTE
Defiance S&P 500 Enhanced Options & 0DTE Income ETF
37.31%35.78%51.80%16.41%

Drawdowns

COPZ vs. WDTE - Drawdown Comparison

The maximum COPZ drawdown since its inception was -49.79%, which is greater than WDTE's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for COPZ and WDTE.


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Drawdown Indicators


COPZWDTEDifference

Max Drawdown

Largest peak-to-trough decline

-49.79%

-15.85%

-33.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

Current Drawdown

Current decline from peak

-39.87%

-5.34%

-34.53%

Average Drawdown

Average peak-to-trough decline

-26.41%

-1.89%

-24.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

Volatility

COPZ vs. WDTE - Volatility Comparison


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Volatility by Period


COPZWDTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.27%

Volatility (1Y)

Calculated over the trailing 1-year period

120.30%

13.61%

+106.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

120.30%

11.30%

+109.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

120.30%

11.30%

+109.00%