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COPZ vs. XMAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPZ vs. XMAG - 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 Large Cap ex-Mag 7 ETF (XMAG). The values are adjusted to include any dividend payments, if applicable.

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COPZ vs. XMAG - Yearly Performance Comparison


Returns By Period


COPZ

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

XMAG

1D
2.57%
1M
-4.91%
YTD
-1.56%
6M
0.82%
1Y
13.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPZ vs. XMAG - Expense Ratio Comparison

COPZ has a 0.95% expense ratio, which is higher than XMAG's 0.35% expense ratio.


Return for Risk

COPZ vs. XMAG — Risk / Return Rank

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

COPZ

XMAG
XMAG Risk / Return Rank: 5454
Overall Rank
XMAG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XMAG Sortino Ratio Rank: 4949
Sortino Ratio Rank
XMAG Omega Ratio Rank: 5151
Omega Ratio Rank
XMAG Calmar Ratio Rank: 5555
Calmar Ratio Rank
XMAG Martin Ratio Rank: 6767
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. XMAG - 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 Large Cap ex-Mag 7 ETF (XMAG). 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. XMAG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COPZXMAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

0.53

-1.33

Correlation

The correlation between COPZ and XMAG is 0.77, 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. XMAG - Dividend Comparison

COPZ has not paid dividends to shareholders, while XMAG's dividend yield for the trailing twelve months is around 0.52%.


TTM20252024
COPZ
Defiance Daily Target 2X Long Copper ETF
0.00%0.00%0.00%
XMAG
Defiance Large Cap ex-Mag 7 ETF
0.52%0.51%0.24%

Drawdowns

COPZ vs. XMAG - Drawdown Comparison

The maximum COPZ drawdown since its inception was -49.79%, which is greater than XMAG's maximum drawdown of -16.17%. Use the drawdown chart below to compare losses from any high point for COPZ and XMAG.


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Drawdown Indicators


COPZXMAGDifference

Max Drawdown

Largest peak-to-trough decline

-49.79%

-16.17%

-33.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

Current Drawdown

Current decline from peak

-39.87%

-4.91%

-34.96%

Average Drawdown

Average peak-to-trough decline

-26.41%

-2.30%

-24.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

Volatility

COPZ vs. XMAG - Volatility Comparison


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Volatility by Period


COPZXMAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

120.30%

16.35%

+103.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

120.30%

15.48%

+104.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

120.30%

15.48%

+104.82%