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CPER vs. COPA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CPER and COPA.L is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

CPER vs. COPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Copper Index Fund (CPER) and WisdomTree Copper (COPA.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
20.65%
13.61%
CPER
COPA.L

Key characteristics

Sharpe Ratio

CPER:

0.35

COPA.L:

0.24

Sortino Ratio

CPER:

0.67

COPA.L:

0.51

Omega Ratio

CPER:

1.09

COPA.L:

1.06

Calmar Ratio

CPER:

0.46

COPA.L:

0.21

Martin Ratio

CPER:

0.76

COPA.L:

0.44

Ulcer Index

CPER:

12.94%

COPA.L:

14.15%

Daily Std Dev

CPER:

27.67%

COPA.L:

26.02%

Max Drawdown

CPER:

-54.04%

COPA.L:

-67.45%

Current Drawdown

CPER:

-7.24%

COPA.L:

-16.10%

Returns By Period

In the year-to-date period, CPER achieves a 20.75% return, which is significantly higher than COPA.L's 18.85% return. Over the past 10 years, CPER has outperformed COPA.L with an annualized return of 5.15%, while COPA.L has yielded a comparatively lower 4.37% annualized return.


CPER

YTD

20.75%

1M

-7.24%

6M

10.75%

1Y

7.08%

5Y*

15.56%

10Y*

5.15%

COPA.L

YTD

18.85%

1M

-7.84%

6M

9.27%

1Y

6.72%

5Y*

15.29%

10Y*

4.37%

*Annualized

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CPER vs. COPA.L - Expense Ratio Comparison

CPER has a 0.80% expense ratio, which is higher than COPA.L's 0.49% expense ratio.


Expense ratio chart for CPER: current value is 0.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CPER: 0.80%
Expense ratio chart for COPA.L: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COPA.L: 0.49%

Risk-Adjusted Performance

CPER vs. COPA.L — Risk-Adjusted Performance Rank

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

CPER
The Risk-Adjusted Performance Rank of CPER is 4646
Overall Rank
The Sharpe Ratio Rank of CPER is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of CPER is 4848
Sortino Ratio Rank
The Omega Ratio Rank of CPER is 4747
Omega Ratio Rank
The Calmar Ratio Rank of CPER is 5757
Calmar Ratio Rank
The Martin Ratio Rank of CPER is 3535
Martin Ratio Rank

COPA.L
The Risk-Adjusted Performance Rank of COPA.L is 3636
Overall Rank
The Sharpe Ratio Rank of COPA.L is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of COPA.L is 3939
Sortino Ratio Rank
The Omega Ratio Rank of COPA.L is 3636
Omega Ratio Rank
The Calmar Ratio Rank of COPA.L is 3838
Calmar Ratio Rank
The Martin Ratio Rank of COPA.L is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CPER vs. COPA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Copper Index Fund (CPER) and WisdomTree Copper (COPA.L). 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.


The chart of Sharpe ratio for CPER, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.00
CPER: 0.31
COPA.L: 0.31
The chart of Sortino ratio for CPER, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.00
CPER: 0.61
COPA.L: 0.60
The chart of Omega ratio for CPER, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
CPER: 1.08
COPA.L: 1.08
The chart of Calmar ratio for CPER, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.00
CPER: 0.40
COPA.L: 0.37
The chart of Martin ratio for CPER, currently valued at 0.65, compared to the broader market0.0020.0040.0060.00
CPER: 0.65
COPA.L: 0.56

The current CPER Sharpe Ratio is 0.35, which is higher than the COPA.L Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of CPER and COPA.L, 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 Ratio0.000.501.00NovemberDecember2025FebruaryMarchApril
0.31
0.31
CPER
COPA.L

Dividends

CPER vs. COPA.L - Dividend Comparison

Neither CPER nor COPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CPER vs. COPA.L - Drawdown Comparison

The maximum CPER drawdown since its inception was -54.04%, smaller than the maximum COPA.L drawdown of -67.45%. Use the drawdown chart below to compare losses from any high point for CPER and COPA.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.24%
-7.84%
CPER
COPA.L

Volatility

CPER vs. COPA.L - Volatility Comparison

United States Copper Index Fund (CPER) has a higher volatility of 15.15% compared to WisdomTree Copper (COPA.L) at 12.85%. This indicates that CPER's price experiences larger fluctuations and is considered to be riskier than COPA.L 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%16.00%NovemberDecember2025FebruaryMarchApril
15.15%
12.85%
CPER
COPA.L