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CPER vs. IGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPER vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Copper Index Fund (CPER) and iShares Expanded Tech-Software Sector ETF (IGV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CPER achieves a 10.27% return, which is significantly higher than IGV's -9.50% return. Over the past 10 years, CPER has underperformed IGV with an annualized return of 11.08%, while IGV has yielded a comparatively higher 16.44% annualized return.


CPER

1D
1.23%
1M
0.73%
YTD
10.27%
6M
15.97%
1Y
27.52%
3Y*
18.31%
5Y*
6.72%
10Y*
11.08%

IGV

1D
-0.21%
1M
4.94%
YTD
-9.50%
6M
-12.57%
1Y
-9.75%
3Y*
13.14%
5Y*
5.60%
10Y*
16.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPER vs. IGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPER
United States Copper Index Fund
10.27%38.95%4.23%4.55%-15.14%25.21%23.90%6.66%-21.91%28.80%
IGV
iShares Expanded Tech-Software Sector ETF
-9.50%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%

Correlation

The correlation between CPER and IGV is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2011

0.24

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Return for Risk

CPER vs. IGV — Risk / Return Rank

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

CPER
CPER Risk / Return Rank: 2525
Overall Rank
CPER Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CPER Sortino Ratio Rank: 2323
Sortino Ratio Rank
CPER Omega Ratio Rank: 3131
Omega Ratio Rank
CPER Calmar Ratio Rank: 2626
Calmar Ratio Rank
CPER Martin Ratio Rank: 2121
Martin Ratio Rank

IGV
IGV Risk / Return Rank: 77
Overall Rank
IGV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 66
Sortino Ratio Rank
IGV Omega Ratio Rank: 66
Omega Ratio Rank
IGV Calmar Ratio Rank: 77
Calmar Ratio Rank
IGV Martin Ratio Rank: 77
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.

CPER vs. IGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Copper Index Fund (CPER) and iShares Expanded Tech-Software Sector ETF (IGV). 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.


CPERIGVDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.19

0.96

+0.23

Calmar ratioReturn relative to maximum drawdown

1.12

-0.27

+1.38

Martin ratioReturn relative to average drawdown

2.31

-0.56

+2.88

CPER vs. IGV - Sharpe Ratio Comparison

The current CPER Sharpe Ratio is 0.80, which is higher than the IGV Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of CPER and IGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CPERIGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

-0.35

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.20

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.63

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.36

-0.23

Drawdowns

CPER vs. IGV - Drawdown Comparison

The maximum CPER drawdown since its inception was -54.04%, smaller than the maximum IGV drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for CPER and IGV.


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Drawdown Indicators


CPERIGVDifference

Max Drawdown

Largest peak-to-trough decline

-54.04%

-63.45%

+9.41%

Max Drawdown (1Y)

Largest decline over 1 year

-24.77%

-36.61%

+11.84%

Max Drawdown (3Y)

Largest decline over 3 years

-24.77%

-36.61%

+11.84%

Max Drawdown (5Y)

Largest decline over 5 years

-34.75%

-45.85%

+11.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.42%

-45.85%

+7.43%

Current Drawdown

Current decline from peak

-5.05%

-18.80%

+13.75%

Average Drawdown

Average peak-to-trough decline

-25.39%

-14.45%

-10.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.94%

17.33%

-5.39%

Volatility

CPER vs. IGV - Volatility Comparison

The current volatility for United States Copper Index Fund (CPER) is 10.22%, while iShares Expanded Tech-Software Sector ETF (IGV) has a volatility of 12.20%. This indicates that CPER experiences smaller price fluctuations and is considered to be less risky than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPERIGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.22%

12.20%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

23.14%

24.65%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

34.78%

27.93%

+6.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.04%

27.90%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

26.38%

-2.31%

CPER vs. IGV - Expense Ratio Comparison

CPER has a 1.06% expense ratio, which is higher than IGV's 0.39% expense ratio.


Dividends

CPER vs. IGV - Dividend Comparison

Neither CPER nor IGV has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CPER
United States Copper Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGV
iShares Expanded Tech-Software Sector ETF
0.00%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%

Frequently Asked Questions


CPER and IGV have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGV has higher volatility (12.20%) compared to CPER (10.22%). In terms of maximum drawdown, CPER dropped -54.04% vs IGV's -63.45%.

On 10-year performance, IGV leads with 16.44% vs 11.08% for CPER. On fees, IGV is cheaper at 0.39% per year. On volatility, CPER has been the lower-risk option at 10.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGV has performed better with a 16.44% return vs 11.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGV is cheaper with a 0.39% expense ratio, compared with 1.06% for CPER.

CPER and IGV have nearly identical dividend yields, around 0.00%.

CPER is categorized as Metals, while IGV is Technology Equities. CPER tracks SummerHaven Copper Index Total Return, while IGV tracks S&P North American Expanded Technology Software Index. They also come from different issuers: USCF and iShares. Their fees differ too: 1.06% for CPER and 0.39% for IGV.

CPER currently has the higher Sharpe Ratio (0.80 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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