CPER vs. VDE
Compare and contrast key facts about United States Copper Index Fund (CPER) and Vanguard Energy ETF (VDE).
CPER and VDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CPER is a passively managed fund by Concierge Technologies that tracks the performance of the SummerHaven Copper Index Total Return. It was launched on Nov 15, 2011. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both CPER and VDE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPER or VDE.
Key characteristics
| CPER | VDE | |
|---|---|---|
| YTD Return | 16.03% | 9.84% |
| 1Y Return | 21.05% | 7.89% |
| 3Y Return (Ann) | 1.78% | 19.54% |
| 5Y Return (Ann) | 10.53% | 14.10% |
| 10Y Return (Ann) | 3.36% | 3.66% |
| Sharpe Ratio | 1.05 | 0.36 |
| Sortino Ratio | 1.51 | 0.59 |
| Omega Ratio | 1.19 | 1.07 |
| Calmar Ratio | 0.91 | 0.47 |
| Martin Ratio | 2.36 | 1.14 |
| Ulcer Index | 9.58% | 5.60% |
| Daily Std Dev | 21.57% | 17.92% |
| Max Drawdown | -54.04% | -74.16% |
| Current Drawdown | -10.74% | -6.45% |
Correlation
The correlation between CPER and VDE is 0.33, 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.
Performance
CPER vs. VDE - Performance Comparison
In the year-to-date period, CPER achieves a 16.03% return, which is significantly higher than VDE's 9.84% return. Over the past 10 years, CPER has underperformed VDE with an annualized return of 3.36%, while VDE has yielded a comparatively higher 3.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CPER vs. VDE - Expense Ratio Comparison
CPER has a 0.80% expense ratio, which is higher than VDE's 0.10% expense ratio.
Risk-Adjusted Performance
CPER vs. VDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Copper Index Fund (CPER) and Vanguard Energy ETF (VDE). 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.
Dividends
CPER vs. VDE - Dividend Comparison
CPER has not paid dividends to shareholders, while VDE's dividend yield for the trailing twelve months is around 3.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDE Vanguard Energy ETF | 3.19% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Drawdowns
CPER vs. VDE - Drawdown Comparison
The maximum CPER drawdown since its inception was -54.04%, smaller than the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for CPER and VDE. For additional features, visit the drawdowns tool.
Volatility
CPER vs. VDE - Volatility Comparison
The current volatility for United States Copper Index Fund (CPER) is 4.72%, while Vanguard Energy ETF (VDE) has a volatility of 5.19%. This indicates that CPER experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.