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CPXR vs. GLDU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPXR vs. GLDU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF Daily Target 2X Copper Index ETF (CPXR) and BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.TO). The values are adjusted to include any dividend payments, if applicable.

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CPXR vs. GLDU.TO - Yearly Performance Comparison


Different Trading Currencies

CPXR is traded in USD, while GLDU.TO is traded in CAD. To make them comparable, the GLDU.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CPXR achieves a -6.04% return, which is significantly lower than GLDU.TO's 8.10% return.


CPXR

1D
4.58%
1M
-13.97%
YTD
-6.04%
6M
22.56%
1Y
-5.05%
3Y*
5Y*
10Y*

GLDU.TO

1D
7.62%
1M
-24.09%
YTD
8.10%
6M
30.90%
1Y
88.74%
3Y*
51.18%
5Y*
28.50%
10Y*
16.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPXR vs. GLDU.TO - Expense Ratio Comparison

CPXR has a 1.20% expense ratio, which is higher than GLDU.TO's 1.15% expense ratio.


Return for Risk

CPXR vs. GLDU.TO — Risk / Return Rank

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

CPXR
CPXR Risk / Return Rank: 1313
Overall Rank
CPXR Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CPXR Sortino Ratio Rank: 1717
Sortino Ratio Rank
CPXR Omega Ratio Rank: 1919
Omega Ratio Rank
CPXR Calmar Ratio Rank: 99
Calmar Ratio Rank
CPXR Martin Ratio Rank: 1010
Martin Ratio Rank

GLDU.TO
GLDU.TO Risk / Return Rank: 7676
Overall Rank
GLDU.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GLDU.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
GLDU.TO Omega Ratio Rank: 7373
Omega Ratio Rank
GLDU.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
GLDU.TO Martin Ratio Rank: 7373
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.

CPXR vs. GLDU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Daily Target 2X Copper Index ETF (CPXR) and BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.TO). 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.


CPXRGLDU.TODifference

Sharpe ratio

Return per unit of total volatility

-0.07

1.56

-1.63

Sortino ratio

Return per unit of downside risk

0.42

1.96

-1.54

Omega ratio

Gain probability vs. loss probability

1.07

1.28

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.15

2.34

-2.49

Martin ratio

Return relative to average drawdown

-0.27

8.06

-8.33

CPXR vs. GLDU.TO - Sharpe Ratio Comparison

The current CPXR Sharpe Ratio is -0.07, which is lower than the GLDU.TO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of CPXR and GLDU.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CPXRGLDU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

1.56

-1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.24

+0.09

Correlation

The correlation between CPXR and GLDU.TO is 0.40, 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.


Dividends

CPXR vs. GLDU.TO - Dividend Comparison

CPXR's dividend yield for the trailing twelve months is around 0.75%, while GLDU.TO has not paid dividends to shareholders.


Drawdowns

CPXR vs. GLDU.TO - Drawdown Comparison

The maximum CPXR drawdown since its inception was -47.87%, smaller than the maximum GLDU.TO drawdown of -84.36%. Use the drawdown chart below to compare losses from any high point for CPXR and GLDU.TO.


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Drawdown Indicators


CPXRGLDU.TODifference

Max Drawdown

Largest peak-to-trough decline

-47.87%

-77.99%

+30.12%

Max Drawdown (1Y)

Largest decline over 1 year

-47.87%

-38.13%

-9.74%

Max Drawdown (5Y)

Largest decline over 5 years

-41.18%

Max Drawdown (10Y)

Largest decline over 10 years

-49.01%

Current Drawdown

Current decline from peak

-22.99%

-28.76%

+5.77%

Average Drawdown

Average peak-to-trough decline

-21.15%

-49.03%

+27.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.53%

11.33%

+15.20%

Volatility

CPXR vs. GLDU.TO - Volatility Comparison

The current volatility for USCF Daily Target 2X Copper Index ETF (CPXR) is 18.18%, while BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.TO) has a volatility of 22.26%. This indicates that CPXR experiences smaller price fluctuations and is considered to be less risky than GLDU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPXRGLDU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.18%

22.26%

-4.08%

Volatility (6M)

Calculated over the trailing 6-month period

44.09%

49.81%

-5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

73.45%

57.35%

+16.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.44%

38.46%

+31.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.44%

34.89%

+35.55%