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D5BK.DE vs. COPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BK.DE vs. COPX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and Global X Copper Miners ETF (COPX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

D5BK.DE is traded in EUR, while COPX is traded in USD. To make them comparable, the COPX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, D5BK.DE achieves a 1.25% return, which is significantly lower than COPX's 21.60% return. Over the past 10 years, D5BK.DE has underperformed COPX with an annualized return of 0.42%, while COPX has yielded a comparatively higher 21.48% annualized return.


D5BK.DE

1D
1.84%
1M
2.19%
YTD
1.25%
6M
4.38%
1Y
-0.90%
3Y*
7.63%
5Y*
-4.66%
10Y*
0.42%

COPX

1D
3.46%
1M
-5.28%
YTD
21.60%
6M
31.04%
1Y
104.11%
3Y*
30.89%
5Y*
20.37%
10Y*
21.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BK.DE vs. COPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
1.25%5.96%-4.03%15.92%-36.47%16.81%-10.27%29.66%-8.93%12.62%
COPX
Global X Copper Miners ETF
21.60%70.54%10.40%5.13%5.39%32.61%39.16%15.02%-28.08%21.85%

Correlation

The correlation between D5BK.DE and COPX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.19

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

0.23

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

0.22

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2010

0.29

The correlation between D5BK.DE and COPX shifts across timeframes, from 0.15 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

D5BK.DE vs. COPX — Risk / Return Rank

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

D5BK.DE
D5BK.DE Risk / Return Rank: 99
Overall Rank
D5BK.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 88
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 99
Martin Ratio Rank

COPX
COPX Risk / Return Rank: 7676
Overall Rank
COPX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 6969
Sortino Ratio Rank
COPX Omega Ratio Rank: 7070
Omega Ratio Rank
COPX Calmar Ratio Rank: 8181
Calmar Ratio Rank
COPX Martin Ratio Rank: 7272
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.

D5BK.DE vs. COPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and Global X Copper Miners ETF (COPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


D5BK.DECOPXDifference
Sharpe ratioReturn per unit of total volatility

-2.57

Sortino ratioReturn per unit of downside risk

-2.78

Omega ratioGain probability vs. loss probability

1.00

1.38

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.06

3.99

-4.05

Martin ratioReturn relative to average drawdown

-0.14

12.76

-12.90

D5BK.DE vs. COPX - Sharpe Ratio Comparison

The current D5BK.DE Sharpe Ratio is -0.06, which is lower than the COPX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of D5BK.DE and COPX, 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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Drawdowns

D5BK.DE vs. COPX - Drawdown Comparison

The maximum D5BK.DE drawdown since its inception was -46.42%, smaller than the maximum COPX drawdown of -79.16%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and COPX.


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Drawdown Indicators


D5BK.DECOPXDifference

Max Drawdown

Largest peak-to-trough decline

-46.42%

-79.16%

+32.74%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-26.24%

+10.65%

Max Drawdown (3Y)

Largest decline over 3 years

-21.63%

-40.25%

+18.62%

Max Drawdown (5Y)

Largest decline over 5 years

-46.42%

-40.25%

-6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

-61.53%

+15.11%

Current Drawdown

Current decline from peak

-26.88%

-8.19%

-18.69%

Average Drawdown

Average peak-to-trough decline

-13.25%

-34.98%

+21.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.27%

8.19%

-1.92%

Volatility

D5BK.DE vs. COPX - Volatility Comparison

The current volatility for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) is 5.11%, while Global X Copper Miners ETF (COPX) has a volatility of 18.31%. This indicates that D5BK.DE experiences smaller price fluctuations and is considered to be less risky than COPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D5BK.DECOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

18.31%

-13.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

36.10%

-22.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

41.59%

-25.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

34.57%

-13.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

34.17%

-14.23%

D5BK.DE vs. COPX - Expense Ratio Comparison

D5BK.DE has a 0.33% expense ratio, which is lower than COPX's 0.65% expense ratio.


Dividends

D5BK.DE vs. COPX - Dividend Comparison

D5BK.DE has not paid dividends to shareholders, while COPX's dividend yield for the trailing twelve months is around 2.24%.


PositionTTM20252024202320222021202020192018201720162015
COPX
Global X Copper Miners ETF
2.24%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


D5BK.DE and COPX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, D5BK.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D5BK.DE is cheaper with a 0.33% expense ratio, compared with 0.65% for COPX.

D5BK.DE is categorized as REIT, while COPX is Materials. D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while COPX tracks Solactive Global Copper Miners Total Return Index. They also come from different issuers: Xtrackers and Global X. Their fees differ too: 0.33% for D5BK.DE and 0.65% for COPX.

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