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DR7E.DE vs. 4COP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DR7E.DE vs. 4COP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) and Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DR7E.DE achieves a 41.08% return, which is significantly higher than 4COP.DE's 24.89% return.


DR7E.DE

1D
-1.47%
1M
7.64%
YTD
41.08%
6M
38.98%
1Y
84.37%
3Y*
18.20%
5Y*
10Y*

4COP.DE

1D
-0.93%
1M
8.84%
YTD
24.89%
6M
35.72%
1Y
109.69%
3Y*
34.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DR7E.DE vs. 4COP.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DR7E.DE
Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating
41.08%15.37%0.76%23.30%-30.28%-4.13%
4COP.DE
Global X Copper Miners UCITS ETF USD Accumulating
24.89%73.62%9.38%4.93%6.78%1.33%

Correlation

The correlation between DR7E.DE and 4COP.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2021

0.60

The correlation between DR7E.DE and 4COP.DE has been stable across timeframes, ranging from 0.56 to 0.60 - a consistent structural relationship.

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Return for Risk

DR7E.DE vs. 4COP.DE — Risk / Return Rank

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

DR7E.DE
DR7E.DE Risk / Return Rank: 9393
Overall Rank
DR7E.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DR7E.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
DR7E.DE Omega Ratio Rank: 9090
Omega Ratio Rank
DR7E.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
DR7E.DE Martin Ratio Rank: 9393
Martin Ratio Rank

4COP.DE
4COP.DE Risk / Return Rank: 7979
Overall Rank
4COP.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
4COP.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
4COP.DE Omega Ratio Rank: 7272
Omega Ratio Rank
4COP.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
4COP.DE Martin Ratio Rank: 7474
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.

DR7E.DE vs. 4COP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) and Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE). 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.


DR7E.DE4COP.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.57

1.42

+0.15

Calmar ratioReturn relative to maximum drawdown

8.52

4.28

+4.24

Martin ratioReturn relative to average drawdown

24.61

13.68

+10.93

DR7E.DE vs. 4COP.DE - Sharpe Ratio Comparison

The current DR7E.DE Sharpe Ratio is 3.67, which is comparable to the 4COP.DE Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of DR7E.DE and 4COP.DE, 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


DR7E.DE4COP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.67

2.91

+0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.73

-0.45

Drawdowns

DR7E.DE vs. 4COP.DE - Drawdown Comparison

The maximum DR7E.DE drawdown since its inception was -40.66%, roughly equal to the maximum 4COP.DE drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for DR7E.DE and 4COP.DE.


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Drawdown Indicators


DR7E.DE4COP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.66%

-39.12%

-1.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-26.21%

+16.26%

Max Drawdown (3Y)

Largest decline over 3 years

-33.99%

-39.12%

+5.13%

Current Drawdown

Current decline from peak

-2.08%

-5.17%

+3.09%

Average Drawdown

Average peak-to-trough decline

-18.33%

-14.66%

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

8.22%

-4.77%

Volatility

DR7E.DE vs. 4COP.DE - Volatility Comparison

The current volatility for Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) is 9.64%, while Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE) has a volatility of 13.96%. This indicates that DR7E.DE experiences smaller price fluctuations and is considered to be less risky than 4COP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DR7E.DE4COP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.64%

13.96%

-4.32%

Volatility (6M)

Calculated over the trailing 6-month period

16.91%

33.13%

-16.22%

Volatility (1Y)

Calculated over the trailing 1-year period

23.14%

38.63%

-15.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.01%

32.97%

-7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.01%

32.97%

-7.96%

DR7E.DE vs. 4COP.DE - Expense Ratio Comparison

DR7E.DE has a 0.50% expense ratio, which is lower than 4COP.DE's 0.55% expense ratio.


Dividends

DR7E.DE vs. 4COP.DE - Dividend Comparison

Neither DR7E.DE nor 4COP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DR7E.DE and 4COP.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DR7E.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DR7E.DE is cheaper with a 0.50% expense ratio, compared with 0.55% for 4COP.DE.

DR7E.DE is categorized as Technology Equities, while 4COP.DE is Commodity Producers Equities. DR7E.DE tracks Solactive Autonomous & Electric Vehicles, while 4COP.DE tracks Solactive Global Copper Miners v2 Index. Their fees differ too: 0.50% for DR7E.DE and 0.55% for 4COP.DE.

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