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FMTL vs. ICOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMTL vs. ICOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Critical Metals ETF (FMTL) and iShares Copper and Metals Mining ETF (ICOP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMTL achieves a 22.22% return, which is significantly higher than ICOP's 20.35% return.


FMTL

1D
-1.11%
1M
-0.97%
YTD
22.22%
6M
23.09%
1Y
3Y*
5Y*
10Y*

ICOP

1D
-1.49%
1M
2.28%
YTD
20.35%
6M
20.43%
1Y
94.43%
3Y*
32.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMTL vs. ICOP - Yearly Performance Comparison


Correlation

The correlation between FMTL and ICOP is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

0.95

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Return for Risk

FMTL vs. ICOP — Risk / Return Rank

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

FMTL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ICOP
ICOP Risk / Return Rank: 7070
Overall Rank
ICOP Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ICOP Sortino Ratio Rank: 6161
Sortino Ratio Rank
ICOP Omega Ratio Rank: 6565
Omega Ratio Rank
ICOP Calmar Ratio Rank: 7474
Calmar Ratio Rank
ICOP Martin Ratio Rank: 7171
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.

FMTL vs. ICOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Critical Metals ETF (FMTL) and iShares Copper and Metals Mining ETF (ICOP). 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.


FMTLICOPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

3.63

Martin ratioReturn relative to average drawdown

12.87

FMTL vs. ICOP - Sharpe Ratio Comparison


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Drawdowns

FMTL vs. ICOP - Drawdown Comparison

The maximum FMTL drawdown since its inception was -22.44%, smaller than the maximum ICOP drawdown of -38.67%. Use the drawdown chart below to compare losses from any high point for FMTL and ICOP.


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Drawdown Indicators


FMTLICOPDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

-38.67%

+16.23%

Max Drawdown (1Y)

Largest decline over 1 year

-26.13%

Max Drawdown (3Y)

Largest decline over 3 years

-38.67%

Current Drawdown

Current decline from peak

-8.36%

-8.56%

+0.20%

Average Drawdown

Average peak-to-trough decline

-5.29%

-11.60%

+6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

Volatility

FMTL vs. ICOP - Volatility Comparison


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Volatility by Period


FMTLICOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.37%

Volatility (6M)

Calculated over the trailing 6-month period

34.55%

Volatility (1Y)

Calculated over the trailing 1-year period

40.10%

39.35%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.10%

34.32%

+5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.10%

34.32%

+5.78%

FMTL vs. ICOP - Expense Ratio Comparison

FMTL has a 0.65% expense ratio, which is higher than ICOP's 0.47% expense ratio.


Dividends

FMTL vs. ICOP - Dividend Comparison

FMTL's dividend yield for the trailing twelve months is around 0.05%, less than ICOP's 1.68% yield.


PositionTTM202520242023
FMTL
First Trust Indxx Critical Metals ETF
0.05%0.06%0.00%0.00%
ICOP
iShares Copper and Metals Mining ETF
1.68%2.08%1.87%2.15%

Frequently Asked Questions


With a correlation of 0.95, FMTL and ICOP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ICOP is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICOP is cheaper with a 0.47% expense ratio, compared with 0.65% for FMTL.

ICOP has the higher dividend yield at 1.68%, compared with 0.05% for FMTL.

FMTL is categorized as Rare Earth & Strategic Metals, while ICOP is Copper. FMTL tracks Indxx Global Critical Metals Index, while ICOP tracks STOXX Global Copper and Metals Mining Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FMTL and 0.47% for ICOP.

Portfolio Optimizer

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