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GDVD vs. HG=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GDVD and HG=F is 0.02, 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.


-0.50.00.51.00.0

Performance

GDVD vs. HG=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Copper Place Global Dividend Growth ETF (GDVD) and Copper (HG=F). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February0
13.01%
GDVD
HG=F

Key characteristics

Returns By Period


GDVD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

HG=F

YTD

15.85%

1M

6.28%

6M

13.01%

1Y

24.17%

5Y*

12.11%

10Y*

6.02%

*Annualized

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Risk-Adjusted Performance

GDVD vs. HG=F — Risk-Adjusted Performance Rank

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

GDVD
The Risk-Adjusted Performance Rank of GDVD is 6262
Overall Rank
The Sharpe Ratio Rank of GDVD is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of GDVD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of GDVD is 7474
Omega Ratio Rank
The Calmar Ratio Rank of GDVD is 1717
Calmar Ratio Rank
The Martin Ratio Rank of GDVD is 6969
Martin Ratio Rank

HG=F
The Risk-Adjusted Performance Rank of HG=F is 4545
Overall Rank
The Sharpe Ratio Rank of HG=F is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of HG=F is 4444
Sortino Ratio Rank
The Omega Ratio Rank of HG=F is 4444
Omega Ratio Rank
The Calmar Ratio Rank of HG=F is 5252
Calmar Ratio Rank
The Martin Ratio Rank of HG=F is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GDVD vs. HG=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Copper Place Global Dividend Growth ETF (GDVD) and Copper (HG=F). 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.


Sharpe ratio
No data
GDVD
HG=F


Rolling 12-month Sharpe Ratio0.000.200.400.600.801.001.201.40SeptemberOctoberNovemberDecember2025February
0.66
GDVD
HG=F

Drawdowns

GDVD vs. HG=F - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-8.88%
GDVD
HG=F

Volatility

GDVD vs. HG=F - Volatility Comparison

The current volatility for Copper Place Global Dividend Growth ETF (GDVD) is 0.00%, while Copper (HG=F) has a volatility of 7.01%. This indicates that GDVD experiences smaller price fluctuations and is considered to be less risky than HG=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February0
7.01%
GDVD
HG=F
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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