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HERU.L vs. COPG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HERU.L vs. COPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Video Games & Esports UCITS ETF Acc USD (HERU.L) and Global X Copper Miners UCITS ETF USD Acc (COPG.L). The values are adjusted to include any dividend payments, if applicable.

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HERU.L vs. COPG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HERU.L
Global X Video Games & Esports UCITS ETF Acc USD
-11.41%24.71%18.11%6.15%-35.25%0.09%
COPG.L
Global X Copper Miners UCITS ETF USD Acc
8.74%95.78%1.93%8.46%3.56%-1.35%
Different Trading Currencies

HERU.L is traded in USD, while COPG.L is traded in GBP. To make them comparable, the COPG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HERU.L achieves a -11.41% return, which is significantly lower than COPG.L's 8.74% return.


HERU.L

1D
2.27%
1M
-2.65%
YTD
-11.41%
6M
-21.97%
1Y
3.25%
3Y*
8.63%
5Y*
-4.54%
10Y*

COPG.L

1D
6.75%
1M
-15.51%
YTD
8.74%
6M
33.84%
1Y
105.33%
3Y*
29.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HERU.L vs. COPG.L - Expense Ratio Comparison

HERU.L has a 0.50% expense ratio, which is lower than COPG.L's 0.65% expense ratio.


Return for Risk

HERU.L vs. COPG.L — Risk / Return Rank

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

HERU.L
HERU.L Risk / Return Rank: 1414
Overall Rank
HERU.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HERU.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
HERU.L Omega Ratio Rank: 1515
Omega Ratio Rank
HERU.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
HERU.L Martin Ratio Rank: 1313
Martin Ratio Rank

COPG.L
COPG.L Risk / Return Rank: 9393
Overall Rank
COPG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
COPG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
COPG.L Omega Ratio Rank: 8989
Omega Ratio Rank
COPG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
COPG.L Martin Ratio Rank: 9494
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.

HERU.L vs. COPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports UCITS ETF Acc USD (HERU.L) and Global X Copper Miners UCITS ETF USD Acc (COPG.L). 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.


HERU.LCOPG.LDifference

Sharpe ratio

Return per unit of total volatility

0.16

2.61

-2.45

Sortino ratio

Return per unit of downside risk

0.37

2.93

-2.56

Omega ratio

Gain probability vs. loss probability

1.05

1.38

-0.34

Calmar ratio

Return relative to maximum drawdown

0.10

3.88

-3.78

Martin ratio

Return relative to average drawdown

0.24

14.79

-14.54

HERU.L vs. COPG.L - Sharpe Ratio Comparison

The current HERU.L Sharpe Ratio is 0.16, which is lower than the COPG.L Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of HERU.L and COPG.L, 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


HERU.LCOPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

2.61

-2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.63

-0.80

Correlation

The correlation between HERU.L and COPG.L is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HERU.L vs. COPG.L - Dividend Comparison

Neither HERU.L nor COPG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HERU.L vs. COPG.L - Drawdown Comparison

The maximum HERU.L drawdown since its inception was -55.72%, which is greater than COPG.L's maximum drawdown of -42.19%. Use the drawdown chart below to compare losses from any high point for HERU.L and COPG.L.


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Drawdown Indicators


HERU.LCOPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.72%

-38.84%

-16.88%

Max Drawdown (1Y)

Largest decline over 1 year

-26.06%

-26.29%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-49.96%

Current Drawdown

Current decline from peak

-32.45%

-16.93%

-15.52%

Average Drawdown

Average peak-to-trough decline

-34.04%

-14.03%

-20.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.46%

6.57%

+3.89%

Volatility

HERU.L vs. COPG.L - Volatility Comparison

The current volatility for Global X Video Games & Esports UCITS ETF Acc USD (HERU.L) is 8.24%, while Global X Copper Miners UCITS ETF USD Acc (COPG.L) has a volatility of 16.37%. This indicates that HERU.L experiences smaller price fluctuations and is considered to be less risky than COPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HERU.LCOPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

16.37%

-8.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

32.38%

-17.97%

Volatility (1Y)

Calculated over the trailing 1-year period

20.41%

40.14%

-19.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.60%

37.08%

-13.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

37.08%

-13.37%