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ICOP vs. BINC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICOP vs. BINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Copper and Metals Mining ETF (ICOP) and iShares Flexible Income Active ETF (BINC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICOP achieves a 13.96% return, which is significantly higher than BINC's 1.29% return.


ICOP

1D
-5.31%
1M
-3.15%
YTD
13.96%
6M
12.44%
1Y
82.41%
3Y*
30.39%
5Y*
10Y*

BINC

1D
0.06%
1M
0.69%
YTD
1.29%
6M
1.50%
1Y
5.52%
3Y*
7.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICOP vs. BINC - Yearly Performance Comparison


2026 (YTD)202520242023
ICOP
iShares Copper and Metals Mining ETF
13.96%78.01%1.10%8.08%
BINC
iShares Flexible Income Active ETF
1.29%7.57%5.76%6.77%

Correlation

The correlation between ICOP and BINC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2023

0.34

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Return for Risk

ICOP vs. BINC — Risk / Return Rank

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

ICOP
ICOP Risk / Return Rank: 6161
Overall Rank
ICOP Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ICOP Sortino Ratio Rank: 5454
Sortino Ratio Rank
ICOP Omega Ratio Rank: 5656
Omega Ratio Rank
ICOP Calmar Ratio Rank: 6666
Calmar Ratio Rank
ICOP Martin Ratio Rank: 6464
Martin Ratio Rank

BINC
BINC Risk / Return Rank: 6868
Overall Rank
BINC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BINC Sortino Ratio Rank: 8383
Sortino Ratio Rank
BINC Omega Ratio Rank: 8484
Omega Ratio Rank
BINC Calmar Ratio Rank: 4343
Calmar Ratio Rank
BINC Martin Ratio Rank: 4949
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.

ICOP vs. BINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Copper and Metals Mining ETF (ICOP) and iShares Flexible Income Active ETF (BINC). 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.


ICOPBINCDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.33

1.48

-0.15

Calmar ratioReturn relative to maximum drawdown

3.17

2.06

+1.11

Martin ratioReturn relative to average drawdown

11.16

8.04

+3.12

ICOP vs. BINC - Sharpe Ratio Comparison

The current ICOP Sharpe Ratio is 2.09, which is comparable to the BINC Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of ICOP and BINC, 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

ICOP vs. BINC - Drawdown Comparison

The maximum ICOP drawdown since its inception was -38.67%, which is greater than BINC's maximum drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for ICOP and BINC.


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Drawdown Indicators


ICOPBINCDifference

Max Drawdown

Largest peak-to-trough decline

-38.67%

-2.69%

-35.98%

Max Drawdown (1Y)

Largest decline over 1 year

-26.13%

-2.69%

-23.44%

Max Drawdown (3Y)

Largest decline over 3 years

-38.67%

-2.69%

-35.98%

Current Drawdown

Current decline from peak

-13.41%

-0.10%

-13.31%

Average Drawdown

Average peak-to-trough decline

-11.61%

-0.36%

-11.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.41%

0.69%

+6.72%

Volatility

ICOP vs. BINC - Volatility Comparison

iShares Copper and Metals Mining ETF (ICOP) has a higher volatility of 16.27% compared to iShares Flexible Income Active ETF (BINC) at 0.58%. This indicates that ICOP's price experiences larger fluctuations and is considered to be riskier than BINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICOPBINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.27%

0.58%

+15.69%

Volatility (6M)

Calculated over the trailing 6-month period

35.00%

1.88%

+33.12%

Volatility (1Y)

Calculated over the trailing 1-year period

39.67%

2.30%

+37.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.44%

2.99%

+31.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.44%

2.99%

+31.45%

ICOP vs. BINC - Expense Ratio Comparison

ICOP has a 0.47% expense ratio, which is higher than BINC's 0.40% expense ratio.


Dividends

ICOP vs. BINC - Dividend Comparison

ICOP's dividend yield for the trailing twelve months is around 1.78%, less than BINC's 5.84% yield.


PositionTTM202520242023
BINC
iShares Flexible Income Active ETF
5.84%5.86%6.14%3.13%
ICOP
iShares Copper and Metals Mining ETF
1.78%2.08%1.87%2.15%

Frequently Asked Questions


ICOP and BINC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICOP has higher volatility (16.27%) compared to BINC (0.58%). In terms of maximum drawdown, ICOP dropped -38.67% vs BINC's -2.69%.

On 3-year performance, ICOP leads with 30.39% vs 7.12% for BINC. On fees, BINC is cheaper at 0.40% per year. On volatility, BINC has been the lower-risk option at 0.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ICOP has performed better with a 30.39% return vs 7.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BINC is cheaper with a 0.40% expense ratio, compared with 0.47% for ICOP.

BINC has the higher dividend yield at 5.84%, compared with 1.78% for ICOP.

ICOP is categorized as Copper, while BINC is Multisector Bonds. Their fees differ too: 0.47% for ICOP and 0.40% for BINC.

BINC currently has the higher Sharpe Ratio (2.41 vs 2.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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