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ICOP vs. INFR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICOP vs. INFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Copper And Metals Mining ETF (ICOP) and ClearBridge Sustainable Infrastructure ETF (INFR). The values are adjusted to include any dividend payments, if applicable.

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ICOP vs. INFR - Yearly Performance Comparison


2026 (YTD)202520242023
ICOP
Ishares Copper And Metals Mining ETF
7.37%78.01%1.10%8.08%
INFR
ClearBridge Sustainable Infrastructure ETF
1.41%24.00%-6.23%-0.06%

Returns By Period

In the year-to-date period, ICOP achieves a 7.37% return, which is significantly higher than INFR's 1.41% return.


ICOP

1D
7.18%
1M
-16.75%
YTD
7.37%
6M
28.32%
1Y
88.33%
3Y*
5Y*
10Y*

INFR

1D
0.00%
1M
0.00%
YTD
1.41%
6M
6.28%
1Y
17.50%
3Y*
5.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICOP vs. INFR - Expense Ratio Comparison

ICOP has a 0.47% expense ratio, which is lower than INFR's 0.59% expense ratio.


Return for Risk

ICOP vs. INFR — Risk / Return Rank

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

ICOP
ICOP Risk / Return Rank: 9393
Overall Rank
ICOP Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ICOP Sortino Ratio Rank: 9393
Sortino Ratio Rank
ICOP Omega Ratio Rank: 9191
Omega Ratio Rank
ICOP Calmar Ratio Rank: 9292
Calmar Ratio Rank
ICOP Martin Ratio Rank: 9393
Martin Ratio Rank

INFR
INFR Risk / Return Rank: 7878
Overall Rank
INFR Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
INFR Sortino Ratio Rank: 7272
Sortino Ratio Rank
INFR Omega Ratio Rank: 7676
Omega Ratio Rank
INFR Calmar Ratio Rank: 8585
Calmar Ratio Rank
INFR Martin Ratio Rank: 8585
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. INFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Copper And Metals Mining ETF (ICOP) and ClearBridge Sustainable Infrastructure ETF (INFR). 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.


ICOPINFRDifference

Sharpe ratio

Return per unit of total volatility

2.32

1.26

+1.05

Sortino ratio

Return per unit of downside risk

2.70

1.81

+0.89

Omega ratio

Gain probability vs. loss probability

1.38

1.29

+0.10

Calmar ratio

Return relative to maximum drawdown

3.21

2.51

+0.70

Martin ratio

Return relative to average drawdown

13.35

9.89

+3.46

ICOP vs. INFR - Sharpe Ratio Comparison

The current ICOP Sharpe Ratio is 2.32, which is higher than the INFR Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of ICOP and INFR, 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


ICOPINFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.26

+1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.47

+0.46

Correlation

The correlation between ICOP and INFR is 0.35, 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.


Dividends

ICOP vs. INFR - Dividend Comparison

ICOP's dividend yield for the trailing twelve months is around 1.94%, less than INFR's 2.49% yield.


TTM202520242023
ICOP
Ishares Copper And Metals Mining ETF
1.94%2.08%1.87%2.15%
INFR
ClearBridge Sustainable Infrastructure ETF
2.49%2.52%2.36%3.06%

Drawdowns

ICOP vs. INFR - Drawdown Comparison

The maximum ICOP drawdown since its inception was -38.67%, which is greater than INFR's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for ICOP and INFR.


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Drawdown Indicators


ICOPINFRDifference

Max Drawdown

Largest peak-to-trough decline

-38.67%

-19.28%

-19.39%

Max Drawdown (1Y)

Largest decline over 1 year

-26.13%

-8.93%

-17.20%

Current Drawdown

Current decline from peak

-16.97%

-0.70%

-16.27%

Average Drawdown

Average peak-to-trough decline

-11.85%

-5.16%

-6.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.28%

2.27%

+4.01%

Volatility

ICOP vs. INFR - Volatility Comparison

Ishares Copper And Metals Mining ETF (ICOP) has a higher volatility of 17.29% compared to ClearBridge Sustainable Infrastructure ETF (INFR) at 0.00%. This indicates that ICOP's price experiences larger fluctuations and is considered to be riskier than INFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICOPINFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.29%

0.00%

+17.29%

Volatility (6M)

Calculated over the trailing 6-month period

30.15%

5.26%

+24.89%

Volatility (1Y)

Calculated over the trailing 1-year period

38.44%

14.68%

+23.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.10%

14.64%

+18.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.10%

14.64%

+18.46%