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IGV vs. CPER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGV vs. CPER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech-Software Sector ETF (IGV) and United States Copper Index Fund (CPER). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGV achieves a -9.50% return, which is significantly lower than CPER's 10.27% return. Over the past 10 years, IGV has outperformed CPER with an annualized return of 16.44%, while CPER has yielded a comparatively lower 11.08% annualized return.


IGV

1D
-0.21%
1M
4.94%
YTD
-9.50%
6M
-12.57%
1Y
-9.75%
3Y*
13.14%
5Y*
5.60%
10Y*
16.44%

CPER

1D
1.23%
1M
0.73%
YTD
10.27%
6M
15.97%
1Y
27.52%
3Y*
18.31%
5Y*
6.72%
10Y*
11.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGV vs. CPER - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGV
iShares Expanded Tech-Software Sector ETF
-9.50%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%
CPER
United States Copper Index Fund
10.27%38.95%4.23%4.55%-15.14%25.21%23.90%6.66%-21.91%28.80%

Correlation

The correlation between IGV and CPER is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2011

0.24

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Return for Risk

IGV vs. CPER — Risk / Return Rank

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

IGV
IGV Risk / Return Rank: 77
Overall Rank
IGV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 66
Sortino Ratio Rank
IGV Omega Ratio Rank: 66
Omega Ratio Rank
IGV Calmar Ratio Rank: 77
Calmar Ratio Rank
IGV Martin Ratio Rank: 77
Martin Ratio Rank

CPER
CPER Risk / Return Rank: 2525
Overall Rank
CPER Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CPER Sortino Ratio Rank: 2323
Sortino Ratio Rank
CPER Omega Ratio Rank: 3131
Omega Ratio Rank
CPER Calmar Ratio Rank: 2626
Calmar Ratio Rank
CPER Martin Ratio Rank: 2121
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.

IGV vs. CPER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ETF (IGV) and United States Copper Index Fund (CPER). 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.


IGVCPERDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

0.96

1.19

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.27

1.12

-1.38

Martin ratioReturn relative to average drawdown

-0.56

2.31

-2.88

IGV vs. CPER - Sharpe Ratio Comparison

The current IGV Sharpe Ratio is -0.35, which is lower than the CPER Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IGV and CPER, 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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Sharpe Ratios by Period


IGVCPERDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

0.80

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.25

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.46

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.13

+0.23

Drawdowns

IGV vs. CPER - Drawdown Comparison

The maximum IGV drawdown since its inception was -63.45%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for IGV and CPER.


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Drawdown Indicators


IGVCPERDifference

Max Drawdown

Largest peak-to-trough decline

-63.45%

-54.04%

-9.41%

Max Drawdown (1Y)

Largest decline over 1 year

-36.61%

-24.77%

-11.84%

Max Drawdown (3Y)

Largest decline over 3 years

-36.61%

-24.77%

-11.84%

Max Drawdown (5Y)

Largest decline over 5 years

-45.85%

-34.75%

-11.10%

Max Drawdown (10Y)

Largest decline over 10 years

-45.85%

-38.42%

-7.43%

Current Drawdown

Current decline from peak

-18.80%

-5.05%

-13.75%

Average Drawdown

Average peak-to-trough decline

-14.45%

-25.39%

+10.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.33%

11.94%

+5.39%

Volatility

IGV vs. CPER - Volatility Comparison

iShares Expanded Tech-Software Sector ETF (IGV) has a higher volatility of 12.20% compared to United States Copper Index Fund (CPER) at 10.22%. This indicates that IGV's price experiences larger fluctuations and is considered to be riskier than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGVCPERDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.20%

10.22%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

24.65%

23.14%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

27.93%

34.78%

-6.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.90%

27.04%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.38%

24.07%

+2.31%

IGV vs. CPER - Expense Ratio Comparison

IGV has a 0.39% expense ratio, which is lower than CPER's 1.06% expense ratio.


Dividends

IGV vs. CPER - Dividend Comparison

Neither IGV nor CPER has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CPER
United States Copper Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGV
iShares Expanded Tech-Software Sector ETF
0.00%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%

Frequently Asked Questions


IGV and CPER have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGV has higher volatility (12.20%) compared to CPER (10.22%). In terms of maximum drawdown, IGV dropped -63.45% vs CPER's -54.04%.

On 10-year performance, IGV leads with 16.44% vs 11.08% for CPER. On fees, IGV is cheaper at 0.39% per year. On volatility, CPER has been the lower-risk option at 10.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGV has performed better with a 16.44% return vs 11.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGV is cheaper with a 0.39% expense ratio, compared with 1.06% for CPER.

IGV and CPER have nearly identical dividend yields, around 0.00%.

IGV is categorized as Technology Equities, while CPER is Metals. IGV tracks S&P North American Expanded Technology Software Index, while CPER tracks SummerHaven Copper Index Total Return. They also come from different issuers: iShares and USCF. Their fees differ too: 0.39% for IGV and 1.06% for CPER.

CPER currently has the higher Sharpe Ratio (0.80 vs -0.35), 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

Find the right allocation for IGV and CPER

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