PortfoliosLab logoPortfoliosLab logo
IMSU.L vs. COPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMSU.L vs. COPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IMSU.L) and Global X Copper Miners UCITS ETF USD (Acc) (COPX.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IMSU.L is traded in GBp, while COPX.L is traded in USD. To make them comparable, the COPX.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IMSU.L achieves a 10.77% return, which is significantly higher than COPX.L's 2.19% return.


IMSU.L

1D
0.24%
1M
-4.73%
6M
3.70%
YTD
10.77%
1Y
14.35%
3Y*
6.84%
5Y*
6.56%
10Y*

COPX.L

1D
-2.65%
1M
-19.83%
6M
-8.93%
YTD
2.19%
1Y
71.76%
3Y*
24.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMSU.L vs. COPX.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IMSU.L
iShares S&P 500 Materials Sector UCITS ETF USD (Acc)
10.77%3.37%0.69%6.26%-1.35%2.20%
COPX.L
Global X Copper Miners UCITS ETF USD (Acc)
2.19%81.18%3.91%3.59%12.52%0.97%

Correlation

The correlation between IMSU.L and COPX.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2021

0.52

The correlation between IMSU.L and COPX.L has been stable across timeframes, ranging from 0.49 to 0.56 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IMSU.L vs. COPX.L — Risk / Return Rank

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

IMSU.L
IMSU.L Risk / Return Rank: 3232
Overall Rank
IMSU.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IMSU.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
IMSU.L Omega Ratio Rank: 2929
Omega Ratio Rank
IMSU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
IMSU.L Martin Ratio Rank: 3535
Martin Ratio Rank

COPX.L
COPX.L Risk / Return Rank: 6161
Overall Rank
COPX.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
COPX.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
COPX.L Omega Ratio Rank: 5555
Omega Ratio Rank
COPX.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
COPX.L Martin Ratio Rank: 5252
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.

IMSU.L vs. COPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IMSU.L) and Global X Copper Miners UCITS ETF USD (Acc) (COPX.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.

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.


IMSU.LCOPX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.16

1.27

-0.11

Calmar ratioReturn relative to maximum drawdown

1.33

2.68

-1.35

Martin ratioReturn relative to average drawdown

4.15

7.07

-2.92

IMSU.L vs. COPX.L - Sharpe Ratio Comparison

The current IMSU.L Sharpe Ratio is 0.92, which is lower than the COPX.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of IMSU.L and COPX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IMSU.L vs. COPX.L - Drawdown Comparison

The maximum IMSU.L drawdown since its inception was -33.22%, smaller than the maximum COPX.L drawdown of -38.53%. Use the drawdown chart below to compare losses from any high point for IMSU.L and COPX.L.


Loading charts...

Drawdown Indicators


IMSU.LCOPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.22%

-38.53%

+5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-26.66%

+15.90%

Max Drawdown (3Y)

Largest decline over 3 years

-25.16%

-38.53%

+13.37%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

Current Drawdown

Current decline from peak

-4.97%

-23.25%

+18.28%

Average Drawdown

Average peak-to-trough decline

-11.10%

-13.71%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

10.12%

-6.67%

Volatility

IMSU.L vs. COPX.L - Volatility Comparison

The current volatility for iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IMSU.L) is 5.32%, while Global X Copper Miners UCITS ETF USD (Acc) (COPX.L) has a volatility of 12.84%. This indicates that IMSU.L experiences smaller price fluctuations and is considered to be less risky than COPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IMSU.LCOPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

12.84%

-7.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

36.73%

-24.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.50%

42.48%

-26.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

34.85%

-13.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.92%

34.85%

-9.93%

IMSU.L vs. COPX.L - Expense Ratio Comparison

IMSU.L has a 0.15% expense ratio, which is lower than COPX.L's 0.55% expense ratio.


Dividends

IMSU.L vs. COPX.L - Dividend Comparison

Neither IMSU.L nor COPX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IMSU.L and COPX.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IMSU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IMSU.L is cheaper with a 0.15% expense ratio, compared with 0.55% for COPX.L.

IMSU.L is categorized as Materials, while COPX.L is Copper. IMSU.L tracks MSCI World/Materials NR USD, while COPX.L tracks Solactive Global Copper Miners v2 Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.15% for IMSU.L and 0.55% for COPX.L.

Portfolio Optimizer

Find the right allocation for IMSU.L and COPX.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer