PortfoliosLab logoPortfoliosLab logo
ISTM vs. B4NB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISTM vs. B4NB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Strategic Metals ETF (ISTM) and BNPP RICI Enhanced Kupfer (TR) ETC USD (B4NB.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ISTM is traded in USD, while B4NB.DE is traded in EUR. To make them comparable, the B4NB.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISTM achieves a 3.12% return, which is significantly lower than B4NB.DE's 7.50% return.


ISTM

1D
-3.40%
1M
-9.19%
YTD
3.12%
6M
3.55%
1Y
39.44%
3Y*
5Y*
10Y*

B4NB.DE

1D
0.00%
1M
-1.78%
YTD
7.50%
6M
11.54%
1Y
39.52%
3Y*
21.82%
5Y*
8.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISTM vs. B4NB.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ISTM
iShares Strategic Metals ETF
3.12%54.07%6.95%2.69%
B4NB.DE
BNPP RICI Enhanced Kupfer (TR) ETC USD
7.50%52.62%3.57%11.16%

Correlation

The correlation between ISTM and B4NB.DE is 0.73, 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

0.73

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2023

0.72

The correlation between ISTM and B4NB.DE has been stable across timeframes, ranging from 0.72 to 0.73 - 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

ISTM vs. B4NB.DE — Risk / Return Rank

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

ISTM
ISTM Risk / Return Rank: 3636
Overall Rank
ISTM Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ISTM Sortino Ratio Rank: 3232
Sortino Ratio Rank
ISTM Omega Ratio Rank: 4141
Omega Ratio Rank
ISTM Calmar Ratio Rank: 3939
Calmar Ratio Rank
ISTM Martin Ratio Rank: 3131
Martin Ratio Rank

B4NB.DE
B4NB.DE Risk / Return Rank: 7171
Overall Rank
B4NB.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
B4NB.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
B4NB.DE Omega Ratio Rank: 6767
Omega Ratio Rank
B4NB.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
B4NB.DE Martin Ratio Rank: 7272
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.

ISTM vs. B4NB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Strategic Metals ETF (ISTM) and BNPP RICI Enhanced Kupfer (TR) ETC USD (B4NB.DE). 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.


ISTMB4NB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratioReturn relative to maximum drawdown

1.78

2.78

-1.00

Martin ratioReturn relative to average drawdown

4.17

8.52

-4.35

ISTM vs. B4NB.DE - Sharpe Ratio Comparison

The current ISTM Sharpe Ratio is 1.27, which is comparable to the B4NB.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of ISTM and B4NB.DE, 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

ISTM vs. B4NB.DE - Drawdown Comparison

The maximum ISTM drawdown since its inception was -22.20%, smaller than the maximum B4NB.DE drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for ISTM and B4NB.DE.


Loading charts...

Drawdown Indicators


ISTMB4NB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.20%

-43.56%

+21.36%

Max Drawdown (1Y)

Largest decline over 1 year

-22.20%

-14.14%

-8.06%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

Max Drawdown (5Y)

Largest decline over 5 years

-39.08%

Current Drawdown

Current decline from peak

-18.92%

-5.99%

-12.93%

Average Drawdown

Average peak-to-trough decline

-6.64%

-12.62%

+5.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.48%

4.62%

+4.86%

Volatility

ISTM vs. B4NB.DE - Volatility Comparison

iShares Strategic Metals ETF (ISTM) has a higher volatility of 7.62% compared to BNPP RICI Enhanced Kupfer (TR) ETC USD (B4NB.DE) at 5.65%. This indicates that ISTM's price experiences larger fluctuations and is considered to be riskier than B4NB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ISTMB4NB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

5.65%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

28.67%

17.56%

+11.11%

Volatility (1Y)

Calculated over the trailing 1-year period

31.35%

22.08%

+9.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.24%

23.69%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.24%

21.98%

+2.26%

ISTM vs. B4NB.DE - Expense Ratio Comparison

ISTM has a 0.49% expense ratio, which is lower than B4NB.DE's 0.99% expense ratio.


Dividends

ISTM vs. B4NB.DE - Dividend Comparison

ISTM's dividend yield for the trailing twelve months is around 14.33%, while B4NB.DE has not paid dividends to shareholders.


PositionTTM202520242023
B4NB.DE
BNPP RICI Enhanced Kupfer (TR) ETC USD
0.00%0.00%0.00%0.00%
ISTM
iShares Strategic Metals ETF
14.33%14.78%29.62%1.02%

Frequently Asked Questions


ISTM and B4NB.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISTM is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISTM is cheaper with a 0.49% expense ratio, compared with 0.99% for B4NB.DE.

ISTM is categorized as Rare Earth & Strategic Metals, while B4NB.DE is Metals. ISTM tracks ICE Strategic Re-Industrialization Metals Index, while B4NB.DE tracks RICI Enhanced Copper. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.49% for ISTM and 0.99% for B4NB.DE.

Portfolio Optimizer

Find the right allocation for ISTM and B4NB.DE

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