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ISTM vs. B4NQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISTM vs. B4NQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Strategic Metals ETF (ISTM) and BNPP Kupfer (TR) ETC (B4NQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISTM is traded in USD, while B4NQ.DE is traded in EUR. To make them comparable, the B4NQ.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 B4NQ.DE's 9.39% return.


ISTM

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

B4NQ.DE

1D
0.00%
1M
0.40%
YTD
9.39%
6M
13.38%
1Y
43.21%
3Y*
19.13%
5Y*
9.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISTM vs. B4NQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ISTM
iShares Strategic Metals ETF
3.12%54.07%6.95%2.69%
B4NQ.DE
BNPP Kupfer (TR) ETC
9.39%44.12%4.83%5.09%

Correlation

The correlation between ISTM and B4NQ.DE is 0.69, 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

0.69

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

0.72

The correlation between ISTM and B4NQ.DE has been stable across timeframes, ranging from 0.69 to 0.72 - a consistent structural relationship.

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Return for Risk

ISTM vs. B4NQ.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

B4NQ.DE
B4NQ.DE Risk / Return Rank: 7878
Overall Rank
B4NQ.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
B4NQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
B4NQ.DE Omega Ratio Rank: 7575
Omega Ratio Rank
B4NQ.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
B4NQ.DE 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.

ISTM vs. B4NQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Strategic Metals ETF (ISTM) and BNPP Kupfer (TR) ETC (B4NQ.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.


ISTMB4NQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.25

1.36

-0.11

Calmar ratioReturn relative to maximum drawdown

1.78

3.46

-1.68

Martin ratioReturn relative to average drawdown

4.17

11.30

-7.12

ISTM vs. B4NQ.DE - Sharpe Ratio Comparison

The current ISTM Sharpe Ratio is 1.27, which is lower than the B4NQ.DE Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ISTM and B4NQ.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.


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Drawdowns

ISTM vs. B4NQ.DE - Drawdown Comparison

The maximum ISTM drawdown since its inception was -22.20%, smaller than the maximum B4NQ.DE drawdown of -34.28%. Use the drawdown chart below to compare losses from any high point for ISTM and B4NQ.DE.


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Drawdown Indicators


ISTMB4NQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.20%

-34.28%

+12.08%

Max Drawdown (1Y)

Largest decline over 1 year

-22.20%

-12.43%

-9.77%

Max Drawdown (3Y)

Largest decline over 3 years

-22.21%

Max Drawdown (5Y)

Largest decline over 5 years

-32.86%

Current Drawdown

Current decline from peak

-18.92%

-3.18%

-15.74%

Average Drawdown

Average peak-to-trough decline

-6.64%

-12.88%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.48%

3.82%

+5.66%

Volatility

ISTM vs. B4NQ.DE - Volatility Comparison

iShares Strategic Metals ETF (ISTM) has a higher volatility of 7.62% compared to BNPP Kupfer (TR) ETC (B4NQ.DE) at 4.16%. This indicates that ISTM's price experiences larger fluctuations and is considered to be riskier than B4NQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISTMB4NQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

4.16%

+3.46%

Volatility (6M)

Calculated over the trailing 6-month period

28.67%

18.92%

+9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

31.35%

22.38%

+8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.24%

22.24%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.24%

21.06%

+3.18%

ISTM vs. B4NQ.DE - Expense Ratio Comparison

ISTM has a 0.49% expense ratio, which is lower than B4NQ.DE's 0.90% expense ratio.


Dividends

ISTM vs. B4NQ.DE - Dividend Comparison

ISTM's dividend yield for the trailing twelve months is around 14.33%, while B4NQ.DE has not paid dividends to shareholders.


PositionTTM202520242023
B4NQ.DE
BNPP Kupfer (TR) ETC
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 B4NQ.DE have a correlation of 0.69, 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 0.90% for B4NQ.DE.

ISTM is categorized as Rare Earth & Strategic Metals, while B4NQ.DE is Metals. ISTM tracks ICE Strategic Re-Industrialization Metals Index, while B4NQ.DE tracks LME Copper Futures. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.49% for ISTM and 0.90% for B4NQ.DE.

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