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IUSE.L vs. 4COP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSE.L vs. 4COP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) and Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IUSE.L having a 8.85% return and 4COP.DE slightly higher at 9.18%.


IUSE.L

1D
0.14%
1M
-0.08%
6M
8.61%
YTD
8.85%
1Y
18.98%
3Y*
17.50%
5Y*
10.41%
10Y*
12.18%

4COP.DE

1D
-1.73%
1M
-12.93%
6M
-5.24%
YTD
9.18%
1Y
82.40%
3Y*
26.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSE.L vs. 4COP.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IUSE.L
iShares S&P 500 EUR Hedged UCITS ETF Acc
8.85%14.95%23.21%23.05%-21.17%2.01%
4COP.DE
Global X Copper Miners UCITS ETF USD Accumulating
9.18%73.65%9.36%4.93%6.75%1.24%

Correlation

The correlation between IUSE.L and 4COP.DE is 0.50, 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

0.50

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

0.46

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2021

0.48

The correlation between IUSE.L and 4COP.DE has been stable across timeframes, ranging from 0.46 to 0.50 - a consistent structural relationship.

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Return for Risk

IUSE.L vs. 4COP.DE — Risk / Return Rank

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

IUSE.L
IUSE.L Risk / Return Rank: 5858
Overall Rank
IUSE.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IUSE.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
IUSE.L Omega Ratio Rank: 5555
Omega Ratio Rank
IUSE.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
IUSE.L Martin Ratio Rank: 6161
Martin Ratio Rank

4COP.DE
4COP.DE Risk / Return Rank: 6868
Overall Rank
4COP.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
4COP.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
4COP.DE Omega Ratio Rank: 6262
Omega Ratio Rank
4COP.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
4COP.DE Martin Ratio Rank: 5959
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.

IUSE.L vs. 4COP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) and Global X Copper Miners UCITS ETF USD Accumulating (4COP.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.


IUSE.L4COP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.28

1.30

-0.02

Calmar ratioReturn relative to maximum drawdown

2.18

3.14

-0.96

Martin ratioReturn relative to average drawdown

8.77

8.51

+0.26

IUSE.L vs. 4COP.DE - Sharpe Ratio Comparison

The current IUSE.L Sharpe Ratio is 1.57, which is comparable to the 4COP.DE Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of IUSE.L and 4COP.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

IUSE.L vs. 4COP.DE - Drawdown Comparison

The maximum IUSE.L drawdown since its inception was -34.75%, smaller than the maximum 4COP.DE drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for IUSE.L and 4COP.DE.


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Drawdown Indicators


IUSE.L4COP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.75%

-39.13%

+4.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-26.21%

+17.54%

Max Drawdown (3Y)

Largest decline over 3 years

-18.33%

-39.13%

+20.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

Max Drawdown (10Y)

Largest decline over 10 years

-34.75%

Current Drawdown

Current decline from peak

-0.77%

-17.10%

+16.33%

Average Drawdown

Average peak-to-trough decline

-4.25%

-14.66%

+10.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

9.68%

-7.52%

Volatility

IUSE.L vs. 4COP.DE - Volatility Comparison

The current volatility for iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) is 2.80%, while Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE) has a volatility of 13.01%. This indicates that IUSE.L experiences smaller price fluctuations and is considered to be less risky than 4COP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSE.L4COP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

13.01%

-10.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

35.53%

-26.25%

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

41.88%

-29.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

33.58%

-17.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

33.58%

-17.30%

IUSE.L vs. 4COP.DE - Expense Ratio Comparison

IUSE.L has a 0.20% expense ratio, which is lower than 4COP.DE's 0.55% expense ratio.


Dividends

IUSE.L vs. 4COP.DE - Dividend Comparison

Neither IUSE.L nor 4COP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSE.L and 4COP.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSE.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSE.L is cheaper with a 0.20% expense ratio, compared with 0.55% for 4COP.DE.

IUSE.L is categorized as S&P 500, while 4COP.DE is Copper. IUSE.L tracks S&P 500 EUR Hedged Index, while 4COP.DE tracks Solactive Global Copper Miners v2 Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.20% for IUSE.L and 0.55% for 4COP.DE.

Portfolio Optimizer

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