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MLPA vs. COPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPA vs. COPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MLP ETF (MLPA) and Global X Copper Miners ETF (COPX). The values are adjusted to include any dividend payments, if applicable.

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MLPA vs. COPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPA
Global X MLP ETF
13.45%5.73%20.35%15.93%27.03%39.64%-33.97%11.91%-15.71%-8.31%
COPX
Global X Copper Miners ETF
6.35%93.50%3.57%8.38%-0.76%23.39%51.66%12.48%-31.31%38.92%

Returns By Period

In the year-to-date period, MLPA achieves a 13.45% return, which is significantly higher than COPX's 6.35% return. Over the past 10 years, MLPA has underperformed COPX with an annualized return of 8.14%, while COPX has yielded a comparatively higher 20.82% annualized return.


MLPA

1D
-1.37%
1M
0.67%
YTD
13.45%
6M
15.77%
1Y
9.41%
3Y*
17.72%
5Y*
18.64%
10Y*
8.14%

COPX

1D
7.92%
1M
-20.22%
YTD
6.35%
6M
30.65%
1Y
101.10%
3Y*
28.34%
5Y*
18.72%
10Y*
20.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLPA vs. COPX - Expense Ratio Comparison

MLPA has a 0.46% expense ratio, which is lower than COPX's 0.65% expense ratio.


Return for Risk

MLPA vs. COPX — Risk / Return Rank

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

MLPA
MLPA Risk / Return Rank: 3030
Overall Rank
MLPA Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MLPA Sortino Ratio Rank: 3131
Sortino Ratio Rank
MLPA Omega Ratio Rank: 3131
Omega Ratio Rank
MLPA Calmar Ratio Rank: 2929
Calmar Ratio Rank
MLPA Martin Ratio Rank: 2424
Martin Ratio Rank

COPX
COPX Risk / Return Rank: 9494
Overall Rank
COPX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 9393
Sortino Ratio Rank
COPX Omega Ratio Rank: 9191
Omega Ratio Rank
COPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
COPX Martin Ratio Rank: 9494
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.

MLPA vs. COPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MLP ETF (MLPA) and Global X Copper Miners ETF (COPX). 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.


MLPACOPXDifference

Sharpe ratio

Return per unit of total volatility

0.59

2.41

-1.83

Sortino ratio

Return per unit of downside risk

0.86

2.75

-1.89

Omega ratio

Gain probability vs. loss probability

1.12

1.38

-0.26

Calmar ratio

Return relative to maximum drawdown

0.63

3.46

-2.84

Martin ratio

Return relative to average drawdown

1.56

13.40

-11.84

MLPA vs. COPX - Sharpe Ratio Comparison

The current MLPA Sharpe Ratio is 0.59, which is lower than the COPX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of MLPA and COPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MLPACOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

2.41

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.52

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.59

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.16

0.00

Correlation

The correlation between MLPA and COPX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MLPA vs. COPX - Dividend Comparison

MLPA's dividend yield for the trailing twelve months is around 7.15%, more than COPX's 2.52% yield.


TTM20252024202320222021202020192018201720162015
MLPA
Global X MLP ETF
7.15%7.82%7.25%7.49%7.30%8.72%13.84%9.09%10.00%8.05%7.15%9.29%
COPX
Global X Copper Miners ETF
2.52%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%

Drawdowns

MLPA vs. COPX - Drawdown Comparison

The maximum MLPA drawdown since its inception was -78.75%, smaller than the maximum COPX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for MLPA and COPX.


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Drawdown Indicators


MLPACOPXDifference

Max Drawdown

Largest peak-to-trough decline

-78.75%

-83.16%

+4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-27.82%

+13.62%

Max Drawdown (5Y)

Largest decline over 5 years

-18.75%

-42.12%

+23.37%

Max Drawdown (10Y)

Largest decline over 10 years

-74.05%

-65.41%

-8.64%

Current Drawdown

Current decline from peak

-2.87%

-20.22%

+17.35%

Average Drawdown

Average peak-to-trough decline

-20.50%

-39.60%

+19.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.73%

7.20%

-1.47%

Volatility

MLPA vs. COPX - Volatility Comparison

The current volatility for Global X MLP ETF (MLPA) is 3.34%, while Global X Copper Miners ETF (COPX) has a volatility of 18.96%. This indicates that MLPA experiences smaller price fluctuations and is considered to be less risky than COPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPACOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

18.96%

-15.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.92%

33.75%

-25.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

42.22%

-26.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

36.05%

-17.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.64%

35.51%

-7.87%