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NICK.L vs. BNQP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NICK.L vs. BNQP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Nickel (NICK.L) and BNPP RICI Kupfer (TR) Enhanced ETC (BNQP.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, NICK.L achieves a 10.65% return, which is significantly lower than BNQP.DE's 11.53% return.


NICK.L

1D
-1.03%
1M
-5.12%
YTD
10.65%
6M
23.90%
1Y
18.75%
3Y*
-5.71%
5Y*
-0.66%
10Y*
6.28%

BNQP.DE

1D
0.84%
1M
5.36%
YTD
11.53%
6M
22.91%
1Y
44.68%
3Y*
20.67%
5Y*
8.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NICK.L vs. BNQP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NICK.L
WisdomTree Nickel
10.65%6.27%-8.39%-46.66%46.43%23.82%14.32%32.82%-14.50%18.74%
BNQP.DE
BNPP RICI Kupfer (TR) Enhanced ETC
11.53%36.51%9.79%5.41%-8.51%21.25%23.32%5.14%-17.20%33.16%

Correlation

The correlation between NICK.L and BNQP.DE is 0.55, 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

0.55

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

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2016

0.50

The correlation between NICK.L and BNQP.DE has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.

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Return for Risk

NICK.L vs. BNQP.DE — Risk / Return Rank

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

NICK.L
NICK.L Risk / Return Rank: 2828
Overall Rank
NICK.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NICK.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
NICK.L Omega Ratio Rank: 2626
Omega Ratio Rank
NICK.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
NICK.L Martin Ratio Rank: 2828
Martin Ratio Rank

BNQP.DE
BNQP.DE Risk / Return Rank: 7575
Overall Rank
BNQP.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BNQP.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
BNQP.DE Omega Ratio Rank: 6868
Omega Ratio Rank
BNQP.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
BNQP.DE Martin Ratio Rank: 8484
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.

NICK.L vs. BNQP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Nickel (NICK.L) and BNPP RICI Kupfer (TR) Enhanced ETC (BNQP.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.


NICK.LBNQP.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

1.17

1.39

-0.23

Calmar ratioReturn relative to maximum drawdown

1.82

3.83

-2.01

Martin ratioReturn relative to average drawdown

3.88

12.90

-9.02

NICK.L vs. BNQP.DE - Sharpe Ratio Comparison

The current NICK.L Sharpe Ratio is 0.76, which is lower than the BNQP.DE Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of NICK.L and BNQP.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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Sharpe Ratios by Period


NICK.LBNQP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

2.25

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.43

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.65

-0.74

Drawdowns

NICK.L vs. BNQP.DE - Drawdown Comparison

The maximum NICK.L drawdown since its inception was -87.80%, which is greater than BNQP.DE's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for NICK.L and BNQP.DE.


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Drawdown Indicators


NICK.LBNQP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-87.80%

-35.36%

-52.44%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-11.62%

+1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-40.82%

-17.26%

-23.56%

Max Drawdown (5Y)

Largest decline over 5 years

-71.83%

-31.23%

-40.60%

Max Drawdown (10Y)

Largest decline over 10 years

-71.83%

Current Drawdown

Current decline from peak

-74.59%

-2.10%

-72.49%

Average Drawdown

Average peak-to-trough decline

-70.10%

-10.39%

-59.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

3.45%

+1.35%

Volatility

NICK.L vs. BNQP.DE - Volatility Comparison

WisdomTree Nickel (NICK.L) and BNPP RICI Kupfer (TR) Enhanced ETC (BNQP.DE) have volatilities of 6.02% and 6.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NICK.LBNQP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

6.23%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

22.98%

16.24%

+6.74%

Volatility (1Y)

Calculated over the trailing 1-year period

24.65%

19.77%

+4.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.13%

20.59%

+23.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.48%

19.82%

+16.66%

NICK.L vs. BNQP.DE - Expense Ratio Comparison

NICK.L has a 0.49% expense ratio, which is lower than BNQP.DE's 1.00% expense ratio.


Dividends

NICK.L vs. BNQP.DE - Dividend Comparison

Neither NICK.L nor BNQP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NICK.L and BNQP.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

NICK.L is cheaper with a 0.49% expense ratio, compared with 1.00% for BNQP.DE.

NICK.L tracks Bloomberg Nickel, while BNQP.DE tracks RICI Enhanced Copper. They also come from different issuers: WisdomTree and BNP Paribas. Their fees differ too: 0.49% for NICK.L and 1.00% for BNQP.DE.

Portfolio Optimizer

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