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PFFD vs. COPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFFD vs. COPX - Performance Comparison

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

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PFFD vs. COPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFFD
Global X U.S. Preferred ETF
-1.68%3.22%7.07%6.85%-20.20%5.07%8.90%17.43%-3.94%0.85%
COPX
Global X Copper Miners ETF
6.35%93.50%3.57%8.38%-0.76%23.39%51.66%12.48%-31.31%8.83%

Returns By Period

In the year-to-date period, PFFD achieves a -1.68% return, which is significantly lower than COPX's 6.35% return.


PFFD

1D
0.88%
1M
-3.92%
YTD
-1.68%
6M
-2.29%
1Y
2.93%
3Y*
3.89%
5Y*
-0.52%
10Y*

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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PFFD vs. COPX - Expense Ratio Comparison

PFFD has a 0.23% expense ratio, which is lower than COPX's 0.65% expense ratio.


Return for Risk

PFFD vs. COPX — Risk / Return Rank

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

PFFD
PFFD Risk / Return Rank: 2222
Overall Rank
PFFD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PFFD Sortino Ratio Rank: 2121
Sortino Ratio Rank
PFFD Omega Ratio Rank: 2121
Omega Ratio Rank
PFFD Calmar Ratio Rank: 2222
Calmar Ratio Rank
PFFD Martin Ratio Rank: 2121
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.

PFFD vs. COPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Preferred ETF (PFFD) 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.


PFFDCOPXDifference

Sharpe ratio

Return per unit of total volatility

0.35

2.41

-2.06

Sortino ratio

Return per unit of downside risk

0.54

2.75

-2.22

Omega ratio

Gain probability vs. loss probability

1.07

1.38

-0.31

Calmar ratio

Return relative to maximum drawdown

0.41

3.46

-3.06

Martin ratio

Return relative to average drawdown

1.20

13.40

-12.20

PFFD vs. COPX - Sharpe Ratio Comparison

The current PFFD Sharpe Ratio is 0.35, which is lower than the COPX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of PFFD 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


PFFDCOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

2.41

-2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.52

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.16

+0.01

Correlation

The correlation between PFFD and COPX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PFFD vs. COPX - Dividend Comparison

PFFD's dividend yield for the trailing twelve months is around 6.52%, more than COPX's 2.52% yield.


TTM20252024202320222021202020192018201720162015
PFFD
Global X U.S. Preferred ETF
6.52%6.37%6.42%6.49%6.63%5.09%5.17%5.48%6.21%1.94%0.00%0.00%
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

PFFD vs. COPX - Drawdown Comparison

The maximum PFFD drawdown since its inception was -30.93%, smaller than the maximum COPX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for PFFD and COPX.


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Drawdown Indicators


PFFDCOPXDifference

Max Drawdown

Largest peak-to-trough decline

-30.93%

-83.16%

+52.23%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-27.82%

+21.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.45%

-42.12%

+17.67%

Max Drawdown (10Y)

Largest decline over 10 years

-65.41%

Current Drawdown

Current decline from peak

-7.42%

-20.22%

+12.80%

Average Drawdown

Average peak-to-trough decline

-6.64%

-39.60%

+32.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

7.20%

-5.16%

Volatility

PFFD vs. COPX - Volatility Comparison

The current volatility for Global X U.S. Preferred ETF (PFFD) is 2.94%, while Global X Copper Miners ETF (COPX) has a volatility of 18.96%. This indicates that PFFD 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


PFFDCOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

18.96%

-16.02%

Volatility (6M)

Calculated over the trailing 6-month period

5.61%

33.75%

-28.14%

Volatility (1Y)

Calculated over the trailing 1-year period

8.41%

42.22%

-33.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.95%

36.05%

-25.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.84%

35.51%

-22.67%