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PHSP.L vs. COPA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHSP.L vs. COPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Silver (PHSP.L) and WisdomTree Copper (COPA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PHSP.L is traded in GBp, while COPA.L is traded in USD. To make them comparable, the COPA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PHSP.L achieves a 2.97% return, which is significantly lower than COPA.L's 14.05% return. Over the past 10 years, PHSP.L has outperformed COPA.L with an annualized return of 16.46%, while COPA.L has yielded a comparatively lower 11.12% annualized return.


PHSP.L

1D
0.46%
1M
1.03%
YTD
2.97%
6M
28.18%
1Y
115.25%
3Y*
41.79%
5Y*
22.23%
10Y*
16.46%

COPA.L

1D
0.00%
1M
9.70%
YTD
14.05%
6M
19.87%
1Y
31.14%
3Y*
15.98%
5Y*
8.15%
10Y*
11.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHSP.L vs. COPA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHSP.L
WisdomTree Physical Silver
2.97%129.68%22.85%-6.51%15.50%-12.11%40.85%12.57%-3.55%-5.67%
COPA.L
WisdomTree Copper
14.05%26.65%6.64%-2.47%-3.31%25.53%17.85%0.91%-15.65%15.87%

Correlation

The correlation between PHSP.L and COPA.L is 0.56, 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

0.56

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

0.48

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

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2007

0.36

The correlation between PHSP.L and COPA.L shifts across timeframes, from 0.36 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PHSP.L vs. COPA.L — Risk / Return Rank

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

PHSP.L
PHSP.L Risk / Return Rank: 5656
Overall Rank
PHSP.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 6262
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
PHSP.L Martin Ratio Rank: 4141
Martin Ratio Rank

COPA.L
COPA.L Risk / Return Rank: 2626
Overall Rank
COPA.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
COPA.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
COPA.L Omega Ratio Rank: 3434
Omega Ratio Rank
COPA.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
COPA.L Martin Ratio Rank: 2121
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.

PHSP.L vs. COPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Silver (PHSP.L) and WisdomTree Copper (COPA.L). 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.


PHSP.LCOPA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.37

1.24

+0.13

Calmar ratioReturn relative to maximum drawdown

2.96

1.30

+1.66

Martin ratioReturn relative to average drawdown

6.48

2.87

+3.61

PHSP.L vs. COPA.L - Sharpe Ratio Comparison

The current PHSP.L Sharpe Ratio is 2.12, which is higher than the COPA.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PHSP.L and COPA.L, 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


PHSP.LCOPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

0.96

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.33

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.49

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.14

+0.23

Drawdowns

PHSP.L vs. COPA.L - Drawdown Comparison

The maximum PHSP.L drawdown since its inception was -70.01%, which is greater than COPA.L's maximum drawdown of -58.32%. Use the drawdown chart below to compare losses from any high point for PHSP.L and COPA.L.


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Drawdown Indicators


PHSP.LCOPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.01%

-58.32%

-11.69%

Max Drawdown (1Y)

Largest decline over 1 year

-38.75%

-23.82%

-14.93%

Max Drawdown (3Y)

Largest decline over 3 years

-38.75%

-23.82%

-14.93%

Max Drawdown (5Y)

Largest decline over 5 years

-38.75%

-26.80%

-11.95%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

-31.28%

-7.47%

Current Drawdown

Current decline from peak

-33.72%

-2.27%

-31.45%

Average Drawdown

Average peak-to-trough decline

-40.07%

-25.46%

-14.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.73%

10.84%

+6.89%

Volatility

PHSP.L vs. COPA.L - Volatility Comparison

WisdomTree Physical Silver (PHSP.L) has a higher volatility of 16.28% compared to WisdomTree Copper (COPA.L) at 8.17%. This indicates that PHSP.L's price experiences larger fluctuations and is considered to be riskier than COPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHSP.LCOPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.28%

8.17%

+8.11%

Volatility (6M)

Calculated over the trailing 6-month period

51.17%

17.79%

+33.38%

Volatility (1Y)

Calculated over the trailing 1-year period

54.02%

32.35%

+21.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.98%

24.65%

+8.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.24%

22.69%

+6.55%

PHSP.L vs. COPA.L - Expense Ratio Comparison

Both PHSP.L and COPA.L have an expense ratio of 0.49%.


Dividends

PHSP.L vs. COPA.L - Dividend Comparison

Neither PHSP.L nor COPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PHSP.L and COPA.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

PHSP.L and COPA.L have the same expense ratio: 0.49% per year.

PHSP.L is categorized as Silver, while COPA.L is Metals. PHSP.L tracks LBMA Silver Price, while COPA.L tracks Bloomberg Copper Subindex.

Portfolio Optimizer

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