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SCOP vs. ICOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCOP vs. ICOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Copper Trust (SCOP) and iShares Copper and Metals Mining ETF (ICOP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SCOP

1D
1.93%
1M
-3.01%
YTD
6M
1Y
3Y*
5Y*
10Y*

ICOP

1D
-0.22%
1M
-10.43%
YTD
10.90%
6M
7.17%
1Y
68.22%
3Y*
28.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCOP vs. ICOP - Yearly Performance Comparison


Correlation

The correlation between SCOP and ICOP is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 4, 2026

0.40

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Return for Risk

SCOP vs. ICOP — Risk / Return Rank

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

SCOP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ICOP
ICOP Risk / Return Rank: 5353
Overall Rank
ICOP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ICOP Sortino Ratio Rank: 4747
Sortino Ratio Rank
ICOP Omega Ratio Rank: 4949
Omega Ratio Rank
ICOP Calmar Ratio Rank: 5959
Calmar Ratio Rank
ICOP Martin Ratio Rank: 5656
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.

SCOP vs. ICOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Copper Trust (SCOP) and iShares Copper and Metals Mining ETF (ICOP). 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.


SCOPICOPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.55

Martin ratioReturn relative to average drawdown

8.72

SCOP vs. ICOP - Sharpe Ratio Comparison


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Drawdowns

SCOP vs. ICOP - Drawdown Comparison

The maximum SCOP drawdown since its inception was -13.22%, smaller than the maximum ICOP drawdown of -38.67%. Use the drawdown chart below to compare losses from any high point for SCOP and ICOP.


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Drawdown Indicators


SCOPICOPDifference

Max Drawdown

Largest peak-to-trough decline

-13.22%

-38.67%

+25.45%

Max Drawdown (1Y)

Largest decline over 1 year

-26.13%

Max Drawdown (3Y)

Largest decline over 3 years

-38.67%

Current Drawdown

Current decline from peak

-11.09%

-15.74%

+4.65%

Average Drawdown

Average peak-to-trough decline

-6.54%

-11.62%

+5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.62%

Volatility

SCOP vs. ICOP - Volatility Comparison


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Volatility by Period


SCOPICOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.31%

Volatility (6M)

Calculated over the trailing 6-month period

35.17%

Volatility (1Y)

Calculated over the trailing 1-year period

40.87%

39.94%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.87%

34.47%

+6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.87%

34.47%

+6.40%

SCOP vs. ICOP - Expense Ratio Comparison

SCOP has a 1.30% expense ratio, which is higher than ICOP's 0.47% expense ratio.


Dividends

SCOP vs. ICOP - Dividend Comparison

SCOP has not paid dividends to shareholders, while ICOP's dividend yield for the trailing twelve months is around 1.83%.


PositionTTM202520242023
ICOP
iShares Copper and Metals Mining ETF
1.83%2.08%1.87%2.15%
SCOP
Sprott Physical Copper Trust
0.00%0.00%0.00%0.00%

Frequently Asked Questions


SCOP and ICOP have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICOP is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICOP is cheaper with a 0.47% expense ratio, compared with 1.30% for SCOP.

ICOP has the higher dividend yield at 1.83%, compared with 0.00% for SCOP.

They also come from different issuers: Sprott and iShares. Their fees differ too: 1.30% for SCOP and 0.47% for ICOP.

Portfolio Optimizer

Find the right allocation for SCOP and ICOP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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