SGDJ vs. COPX
Compare and contrast key facts about Sprott Junior Gold Miners ETF (SGDJ) and Global X Copper Miners ETF (COPX).
SGDJ and COPX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGDJ is a passively managed fund by Sprott that tracks the performance of the Solactive Junior Gold Miners Custom Factors Index. It was launched on Mar 31, 2015. COPX is a passively managed fund by Global X that tracks the performance of the Solactive Global Copper Miners Index. It was launched on Apr 19, 2010. Both SGDJ and COPX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGDJ or COPX.
Key characteristics
| SGDJ | COPX | |
|---|---|---|
| YTD Return | 18.98% | 10.73% |
| 1Y Return | 33.29% | 22.97% |
| 3Y Return (Ann) | -6.53% | 6.57% |
| 5Y Return (Ann) | 5.22% | 20.00% |
| Sharpe Ratio | 0.94 | 0.75 |
| Sortino Ratio | 1.47 | 1.21 |
| Omega Ratio | 1.18 | 1.15 |
| Calmar Ratio | 0.70 | 0.87 |
| Martin Ratio | 4.20 | 2.11 |
| Ulcer Index | 7.80% | 11.84% |
| Daily Std Dev | 35.03% | 33.41% |
| Max Drawdown | -59.27% | -83.16% |
| Current Drawdown | -27.24% | -21.24% |
Correlation
The correlation between SGDJ and COPX is 0.44, 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.
Performance
SGDJ vs. COPX - Performance Comparison
In the year-to-date period, SGDJ achieves a 18.98% return, which is significantly higher than COPX's 10.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SGDJ vs. COPX - Expense Ratio Comparison
SGDJ has a 0.50% expense ratio, which is lower than COPX's 0.65% expense ratio.
Risk-Adjusted Performance
SGDJ vs. COPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) 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.
Dividends
SGDJ vs. COPX - Dividend Comparison
SGDJ's dividend yield for the trailing twelve months is around 3.82%, more than COPX's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGDJ Sprott Junior Gold Miners ETF | 3.82% | 4.55% | 2.45% | 2.20% | 1.97% | 0.65% | 0.00% | 0.14% | 1.77% | 0.85% | 0.00% | 0.00% |
COPX Global X Copper Miners ETF | 1.33% | 2.39% | 3.14% | 1.48% | 1.30% | 1.37% | 2.58% | 1.56% | 0.59% | 1.20% | 2.31% | 0.70% |
Drawdowns
SGDJ vs. COPX - Drawdown Comparison
The maximum SGDJ drawdown since its inception was -59.27%, smaller than the maximum COPX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for SGDJ and COPX. For additional features, visit the drawdowns tool.
Volatility
SGDJ vs. COPX - Volatility Comparison
The current volatility for Sprott Junior Gold Miners ETF (SGDJ) is 8.95%, while Global X Copper Miners ETF (COPX) has a volatility of 11.25%. This indicates that SGDJ 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.