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SLX vs. CPER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLX vs. CPER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Steel ETF (SLX) and United States Copper Index Fund (CPER). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLX achieves a 33.83% return, which is significantly higher than CPER's 16.13% return. Over the past 10 years, SLX has outperformed CPER with an annualized return of 19.86%, while CPER has yielded a comparatively lower 11.24% annualized return.


SLX

1D
1.74%
1M
9.78%
YTD
33.83%
6M
41.91%
1Y
80.96%
3Y*
27.16%
5Y*
16.60%
10Y*
19.86%

CPER

1D
1.60%
1M
12.06%
YTD
16.13%
6M
26.32%
1Y
33.68%
3Y*
20.89%
5Y*
8.13%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLX vs. CPER - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLX
VanEck Vectors Steel ETF
33.83%47.45%-17.94%31.25%14.28%27.69%20.57%12.01%-19.27%24.59%
CPER
United States Copper Index Fund
16.13%38.95%4.23%4.55%-15.14%25.21%23.90%6.66%-21.91%28.80%

Correlation

The correlation between SLX and CPER is 0.54, 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

0.54

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

0.50

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

0.54

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

0.52

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2011

0.48

The correlation between SLX and CPER has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

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Return for Risk

SLX vs. CPER — Risk / Return Rank

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

SLX
SLX Risk / Return Rank: 8989
Overall Rank
SLX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SLX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SLX Omega Ratio Rank: 8787
Omega Ratio Rank
SLX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SLX Martin Ratio Rank: 8686
Martin Ratio Rank

CPER
CPER Risk / Return Rank: 2828
Overall Rank
CPER Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CPER Sortino Ratio Rank: 2525
Sortino Ratio Rank
CPER Omega Ratio Rank: 3434
Omega Ratio Rank
CPER Calmar Ratio Rank: 3131
Calmar Ratio Rank
CPER Martin Ratio Rank: 2424
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.

SLX vs. CPER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Steel ETF (SLX) and United States Copper Index Fund (CPER). 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.


SLXCPERDifference

Sharpe ratio

Return per unit of total volatility

3.41

0.99

+2.42

Sortino ratio

Return per unit of downside risk

4.20

1.34

+2.86

Omega ratio

Gain probability vs. loss probability

1.54

1.23

+0.31

Calmar ratio

Return relative to maximum drawdown

5.29

1.55

+3.74

Martin ratio

Return relative to average drawdown

18.53

3.21

+15.32

SLX vs. CPER - Sharpe Ratio Comparison

The current SLX Sharpe Ratio is 3.41, which is higher than the CPER Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SLX and CPER, 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


SLXCPERDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.41

0.99

+2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.30

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.47

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.14

+0.08

Drawdowns

SLX vs. CPER - Drawdown Comparison

The maximum SLX drawdown since its inception was -82.14%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for SLX and CPER.


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Drawdown Indicators


SLXCPERDifference

Max Drawdown

Largest peak-to-trough decline

-82.14%

-54.04%

-28.10%

Max Drawdown (1Y)

Largest decline over 1 year

-16.35%

-24.77%

+8.42%

Max Drawdown (3Y)

Largest decline over 3 years

-27.39%

-24.77%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-33.62%

-34.75%

+1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-61.64%

-38.42%

-23.22%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-38.73%

-25.41%

-13.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

11.92%

-7.25%

Volatility

SLX vs. CPER - Volatility Comparison

The current volatility for VanEck Vectors Steel ETF (SLX) is 7.85%, while United States Copper Index Fund (CPER) has a volatility of 9.37%. This indicates that SLX experiences smaller price fluctuations and is considered to be less risky than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLXCPERDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

9.37%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

17.87%

22.64%

-4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

24.04%

34.51%

-10.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.72%

26.97%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.03%

24.03%

+7.00%

SLX vs. CPER - Expense Ratio Comparison

SLX has a 0.56% expense ratio, which is lower than CPER's 1.06% expense ratio.


Dividends

SLX vs. CPER - Dividend Comparison

SLX's dividend yield for the trailing twelve months is around 1.16%, while CPER has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CPER
United States Copper Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLX
VanEck Vectors Steel ETF
1.16%1.55%3.56%2.80%4.97%7.07%1.87%3.44%6.26%2.50%1.06%5.35%

Frequently Asked Questions


SLX and CPER have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPER has higher volatility (9.37%) compared to SLX (7.85%). In terms of maximum drawdown, SLX dropped -82.14% vs CPER's -54.04%.

On 10-year performance, SLX leads with 19.86% vs 11.24% for CPER. On fees, SLX is cheaper at 0.56% per year. On volatility, SLX has been the lower-risk option at 7.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SLX has performed better with a 19.86% return vs 11.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLX is cheaper with a 0.56% expense ratio, compared with 1.06% for CPER.

SLX has the higher dividend yield at 1.16%, compared with 0.00% for CPER.

SLX is categorized as Materials, while CPER is Metals. SLX tracks NYSE Arca Steel Index, while CPER tracks SummerHaven Copper Index Total Return. They also come from different issuers: VanEck and USCF. Their fees differ too: 0.56% for SLX and 1.06% for CPER.

SLX currently has the higher Sharpe Ratio (3.41 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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