SRUUF vs. COPM.AS
SRUUF (Sprott Physical Uranium Trust Fund) and COPM.AS (iShares Copper Miners UCITS ETF) are both funds - SRUUF is a Commodities fund actively managed by Sprott, while COPM.AS is a Commodity Producers Equities fund tracking the STOXX Global Copper Miners Index. SRUUF is actively managed, while COPM.AS is passively managed. Over the past year, SRUUF returned 21.00% vs 110.00% for COPM.AS. At a 0.23 correlation, their price movements are largely independent. SRUUF charges 0.70%/yr vs 0.55%/yr for COPM.AS.
Performance
SRUUF vs. COPM.AS - Performance Comparison
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Returns By Period
In the year-to-date period, SRUUF achieves a 0.93% return, which is significantly lower than COPM.AS's 27.79% return.
SRUUF
- 1D
- -2.82%
- 1M
- -3.15%
- YTD
- 0.93%
- 6M
- 8.74%
- 1Y
- 21.00%
- 3Y*
- 14.65%
- 5Y*
- —
- 10Y*
- —
COPM.AS
- 1D
- -2.44%
- 1M
- 16.46%
- YTD
- 27.79%
- 6M
- 38.45%
- 1Y
- 110.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SRUUF vs. COPM.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SRUUF Sprott Physical Uranium Trust Fund | 0.93% | 12.66% | -18.89% | 64.52% |
COPM.AS iShares Copper Miners UCITS ETF | 27.79% | 82.17% | 0.45% | 4.71% |
Correlation
The correlation between SRUUF and COPM.AS is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2023 | 0.23 |
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Return for Risk
SRUUF vs. COPM.AS — Risk / Return Rank
SRUUF
COPM.AS
SRUUF vs. COPM.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Uranium Trust Fund (SRUUF) and iShares Copper Miners UCITS ETF (COPM.AS). 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.
| SRUUF | COPM.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.42 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 4.32 | -3.40 |
| Martin ratioReturn relative to average drawdown | 1.86 | 15.56 | -13.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SRUUF | COPM.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 2.91 | -2.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.13 | -0.73 |
Drawdowns
SRUUF vs. COPM.AS - Drawdown Comparison
The maximum SRUUF drawdown since its inception was -48.68%, which is greater than COPM.AS's maximum drawdown of -37.12%. Use the drawdown chart below to compare losses from any high point for SRUUF and COPM.AS.
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Drawdown Indicators
| SRUUF | COPM.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.68% | -37.12% | -11.56% |
Max Drawdown (1Y)Largest decline over 1 year | -22.98% | -25.05% | +2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -48.68% | — | — |
Current DrawdownCurrent decline from peak | -21.59% | -2.44% | -19.15% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -11.55% | -10.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.29% | 6.98% | +4.31% |
Volatility
SRUUF vs. COPM.AS - Volatility Comparison
The current volatility for Sprott Physical Uranium Trust Fund (SRUUF) is 7.75%, while iShares Copper Miners UCITS ETF (COPM.AS) has a volatility of 14.68%. This indicates that SRUUF experiences smaller price fluctuations and is considered to be less risky than COPM.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRUUF | COPM.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 14.68% | -6.93% |
Volatility (6M)Calculated over the trailing 6-month period | 24.53% | 31.95% | -7.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.51% | 37.22% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.81% | 34.34% | +7.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.81% | 34.34% | +7.47% |
SRUUF vs. COPM.AS - Expense Ratio Comparison
SRUUF has a 0.70% expense ratio, which is higher than COPM.AS's 0.55% expense ratio.
Dividends
SRUUF vs. COPM.AS - Dividend Comparison
Neither SRUUF nor COPM.AS has paid dividends to shareholders.
Frequently Asked Questions
SRUUF and COPM.AS have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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