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STOR.AS vs. 4COP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STOR.AS vs. 4COP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Energy Storage & Hydrogen UCITS ETF USD (Acc) (STOR.AS) and Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

STOR.AS is traded in USD, while 4COP.DE is traded in EUR. To make them comparable, the 4COP.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, STOR.AS achieves a 75.53% return, which is significantly higher than 4COP.DE's 5.20% return.


STOR.AS

1D
-3.37%
1M
-7.07%
YTD
75.53%
6M
73.71%
1Y
143.90%
3Y*
5Y*
10Y*

4COP.DE

1D
0.44%
1M
-13.22%
YTD
5.20%
6M
6.00%
1Y
74.49%
3Y*
29.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STOR.AS vs. 4COP.DE - Yearly Performance Comparison


Correlation

The correlation between STOR.AS and 4COP.DE is 0.52, 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

0.52

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2025

0.43

The correlation between STOR.AS and 4COP.DE has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.

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Return for Risk

STOR.AS vs. 4COP.DE — Risk / Return Rank

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

STOR.AS
STOR.AS Risk / Return Rank: 9797
Overall Rank
STOR.AS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
STOR.AS Sortino Ratio Rank: 9696
Sortino Ratio Rank
STOR.AS Omega Ratio Rank: 9595
Omega Ratio Rank
STOR.AS Calmar Ratio Rank: 9898
Calmar Ratio Rank
STOR.AS Martin Ratio Rank: 9696
Martin Ratio Rank

4COP.DE
4COP.DE Risk / Return Rank: 6464
Overall Rank
4COP.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
4COP.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
4COP.DE Omega Ratio Rank: 5757
Omega Ratio Rank
4COP.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
4COP.DE Martin Ratio Rank: 5959
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.

STOR.AS vs. 4COP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Energy Storage & Hydrogen UCITS ETF USD (Acc) (STOR.AS) and Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE). 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.


STOR.AS4COP.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.71

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.66

1.28

+0.38

Calmar ratioReturn relative to maximum drawdown

10.25

2.71

+7.55

Martin ratioReturn relative to average drawdown

29.02

7.76

+21.26

STOR.AS vs. 4COP.DE - Sharpe Ratio Comparison

The current STOR.AS Sharpe Ratio is 4.47, which is higher than the 4COP.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of STOR.AS and 4COP.DE, 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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Drawdowns

STOR.AS vs. 4COP.DE - Drawdown Comparison

The maximum STOR.AS drawdown since its inception was -20.12%, smaller than the maximum 4COP.DE drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for STOR.AS and 4COP.DE.


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Drawdown Indicators


STOR.AS4COP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.12%

-42.24%

+22.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.79%

-27.70%

+13.91%

Max Drawdown (3Y)

Largest decline over 3 years

-38.63%

Current Drawdown

Current decline from peak

-11.14%

-20.53%

+9.39%

Average Drawdown

Average peak-to-trough decline

-4.18%

-15.37%

+11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

9.66%

-4.76%

Volatility

STOR.AS vs. 4COP.DE - Volatility Comparison

The current volatility for iShares Energy Storage & Hydrogen UCITS ETF USD (Acc) (STOR.AS) is 13.61%, while Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE) has a volatility of 16.08%. This indicates that STOR.AS experiences smaller price fluctuations and is considered to be less risky than 4COP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STOR.AS4COP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.61%

16.08%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

25.68%

36.90%

-11.22%

Volatility (1Y)

Calculated over the trailing 1-year period

31.64%

43.00%

-11.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.57%

35.88%

-3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.57%

35.88%

-3.31%

STOR.AS vs. 4COP.DE - Expense Ratio Comparison

STOR.AS has a 0.50% expense ratio, which is lower than 4COP.DE's 0.55% expense ratio.


Dividends

STOR.AS vs. 4COP.DE - Dividend Comparison

Neither STOR.AS nor 4COP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


STOR.AS and 4COP.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, STOR.AS is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

STOR.AS is cheaper with a 0.50% expense ratio, compared with 0.55% for 4COP.DE.

STOR.AS is categorized as Alternative Energy Equities, while 4COP.DE is Copper. STOR.AS tracks STOXX Global Energy Storage and Hydrogen Index, while 4COP.DE tracks Solactive Global Copper Miners v2 Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.50% for STOR.AS and 0.55% for 4COP.DE.

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