SXRT.DE vs. ICOP
SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and ICOP (iShares Copper and Metals Mining ETF) are both exchange-traded funds - SXRT.DE is a Europe Equities fund tracking the EURO STOXX® 50, while ICOP is a Commodity Producers Equities fund tracking the STOXX Global Copper and Metals Mining Index. Both are passively managed. Over the past year, SXRT.DE returned 15.71% vs 92.16% for ICOP. At a 0.37 correlation, their price movements are largely independent. SXRT.DE charges 0.10%/yr vs 0.47%/yr for ICOP.
Performance
SXRT.DE vs. ICOP - Performance Comparison
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Different Trading Currencies
SXRT.DE is traded in EUR, while ICOP is traded in USD. To make them comparable, the ICOP values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRT.DE achieves a 7.19% return, which is significantly lower than ICOP's 28.08% return.
SXRT.DE
- 1D
- 0.76%
- 1M
- 4.63%
- YTD
- 7.19%
- 6M
- 8.59%
- 1Y
- 15.71%
- 3Y*
- 15.64%
- 5Y*
- 11.51%
- 10Y*
- 10.49%
ICOP
- 1D
- -0.65%
- 1M
- 8.44%
- YTD
- 28.08%
- 6M
- 36.05%
- 1Y
- 92.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRT.DE vs. ICOP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 7.19% | 22.21% | 11.08% | 6.72% |
ICOP iShares Copper and Metals Mining ETF | 28.08% | 56.88% | 7.77% | 6.69% |
Correlation
The correlation between SXRT.DE and ICOP is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023 | 0.37 |
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Return for Risk
SXRT.DE vs. ICOP — Risk / Return Rank
SXRT.DE
ICOP
SXRT.DE vs. ICOP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) 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.
| SXRT.DE | ICOP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.89 | -2.46 |
| Martin ratioReturn relative to average drawdown | 4.85 | 14.87 | -10.02 |
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
| SXRT.DE | ICOP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.71 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.03 | -0.62 |
Drawdowns
SXRT.DE vs. ICOP - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, roughly equal to the maximum ICOP drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and ICOP.
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Drawdown Indicators
| SXRT.DE | ICOP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -39.21% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -24.59% | +13.66% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | — | — |
Current DrawdownCurrent decline from peak | -0.50% | -3.65% | +3.15% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -11.70% | +4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 6.42% | -3.19% |
Volatility
SXRT.DE vs. ICOP - Volatility Comparison
The current volatility for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) is 4.91%, while iShares Copper and Metals Mining ETF (ICOP) has a volatility of 12.90%. This indicates that SXRT.DE experiences smaller price fluctuations and is considered to be less risky than ICOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRT.DE | ICOP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 12.90% | -7.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 30.46% | -17.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 35.34% | -19.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 32.10% | -14.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 32.10% | -13.88% |
SXRT.DE vs. ICOP - Expense Ratio Comparison
SXRT.DE has a 0.10% expense ratio, which is lower than ICOP's 0.47% expense ratio.
Dividends
SXRT.DE vs. ICOP - Dividend Comparison
SXRT.DE has not paid dividends to shareholders, while ICOP's dividend yield for the trailing twelve months is around 1.64%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ICOP iShares Copper and Metals Mining ETF | 1.64% | 2.08% | 1.87% | 2.15% |
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXRT.DE and ICOP have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.47% for ICOP.
SXRT.DE is categorized as Europe Equities, while ICOP is Commodity Producers Equities. SXRT.DE tracks EURO STOXX® 50, while ICOP tracks STOXX Global Copper and Metals Mining Index. Their fees differ too: 0.10% for SXRT.DE and 0.47% for ICOP.
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