PortfoliosLab logoPortfoliosLab logo
UDIV.DE vs. 4COP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDIV.DE vs. 4COP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) and Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UDIV.DE achieves a 7.97% return, which is significantly lower than 4COP.DE's 24.89% return.


UDIV.DE

1D
0.37%
1M
-3.13%
YTD
7.97%
6M
7.08%
1Y
23.35%
3Y*
16.38%
5Y*
10Y*

4COP.DE

1D
-0.93%
1M
15.31%
YTD
24.89%
6M
36.74%
1Y
112.94%
3Y*
34.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDIV.DE vs. 4COP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
7.97%14.37%8.92%9.15%-21.91%
4COP.DE
Global X Copper Miners UCITS ETF USD Accumulating
24.89%73.62%9.38%4.93%-4.74%

Correlation

The correlation between UDIV.DE and 4COP.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

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

0.50

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.53

The correlation between UDIV.DE and 4COP.DE shifts across timeframes, from 0.36 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UDIV.DE vs. 4COP.DE — Risk / Return Rank

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

UDIV.DE
UDIV.DE Risk / Return Rank: 7878
Overall Rank
UDIV.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
UDIV.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
UDIV.DE Omega Ratio Rank: 7575
Omega Ratio Rank
UDIV.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
UDIV.DE Martin Ratio Rank: 8888
Martin Ratio Rank

4COP.DE
4COP.DE Risk / Return Rank: 7979
Overall Rank
4COP.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
4COP.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
4COP.DE Omega Ratio Rank: 7272
Omega Ratio Rank
4COP.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
4COP.DE Martin Ratio Rank: 7474
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.

UDIV.DE vs. 4COP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) 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.


UDIV.DE4COP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.44

1.42

+0.02

Calmar ratioReturn relative to maximum drawdown

4.98

4.28

+0.70

Martin ratioReturn relative to average drawdown

18.99

13.68

+5.31

UDIV.DE vs. 4COP.DE - Sharpe Ratio Comparison

The current UDIV.DE Sharpe Ratio is 2.31, which is comparable to the 4COP.DE Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of UDIV.DE 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.


Loading charts...

Sharpe Ratios by Period


UDIV.DE4COP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

2.91

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.73

-0.53

Drawdowns

UDIV.DE vs. 4COP.DE - Drawdown Comparison

The maximum UDIV.DE drawdown since its inception was -29.76%, smaller than the maximum 4COP.DE drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for UDIV.DE and 4COP.DE.


Loading charts...

Drawdown Indicators


UDIV.DE4COP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.76%

-39.12%

+9.36%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-26.21%

+21.54%

Max Drawdown (3Y)

Largest decline over 3 years

-20.11%

-39.12%

+19.01%

Current Drawdown

Current decline from peak

-3.13%

-5.17%

+2.04%

Average Drawdown

Average peak-to-trough decline

-11.31%

-14.66%

+3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

8.22%

-6.99%

Volatility

UDIV.DE vs. 4COP.DE - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) is 2.35%, while Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE) has a volatility of 13.96%. This indicates that UDIV.DE 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.


Loading charts...

Volatility by Period


UDIV.DE4COP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

13.96%

-11.61%

Volatility (6M)

Calculated over the trailing 6-month period

6.78%

33.13%

-26.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.07%

38.63%

-28.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

32.97%

-17.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.33%

32.97%

-17.64%

UDIV.DE vs. 4COP.DE - Expense Ratio Comparison

UDIV.DE has a 0.45% expense ratio, which is lower than 4COP.DE's 0.55% expense ratio.


Dividends

UDIV.DE vs. 4COP.DE - Dividend Comparison

UDIV.DE's dividend yield for the trailing twelve months is around 9.17%, while 4COP.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
4COP.DE
Global X Copper Miners UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
9.17%9.75%14.48%18.90%8.94%

Frequently Asked Questions


UDIV.DE and 4COP.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UDIV.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UDIV.DE is cheaper with a 0.45% expense ratio, compared with 0.55% for 4COP.DE.

UDIV.DE is categorized as Dividend, while 4COP.DE is Commodity Producers Equities. UDIV.DE tracks Solactive Global SuperDividend Index, while 4COP.DE tracks Solactive Global Copper Miners v2 Index. Their fees differ too: 0.45% for UDIV.DE and 0.55% for 4COP.DE.

Portfolio Optimizer

Find the right allocation for UDIV.DE and 4COP.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer