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UIFS.L vs. COPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIFS.L vs. COPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) and Global X Copper Miners UCITS ETF USD Acc (COPG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UIFS.L is traded in GBp, while COPG.L is traded in GBP. To make them comparable, the COPG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UIFS.L achieves a -4.82% return, which is significantly lower than COPG.L's 24.91% return.


UIFS.L

1D
3.20%
1M
2.23%
YTD
-4.82%
6M
-2.63%
1Y
4.61%
3Y*
15.44%
5Y*
9.10%
10Y*
13.04%

COPG.L

1D
-0.95%
1M
15.82%
YTD
24.91%
6M
35.76%
1Y
119.81%
3Y*
34.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIFS.L vs. COPG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF USD (Acc)
-4.82%7.07%32.24%6.12%-0.45%-1.14%
COPG.L
Global X Copper Miners UCITS ETF USD Acc
24.91%82.05%3.66%3.03%14.35%-1.92%

Correlation

The correlation between UIFS.L and COPG.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.13

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2021

0.22

The correlation between UIFS.L and COPG.L shifts across timeframes, from 0.06 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UIFS.L vs. COPG.L — Risk / Return Rank

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

UIFS.L
UIFS.L Risk / Return Rank: 1414
Overall Rank
UIFS.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UIFS.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
UIFS.L Omega Ratio Rank: 1414
Omega Ratio Rank
UIFS.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
UIFS.L Martin Ratio Rank: 1313
Martin Ratio Rank

COPG.L
COPG.L Risk / Return Rank: 8282
Overall Rank
COPG.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
COPG.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
COPG.L Omega Ratio Rank: 7676
Omega Ratio Rank
COPG.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
COPG.L Martin Ratio Rank: 7777
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.

UIFS.L vs. COPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) and Global X Copper Miners UCITS ETF USD Acc (COPG.L). 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.


UIFS.LCOPG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.81

Sortino ratioReturn per unit of downside risk

-3.02

Omega ratioGain probability vs. loss probability

1.07

1.44

-0.38

Calmar ratioReturn relative to maximum drawdown

0.36

4.53

-4.18

Martin ratioReturn relative to average drawdown

0.83

14.57

-13.74

UIFS.L vs. COPG.L - Sharpe Ratio Comparison

The current UIFS.L Sharpe Ratio is 0.33, which is lower than the COPG.L Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of UIFS.L and COPG.L, 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


UIFS.LCOPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

3.14

-2.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.77

-0.15

Drawdowns

UIFS.L vs. COPG.L - Drawdown Comparison

The maximum UIFS.L drawdown since its inception was -35.31%, smaller than the maximum COPG.L drawdown of -38.84%. Use the drawdown chart below to compare losses from any high point for UIFS.L and COPG.L.


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Drawdown Indicators


UIFS.LCOPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.31%

-38.84%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-26.29%

+13.39%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

-38.84%

+20.12%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

Current Drawdown

Current decline from peak

-6.76%

-5.64%

-1.12%

Average Drawdown

Average peak-to-trough decline

-6.08%

-13.96%

+7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

8.19%

-2.66%

Volatility

UIFS.L vs. COPG.L - Volatility Comparison

The current volatility for iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) is 4.41%, while Global X Copper Miners UCITS ETF USD Acc (COPG.L) has a volatility of 14.11%. This indicates that UIFS.L experiences smaller price fluctuations and is considered to be less risky than COPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIFS.LCOPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

14.11%

-9.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

32.19%

-21.61%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

37.96%

-23.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

33.82%

-16.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

33.82%

-13.70%

UIFS.L vs. COPG.L - Expense Ratio Comparison

UIFS.L has a 0.15% expense ratio, which is lower than COPG.L's 0.65% expense ratio.


Dividends

UIFS.L vs. COPG.L - Dividend Comparison

Neither UIFS.L nor COPG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UIFS.L and COPG.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIFS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIFS.L is cheaper with a 0.15% expense ratio, compared with 0.65% for COPG.L.

UIFS.L is categorized as Financials Equities, while COPG.L is Commodity Producers Equities. UIFS.L tracks S&P 500 Capped 35/20 Financials Index, while COPG.L tracks Solactive Global Copper Miners Total Return Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.15% for UIFS.L and 0.65% for COPG.L.

Portfolio Optimizer

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