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WREE.L vs. COPP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WREE.L vs. COPP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) and Sprott Pure Play Copper Miners UCITS ETF (COPP.L). The values are adjusted to include any dividend payments, if applicable.

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WREE.L vs. COPP.L - Yearly Performance Comparison


Different Trading Currencies

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

Returns By Period

In the year-to-date period, WREE.L achieves a 11.99% return, which is significantly higher than COPP.L's 5.20% return.


WREE.L

1D
1.65%
1M
-13.73%
YTD
11.99%
6M
31.30%
1Y
114.00%
3Y*
5Y*
10Y*

COPP.L

1D
6.47%
1M
-14.36%
YTD
5.20%
6M
29.26%
1Y
101.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WREE.L vs. COPP.L - Expense Ratio Comparison

WREE.L has a 0.50% expense ratio, which is lower than COPP.L's 0.65% expense ratio.


Return for Risk

WREE.L vs. COPP.L — Risk / Return Rank

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

WREE.L
WREE.L Risk / Return Rank: 9797
Overall Rank
WREE.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
WREE.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
WREE.L Omega Ratio Rank: 9595
Omega Ratio Rank
WREE.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
WREE.L Martin Ratio Rank: 9797
Martin Ratio Rank

COPP.L
COPP.L Risk / Return Rank: 9393
Overall Rank
COPP.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
COPP.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
COPP.L Omega Ratio Rank: 8989
Omega Ratio Rank
COPP.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
COPP.L Martin Ratio Rank: 9494
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.

WREE.L vs. COPP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) and Sprott Pure Play Copper Miners UCITS ETF (COPP.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.


WREE.LCOPP.LDifference

Sharpe ratio

Return per unit of total volatility

3.25

2.65

+0.60

Sortino ratio

Return per unit of downside risk

3.56

3.00

+0.56

Omega ratio

Gain probability vs. loss probability

1.49

1.39

+0.10

Calmar ratio

Return relative to maximum drawdown

5.04

3.78

+1.26

Martin ratio

Return relative to average drawdown

19.53

15.76

+3.77

WREE.L vs. COPP.L - Sharpe Ratio Comparison

The current WREE.L Sharpe Ratio is 3.25, which is comparable to the COPP.L Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of WREE.L and COPP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WREE.LCOPP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.25

2.65

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

1.48

-0.04

Correlation

The correlation between WREE.L and COPP.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WREE.L vs. COPP.L - Dividend Comparison

Neither WREE.L nor COPP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WREE.L vs. COPP.L - Drawdown Comparison

The maximum WREE.L drawdown since its inception was -27.50%, smaller than the maximum COPP.L drawdown of -36.29%. Use the drawdown chart below to compare losses from any high point for WREE.L and COPP.L.


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Drawdown Indicators


WREE.LCOPP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.50%

-36.29%

+8.79%

Max Drawdown (1Y)

Largest decline over 1 year

-23.01%

-27.75%

+4.74%

Current Drawdown

Current decline from peak

-14.34%

-16.42%

+2.08%

Average Drawdown

Average peak-to-trough decline

-8.67%

-11.18%

+2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.93%

6.65%

-0.72%

Volatility

WREE.L vs. COPP.L - Volatility Comparison

The current volatility for WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) is 14.91%, while Sprott Pure Play Copper Miners UCITS ETF (COPP.L) has a volatility of 16.61%. This indicates that WREE.L experiences smaller price fluctuations and is considered to be less risky than COPP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WREE.LCOPP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.91%

16.61%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

30.87%

31.57%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

34.90%

38.13%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.48%

32.75%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.48%

32.75%

-3.27%