PortfoliosLab logoPortfoliosLab logo
XLES.L vs. COPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLES.L vs. COPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.L) and Global X Copper Miners UCITS ETF USD Acc (COPG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, XLES.L achieves a 29.36% return, which is significantly higher than COPG.L's 4.79% return.


XLES.L

1D
0.68%
1M
5.27%
6M
22.03%
YTD
29.36%
1Y
36.90%
3Y*
14.35%
5Y*
22.08%
10Y*
8.93%

COPG.L

1D
0.00%
1M
-15.86%
6M
-5.65%
YTD
4.79%
1Y
76.98%
3Y*
26.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
XLES.L
Invesco Energy S&P US Select Sector UCITS ETF Acc
29.36%8.75%3.30%0.37%61.87%1.97%
COPG.L
Global X Copper Miners UCITS ETF USD Acc
4.79%95.78%1.93%8.46%0.82%-23.67%

Correlation

The correlation between XLES.L and COPG.L is -0.08, 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

-0.08

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

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2021

0.33

The correlation between XLES.L and COPG.L shifts across timeframes, from -0.08 (1 year) to 0.33 (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

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

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

XLES.L
XLES.L Risk / Return Rank: 5858
Overall Rank
XLES.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XLES.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
XLES.L Omega Ratio Rank: 5959
Omega Ratio Rank
XLES.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
XLES.L Martin Ratio Rank: 4848
Martin Ratio Rank

COPG.L
COPG.L Risk / Return Rank: 6767
Overall Rank
COPG.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
COPG.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
COPG.L Omega Ratio Rank: 6161
Omega Ratio Rank
COPG.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
COPG.L Martin Ratio Rank: 5757
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.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.

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.


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

-0.14

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.28

1.28

0.00

Calmar ratioReturn relative to maximum drawdown

2.41

2.82

-0.41

Martin ratioReturn relative to average drawdown

6.24

7.22

-0.99

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

The current XLES.L Sharpe Ratio is 1.64, which is comparable to the COPG.L Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of XLES.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.


Loading charts...

Drawdowns

XLES.L vs. COPG.L - Drawdown Comparison

The maximum XLES.L drawdown since its inception was -72.10%, which is greater than COPG.L's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for XLES.L and COPG.L.


Loading charts...

Drawdown Indicators


XLES.LCOPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.10%

-43.80%

-28.30%

Max Drawdown (1Y)

Largest decline over 1 year

-15.25%

-27.48%

+12.23%

Max Drawdown (3Y)

Largest decline over 3 years

-21.36%

-38.32%

+16.96%

Max Drawdown (5Y)

Largest decline over 5 years

-28.55%

Max Drawdown (10Y)

Largest decline over 10 years

-67.55%

Current Drawdown

Current decline from peak

-7.57%

-21.44%

+13.87%

Average Drawdown

Average peak-to-trough decline

-18.44%

-17.50%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

10.69%

-4.79%

Volatility

XLES.L vs. COPG.L - Volatility Comparison

The current volatility for Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.L) is 6.74%, while Global X Copper Miners UCITS ETF USD Acc (COPG.L) has a volatility of 12.57%. This indicates that XLES.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.


Loading charts...

Volatility by Period


XLES.LCOPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

12.57%

-5.83%

Volatility (6M)

Calculated over the trailing 6-month period

19.22%

37.29%

-18.07%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

43.47%

-21.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.82%

38.26%

-11.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.87%

38.26%

-9.39%

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

XLES.L has a 0.14% expense ratio, which is lower than COPG.L's 0.65% expense ratio.


Dividends

XLES.L vs. COPG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XLES.L and COPG.L have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLES.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLES.L is cheaper with a 0.14% expense ratio, compared with 0.65% for COPG.L.

XLES.L is categorized as Energy Equities, while COPG.L is Copper. XLES.L tracks S&P® Select Sector Capped 20% Energy Index, while COPG.L tracks Solactive Global Copper Miners Total Return Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.14% for XLES.L and 0.65% for COPG.L.

Portfolio Optimizer

Find the right allocation for XLES.L and COPG.L

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