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XME vs. CPER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XME vs. CPER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Metals & Mining ETF (XME) and United States Copper Index Fund (CPER). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XME achieves a 16.50% return, which is significantly higher than CPER's 13.42% return. Over the past 10 years, XME has outperformed CPER with an annualized return of 19.14%, while CPER has yielded a comparatively lower 11.25% annualized return.


XME

1D
0.16%
1M
4.36%
YTD
16.50%
6M
19.83%
1Y
85.37%
3Y*
35.28%
5Y*
22.93%
10Y*
19.14%

CPER

1D
0.25%
1M
3.96%
YTD
13.42%
6M
19.61%
1Y
33.19%
3Y*
18.43%
5Y*
8.39%
10Y*
11.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XME vs. CPER - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XME
SPDR S&P Metals & Mining ETF
16.50%83.47%-4.54%21.51%13.13%34.92%15.95%14.69%-26.78%21.17%
CPER
United States Copper Index Fund
13.42%38.95%4.23%4.55%-15.14%25.21%23.90%6.66%-21.91%28.80%

Correlation

The correlation between XME and CPER is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2011

0.46

The correlation between XME and CPER shifts across timeframes, from 0.46 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XME vs. CPER — Risk / Return Rank

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

XME
XME Risk / Return Rank: 7272
Overall Rank
XME Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XME Sortino Ratio Rank: 7070
Sortino Ratio Rank
XME Omega Ratio Rank: 6969
Omega Ratio Rank
XME Calmar Ratio Rank: 8080
Calmar Ratio Rank
XME Martin Ratio Rank: 5959
Martin Ratio Rank

CPER
CPER Risk / Return Rank: 2929
Overall Rank
CPER Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CPER Sortino Ratio Rank: 2626
Sortino Ratio Rank
CPER Omega Ratio Rank: 3636
Omega Ratio Rank
CPER Calmar Ratio Rank: 3030
Calmar Ratio Rank
CPER Martin Ratio Rank: 2323
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.

XME vs. CPER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Metals & Mining ETF (XME) and United States Copper Index Fund (CPER). 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.


XMECPERDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.37

1.22

+0.15

Calmar ratioReturn relative to maximum drawdown

3.80

1.35

+2.45

Martin ratioReturn relative to average drawdown

9.44

2.78

+6.66

XME vs. CPER - Sharpe Ratio Comparison

The current XME Sharpe Ratio is 2.38, which is higher than the CPER Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XME and CPER, 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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Drawdowns

XME vs. CPER - Drawdown Comparison

The maximum XME drawdown since its inception was -85.89%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for XME and CPER.


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Drawdown Indicators


XMECPERDifference

Max Drawdown

Largest peak-to-trough decline

-85.89%

-54.04%

-31.85%

Max Drawdown (1Y)

Largest decline over 1 year

-22.60%

-24.77%

+2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-30.47%

-24.77%

-5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-37.27%

-34.75%

-2.52%

Max Drawdown (10Y)

Largest decline over 10 years

-61.69%

-38.42%

-23.27%

Current Drawdown

Current decline from peak

-9.18%

-2.34%

-6.84%

Average Drawdown

Average peak-to-trough decline

-44.08%

-25.35%

-18.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.07%

11.95%

-2.88%

Volatility

XME vs. CPER - Volatility Comparison

SPDR S&P Metals & Mining ETF (XME) has a higher volatility of 15.14% compared to United States Copper Index Fund (CPER) at 10.05%. This indicates that XME's price experiences larger fluctuations and is considered to be riskier than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMECPERDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.14%

10.05%

+5.09%

Volatility (6M)

Calculated over the trailing 6-month period

28.15%

23.31%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

36.17%

34.88%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.83%

27.03%

+5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.93%

24.09%

+8.84%

XME vs. CPER - Expense Ratio Comparison

XME has a 0.35% expense ratio, which is lower than CPER's 1.06% expense ratio.


Dividends

XME vs. CPER - Dividend Comparison

XME's dividend yield for the trailing twelve months is around 0.32%, while CPER has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CPER
United States Copper Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XME
SPDR S&P Metals & Mining ETF
0.32%0.38%0.65%1.00%1.64%0.70%0.99%2.43%2.23%1.15%1.02%2.61%

Frequently Asked Questions


XME and CPER have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XME has higher volatility (15.14%) compared to CPER (10.05%). In terms of maximum drawdown, XME dropped -85.89% vs CPER's -54.04%.

On 10-year performance, XME leads with 19.14% vs 11.25% for CPER. On fees, XME is cheaper at 0.35% per year. On volatility, CPER has been the lower-risk option at 10.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XME has performed better with a 19.14% return vs 11.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XME is cheaper with a 0.35% expense ratio, compared with 1.06% for CPER.

XME has the higher dividend yield at 0.32%, compared with 0.00% for CPER.

XME is categorized as Materials, while CPER is Copper. XME tracks S&P Metals & Mining Select Industry Index, while CPER tracks SummerHaven Copper Index Total Return. They also come from different issuers: State Street and USCF. Their fees differ too: 0.35% for XME and 1.06% for CPER.

XME currently has the higher Sharpe Ratio (2.38 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for XME and CPER

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