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ZSL vs. COPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZSL vs. COPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Silver (ZSL) and Global X Copper Miners ETF (COPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZSL achieves a -46.07% return, which is significantly lower than COPX's 10.71% return. Over the past 10 years, ZSL has underperformed COPX with an annualized return of -41.09%, while COPX has yielded a comparatively higher 20.81% annualized return.


ZSL

1D
11.07%
1M
43.00%
YTD
-46.07%
6M
-49.83%
1Y
-88.73%
3Y*
-67.63%
5Y*
-50.28%
10Y*
-41.09%

COPX

1D
-6.37%
1M
-4.64%
YTD
10.71%
6M
10.01%
1Y
92.36%
3Y*
31.59%
5Y*
19.08%
10Y*
20.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZSL vs. COPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZSL
ProShares UltraShort Silver
-46.07%-87.29%-42.43%-5.49%-28.09%-2.04%-74.44%-27.76%18.15%-18.99%
COPX
Global X Copper Miners ETF
10.71%93.50%3.57%8.38%-0.76%23.39%51.66%12.48%-31.31%38.92%

Correlation

The correlation between ZSL and COPX is -0.70, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.70

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

-0.64

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

-0.60

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

-0.49

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2010

-0.46

Over the past year, the inverse relationship between ZSL and COPX has strengthened: their correlation has moved from -0.46 to -0.70, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

ZSL vs. COPX — Risk / Return Rank

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

ZSL
ZSL Risk / Return Rank: 22
Overall Rank
ZSL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ZSL Sortino Ratio Rank: 11
Sortino Ratio Rank
ZSL Omega Ratio Rank: 11
Omega Ratio Rank
ZSL Calmar Ratio Rank: 11
Calmar Ratio Rank
ZSL Martin Ratio Rank: 33
Martin Ratio Rank

COPX
COPX Risk / Return Rank: 6060
Overall Rank
COPX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
COPX Omega Ratio Rank: 5454
Omega Ratio Rank
COPX Calmar Ratio Rank: 6969
Calmar Ratio Rank
COPX Martin Ratio Rank: 5959
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.

ZSL vs. COPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Silver (ZSL) and Global X Copper Miners ETF (COPX). 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.


ZSLCOPXDifference
Sharpe ratioReturn per unit of total volatility

-2.82

Sortino ratioReturn per unit of downside risk

-4.30

Omega ratioGain probability vs. loss probability

0.80

1.32

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.94

3.34

-4.28

Martin ratioReturn relative to average drawdown

-1.27

10.16

-11.43

ZSL vs. COPX - Sharpe Ratio Comparison

The current ZSL Sharpe Ratio is -0.73, which is lower than the COPX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of ZSL and COPX, 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

ZSL vs. COPX - Drawdown Comparison

The maximum ZSL drawdown since its inception was -100.00%, which is greater than COPX's maximum drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for ZSL and COPX.


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Drawdown Indicators


ZSLCOPXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-83.16%

-16.84%

Max Drawdown (1Y)

Largest decline over 1 year

-94.11%

-27.82%

-66.29%

Max Drawdown (3Y)

Largest decline over 3 years

-98.40%

-39.72%

-58.68%

Max Drawdown (5Y)

Largest decline over 5 years

-99.06%

-42.12%

-56.94%

Max Drawdown (10Y)

Largest decline over 10 years

-99.82%

-65.41%

-34.41%

Current Drawdown

Current decline from peak

-99.99%

-16.95%

-83.04%

Average Drawdown

Average peak-to-trough decline

-96.38%

-39.24%

-57.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

69.79%

9.12%

+60.67%

Volatility

ZSL vs. COPX - Volatility Comparison

ProShares UltraShort Silver (ZSL) has a higher volatility of 28.23% compared to Global X Copper Miners ETF (COPX) at 19.05%. This indicates that ZSL's price experiences larger fluctuations and is considered to be riskier than COPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZSLCOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.23%

19.05%

+9.18%

Volatility (6M)

Calculated over the trailing 6-month period

107.93%

39.12%

+68.81%

Volatility (1Y)

Calculated over the trailing 1-year period

122.46%

44.42%

+78.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.00%

37.03%

+37.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.73%

35.74%

+29.99%

ZSL vs. COPX - Expense Ratio Comparison

ZSL has a 1.32% expense ratio, which is higher than COPX's 0.65% expense ratio.


Dividends

ZSL vs. COPX - Dividend Comparison

ZSL has not paid dividends to shareholders, while COPX's dividend yield for the trailing twelve months is around 2.42%.


PositionTTM20252024202320222021202020192018201720162015
COPX
Global X Copper Miners ETF
2.42%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%
ZSL
ProShares UltraShort Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZSL and COPX have a correlation of -0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZSL has higher volatility (28.23%) compared to COPX (19.05%). In terms of maximum drawdown, ZSL dropped -100.00% vs COPX's -83.16%.

On 10-year performance, COPX leads with 20.81% vs -41.09% for ZSL. On fees, COPX is cheaper at 0.65% per year. On volatility, COPX has been the lower-risk option at 19.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, COPX has performed better with a 20.81% return vs -41.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COPX is cheaper with a 0.65% expense ratio, compared with 1.32% for ZSL.

COPX has the higher dividend yield at 2.42%, compared with 0.00% for ZSL.

ZSL is categorized as Silver, while COPX is Copper. ZSL tracks Bloomberg Silver Subindex (-2x), while COPX tracks Solactive Global Copper Miners Total Return Index. They also come from different issuers: ProShares and Global X. Their fees differ too: 1.32% for ZSL and 0.65% for COPX.

COPX currently has the higher Sharpe Ratio (2.09 vs -0.73), 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 ZSL and COPX

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