Data Source: from August 1988 to August 2022
Consolidated Returns as of 31 Aug 2022
Category: Commodities
ETF: United States Copper Index Fund (CPER)

In the last 30 Years, the United States Copper Index Fund (CPER) ETF obtained a 3.37% compound annual return, with a 25.01% standard deviation.

The ETF is related to the following investment themes:

  • Asset Class: Commodity
  • Commodity: Copper

Historical Returns as of Aug 31, 2022

Historical returns and stats of United States Copper Index Fund (CPER) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

UNITED STATES COPPER INDEX FUND (CPER) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from August 1988 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-2.63
-2.59
-2.63
Aug 2022 - Aug 2022
0 - 1
3M
-18.64
-19.70
-18.64
Jun 2022 - Aug 2022
0 - 3
6M
-22.88
-26.13
-26.40
Apr 2022 - Aug 2022
1 - 5
YTD
-22.34
-26.90
-26.40
Apr 2022 - Aug 2022
2 - 6
1Y
-20.86
-26.90
19.99
-26.40
Apr 2022 - Aug 2022
4 - 8
33% pos
3Y(*)
9.71
4.59
22.99
-26.76
Jun 2021 - Aug 2022
22 - 14
61% pos
5Y(*)
1.31
-2.42
20.56
-34.19
Jan 2018 - Mar 2020
31 - 29
52% pos
10Y(*)
-1.35
-3.79
19.45
-47.94
Feb 2013 - Jan 2016
60 - 60
50% pos
15Y(*)
-0.94
-3.25
25.29
-64.54
May 2008 - Dec 2008
94 - 86
52% pos
20Y(*)
7.58
4.95
26.27
-64.54
May 2008 - Dec 2008
132 - 108
55% pos
25Y(*)
4.47
1.95
25.37
-64.54
May 2008 - Dec 2008
159 - 141
53% pos
30Y(*)
3.37
0.84
25.01
-64.54
May 2008 - Dec 2008
190 - 170
53% pos
MAX(*)
01 Aug 1988
3.53
0.79
25.26
-64.54
May 2008 - Dec 2008
214 - 195
52% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54% , 30Y: 2.51%

ETF Returns, up to December 2011, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Aug 31, 2022

Monthly correlations of United States Copper Index Fund (CPER) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

UNITED STATES COPPER INDEX FUND (CPER) ETF
Monthly correlations as of 31 Aug 2022
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Correlation vs CPER
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.71
0.63
0.51
0.41
0.41
US Large Cap
SPY
0.72
0.62
0.50
0.41
0.40
US Small Cap
IJR
0.64
0.61
0.51
0.36
0.36
US REITs
VNQ
0.66
0.53
0.27
0.27
0.27
US Technology
QQQ
0.61
0.52
0.40
0.29
0.29
Preferred Stocks
PFF
0.52
0.42
0.23
0.19
0.19
EAFE Stocks
EFA
0.69
0.68
0.48
0.44
0.42
World All Countries
VT
0.73
0.68
0.54
0.47
0.46
Emerging Markets
EEM
0.55
0.62
0.51
0.45
0.44
Europe
VGK
0.69
0.68
0.47
0.43
0.42
Pacific
VPL
0.64
0.66
0.47
0.37
0.36
Latin America
FLLA
0.66
0.47
0.42
0.41
0.41
US Total Bond Market
BND
0.23
0.13
-0.02
-0.07
-0.07
Long Term Treasuries
TLT
0.24
-0.19
-0.28
-0.28
-0.28
US Cash
BIL
-0.26
-0.33
-0.15
-0.02
-0.02
TIPS
TIP
0.42
0.27
0.12
0.09
0.09
Investment Grade Bonds
LQD
0.36
0.31
0.13
0.04
0.04
High Yield Bonds
HYG
0.50
0.50
0.38
0.29
0.29
International Bond Market
BNDX
0.15
0.09
-0.05
0.05
0.05
Emerging Market Bonds
EMB
0.52
0.49
0.31
0.24
0.24
Gold
GLD
0.64
0.20
0.19
0.26
0.26
Commodities
DBC
0.55
0.61
0.56
0.46
0.46

Capital Growth as of Aug 31, 2022

An investment of 1000$, since September 1992, now would be worth 2702.73$, with a total return of 170.27% (3.37% annualized).

The Inflation Adjusted Capital now would be 1285.79$, with a net total return of 28.58% (0.84% annualized).
An investment of 1000$, since August 1988, now would be worth 3266.55$, with a total return of 226.65% (3.53% annualized).

The Inflation Adjusted Capital now would be 1306.97$, with a net total return of 30.70% (0.79% annualized).

Drawdowns

Worst drawdowns since September 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-64.54% May 2008 Dec 2008 8 Dec 2010 24 32
-57.40% Mar 2011 Jan 2016 59 in progress 79 138
-55.68% Jan 1995 Mar 1999 51 Nov 2004 68 119
-33.33% Sep 1992 Oct 1993 14 Jul 1994 9 23
-30.49% Jun 2006 Jan 2007 8 Feb 2008 13 21
-2.66% Sep 1994 Sep 1994 1 Oct 1994 1 2
-2.24% Feb 2006 Feb 2006 1 Mar 2006 1 2
-1.67% Jan 2011 Jan 2011 1 Feb 2011 1 2
-1.61% Jan 2005 Jan 2005 1 Feb 2005 1 2
-1.16% Apr 2005 Apr 2005 1 Jun 2005 2 3

Worst drawdowns since August 1988.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-64.54% May 2008 Dec 2008 8 Dec 2010 24 32
-60.00% Jan 1989 Mar 1999 123 Jul 2005 76 199
-57.40% Mar 2011 Jan 2016 59 in progress 79 138
-30.49% Jun 2006 Jan 2007 8 Feb 2008 13 21
-2.24% Feb 2006 Feb 2006 1 Mar 2006 1 2
-1.67% Jan 2011 Jan 2011 1 Feb 2011 1 2

Rolling Returns ( more details)

United States Copper Index Fund (CPER) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.41 146.94
Jun 2005 - May 2006
-60.38
Mar 2008 - Feb 2009
50.75%
2 Years
5.33 78.39
Jan 2009 - Dec 2010
-30.09
Jan 2007 - Dec 2008
53.89%
3 Years
4.31 68.27
Jun 2003 - May 2006
-19.55
Feb 2013 - Jan 2016
47.59%
5 Years
4.01 40.63
Oct 2002 - Sep 2007
-15.26
Feb 2011 - Jan 2016
48.86%
7 Years
3.80 29.03
Jun 1999 - May 2006
-10.01
Jan 1995 - Dec 2001
52.45%
10 Years
4.24 20.77
Aug 2001 - Jul 2011
-8.16
Jan 1989 - Dec 1998
44.14%
15 Years
5.99 11.08
Mar 1999 - Feb 2014
-3.20
Dec 1988 - Nov 2003
5.65%
20 Years
5.55 9.41
Nov 2001 - Oct 2021
-0.54
Jan 1989 - Dec 2008
1.18%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the United States Copper Index Fund (CPER) ETF: Rolling Returns page.

Seasonality

United States Copper Index Fund (CPER) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
-0.64
47%
2.70
65%
1.20
53%
1.51
47%
-1.16
50%
-0.25
56%
2.50
71%
0.00
49%
-1.10
47%
0.07
44%
1.28
47%
0.57
53%
Best
Year
11.0
2012
19.9
2004
20.5
2009
34.1
2006
13.8
1994
21.7
1999
15.9
2009
18.9
1989
9.3
2004
25.3
1988
19.2
1996
16.1
2010
Worst
Year
-12.3
2015
-6.8
2000
-12.7
2020
-12.5
1993
-17.7
1989
-22.4
1996
-11.7
2002
-8.9
1997
-24.9
2011
-36.1
2008
-12.0
2008
-14.1
2008
Statistics calculated for the period Aug 1988 - Aug 2022

Monthly/Yearly Returns

United States Copper Index Fund (CPER) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
214 Positive Months (52%) - 195 Negative Months (48%)
Aug 1988 - Aug 2022
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-22.34 -26.90 -2.6 3.4 4.8 -7.9 -1.8 -14.4 -2.3 -2.6
2021
+25.22 +16.99 0.8 14.6 -1.9 11.4 5.2 -9.1 4.4 -2.5 -6.2 7.1 -2.3 3.8
2020
+23.89 +22.22 -10.0 0.6 -12.7 7.9 3.7 10.1 5.2 5.6 -1.4 1.2 12.7 1.9
2019
+6.69 +4.31 5.7 6.0 -0.5 -0.8 -9.4 3.0 -1.5 -4.2 0.8 2.5 0.7 5.3
2018
-21.94 -23.40 -2.9 -2.4 -3.8 1.6 0.3 -4.3 -4.3 -6.6 5.1 -5.1 4.4 -5.6
2017
+28.81 +26.15 8.7 -1.1 -1.6 -2.4 -0.8 4.2 6.8 6.2 -4.3 5.0 -1.2 7.1
2016
+14.58 +12.25 -4.6 3.5 3.1 3.6 -7.6 4.2 0.8 -6.2 5.8 -0.3 16.9 -3.2
2015
-24.97 -25.52 -12.3 7.8 3.4 4.2 -4.5 -4.4 -8.7 -2.5 -0.9 -1.2 -11.2 4.2
2014
-16.94 -17.57 -6.3 0.3 -4.6 -0.4 3.1 1.6 2.5 -1.5 -6.1 1.0 -5.9 -1.5
2013
-8.44 -9.79 4.6 -5.1 -3.3 -8.4 3.1 -7.0 1.1 3.4 1.7 0.3 -2.9 4.8
2012
+2.08 +0.33 11.0 0.1 -0.4 -0.6 -12.1 -0.8 2.9 0.0 6.9 -4.8 2.4 -1.0
2011
-22.71 -24.93 -1.7 2.6 -4.0 -3.1 0.2 2.4 4.7 -6.4 -24.9 15.4 -1.8 -3.7
2010
+33.42 +31.45 -8.5 7.3 8.5 -5.9 -7.2 -5.2 12.6 1.6 8.5 2.4 2.4 16.1
2009
+138.53 +132.21 3.9 5.2 20.5 11.6 7.0 2.8 15.9 7.3 -3.3 8.6 6.8 5.7
2008
-53.97 -54.01 8.5 17.1 0.3 1.8 -7.8 7.4 -4.6 -7.7 -15.8 -36.1 -12.0 -14.1
2007
+6.18 +2.02 -9.5 5.8 15.0 12.7 -6.6 4.5 5.8 -6.6 6.4 -4.5 -9.0 -4.0
2006
+31.85 +28.59 3.3 -2.2 13.8 34.1 11.4 -6.8 4.3 -3.9 -0.3 -3.6 -4.9 -10.0
2005
+45.56 +40.75 -1.6 2.5 0.7 -1.2 0.8 3.2 8.6 1.3 5.4 5.2 9.4 4.3
2004
+42.71 +38.21 7.5 19.9 1.2 -11.0 5.7 -5.7 8.5 -2.1 9.3 -3.8 7.1 3.0
2003
+49.07 +46.32 9.1 1.6 -8.1 1.8 7.6 -4.1 9.4 -1.8 1.2 15.3 -3.2 14.9
2002
+4.17 +1.75 3.4 2.9 4.8 -2.1 4.0 0.8 -11.7 1.4 -3.9 8.2 3.1 -5.0
2001
-20.73 -21.94 0.2 -4.5 -6.4 1.1 -1.9 -6.3 -3.8 0.1 -4.8 -3.7 16.1 -7.1
2000
-0.70 -3.96 -1.0 -6.8 1.7 -1.3 2.7 0.6 6.8 1.6 3.4 -8.0 -0.2 0.7
1999
+28.49 +25.13 -3.3 -2.8 -0.2 15.2 -12.9 21.7 -0.2 2.5 5.2 -1.8 -0.4 6.6
1998
-13.72 -15.09 2.4 -3.7 4.6 4.2 -6.7 -4.8 4.3 -5.8 1.7 -1.6 -2.9 -5.3
1997
-25.23 -26.48 3.0 7.4 0.7 -1.8 5.4 -4.2 -4.3 -8.9 -3.5 -5.2 -7.3 -8.5
1996
-18.44 -21.06 -8.2 0.9 0.0 3.8 -2.3 -22.4 2.3 2.7 -5.6 1.6 19.2 -6.8
1995
-10.15 -12.38 -1.8 -5.6 7.2 -7.4 2.5 4.8 -2.6 -1.8 0.2 -3.2 2.8 -4.7
1994
+69.20 +64.79 4.8 -0.7 0.3 5.5 13.8 3.1 3.8 4.8 -2.7 9.3 10.7 2.3
1993
-19.31 -21.47 -4.2 -3.5 0.7 -12.5 -5.0 7.9 2.5 -2.7 -13.3 -1.7 1.7 11.7
1992
+6.31 +3.31 1.5 4.9 -1.3 -1.8 1.3 8.3 2.5 -2.4 -5.2 -2.8 -3.3 5.3
1991
-18.26 -20.69 -9.3 6.9 -7.2 -0.5 -8.7 4.4 0.0 3.3 3.1 -1.0 -3.6 -5.8
1990
+10.61 +4.25 -7.1 14.5 8.5 -5.3 -4.2 3.1 8.5 3.8 -2.7 -7.4 -5.2 6.5
1989
-31.22 -34.28 -5.5 -5.4 -3.0 5.1 -17.7 -6.9 5.1 18.9 -4.8 -10.2 -4.0 -3.9
1988
- - 11.7 7.5 25.3 8.4 5.2

ETF Returns, up to December 2011, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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