We construct a symmetric operad $\mathfrak{C}$ on the class of all multivariate copulas, where operadic composition is given by Sklar substitution. We prove that the absolutely continuous subclass $\mathfrak{C}^{ac}$---which coincides with the $L^1$ class of copula densities---forms a suboperad; under composition, the density of the composite copula is given by the explicit Sklar substitution density formula $g(v)=φ\big(Ψ_1(v^{(1)}),\dots,Ψ_n(v^{(n)})\big)\prod_{k=1}^{n}ψ_{k}(v^{(k)})$. Furthermore, we show that copulas with finite copula entropy---identified with the $L\log L$ class of copula densities---are closed under substitution and hence constitute a suboperad $\mathfrak{C}^{L\log L}$. On this suboperad, copula entropy is strictly additive: $H(γ(Φ;Ψ_{1},\ldots,Ψ_{n}))=H(Φ)+\sum_{k=1}^{n}H(Ψ_{k})$.

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