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Global X Uranium UCITS ETF USD Acc (URNU.L) Sharpe Ratio: 1.22

ETF · Currency in USD · Last updated Jun 5, 2026

The ETF aims to track the performance of the Solactive Global Uranium & Nuclear Components Total Return v2 Index, offering exposure to companies engaged in uranium mining and nuclear component production.

URNU.L's Sharpe Ratio of 1.22 indicates that for each unit of volatility, it generates 1.22 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

URNU.L Sharpe Ratio Rank

URNU.L Sharpe Ratio Rank: 34.234
Below Average

URNU.L ranks above 34.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

URNU.L Sharpe Ratio Market Positioning

The chart shows URNU.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.87 or lower
  • Yellow zone (middle 50%): 0.87 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.71+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Global X Uranium UCITS ETF USD Acc's Sharpe Ratio with other ETFs in the Commodity Producers Equities category across multiple time periods, showing how URNU.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LITU.LGlobal X Lithium & Battery Tech UCITS ETF USD Acc3.93
COPG.LGlobal X Copper Miners UCITS ETF USD Acc3.14
WREE.LWisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc3.03
COPP.LSprott Pure Play Copper Miners UCITS ETF2.95
SILG.LGlobal X Silver Miners UCITS ETF USD Accumulating1.98
NUCG.LVanEck Uranium and Nuclear Technologies UCITS ETF1.37
URNG.LGlobal X Uranium UCITS ETF USD Accumulating1.31
URNP.LHANetf Sprott Uranium Miners UCITS ETF Acc1.31
URND.LGlobal X Uranium UCITS ETF USD Distributing1.29
URNU.LGlobal X Uranium UCITS ETF USD Acc1.22

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows URNU.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when URNU.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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