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DGTL.L vs. URA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGTL.L vs. URA

Last updated Jun 5, 2026

DGTL.L (iShares Digitalisation UCITS Acc) and URA (Global X Uranium ETF) are both exchange-traded funds - DGTL.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while URA is a Commodity Producers Equities fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Both are passively managed. Over the past 5 years, DGTL.L returned 1.03%/yr vs 21.33%/yr for URA. At a 0.34 correlation, their price movements are largely independent. DGTL.L charges 0.40%/yr vs 0.69%/yr for URA.

Performance

DGTL.L vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Digitalisation UCITS Acc (DGTL.L) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGTL.L achieves a 1.73% return, which is significantly lower than URA's 17.67% return.

DGTL.L

1D
1.04%
1M
7.87%
YTD
1.73%
6M
1.73%
1Y
-0.27%
3Y*
14.88%
5Y*
1.03%
10Y*
—

URA

1D
-0.22%
1M
-7.23%
YTD
17.67%
6M
7.07%
1Y
59.25%
3Y*
38.50%
5Y*
21.33%
10Y*
16.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGTL.L vs. URA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DGTL.L
iShares Digitalisation UCITS Acc		1.73%3.88%23.09%32.80%-36.42%0.64%41.58%25.49%-5.03%28.64%
URA
Global X Uranium ETF		17.67%67.18%-0.58%46.25%-11.32%57.57%41.33%-3.54%-22.11%19.36%

Correlation

The correlation between DGTL.L and URA is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.27

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

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2016

0.34

DGTL.L vs. URA - Sectors Allocation Comparison

Sectors
DGTL.L
URA

Technology

38.6%
0.9%

Communication Services

20.0%

-

Consumer Cyclical

17.4%

-

Industrials

11.5%
21.9%

Real Estate

6.3%

-

Financial Services

6.1%

-

Healthcare

0.1%

-

Consumer Defensive

0.1%

-

Basic Materials

-

5.0%

Energy

-

57.0%

Utilities

-

9.4%

Technology

DGTL.L
38.6%
URA
0.9%

Communication Services

DGTL.L
20.0%
URA

-

Consumer Cyclical

DGTL.L
17.4%
URA

-

Industrials

DGTL.L
11.5%
URA
21.9%

Real Estate

DGTL.L
6.3%
URA

-

Financial Services

DGTL.L
6.1%
URA

-

Healthcare

DGTL.L
0.1%
URA

-

Consumer Defensive

DGTL.L
0.1%
URA

-

Basic Materials

DGTL.L

-

URA
5.0%

Energy

DGTL.L

-

URA
57.0%

Utilities

DGTL.L

-

URA
9.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Digitalisation UCITS Acc

Global X Uranium ETF

Often compared with DGTL.L:
DGTL.L vs. DGIT.LDGTL.L vs. SBIO.LDGTL.L vs. KFTK.DEDGTL.L vs. CSPX.LDGTL.L vs. VHYG.LDGTL.L vs. VWRA.LDGTL.L vs. WCLD
Often compared with URA:
URA vs. NLRURA vs. URNMURA vs. NUKZURA vs. CCJURA vs. UUUUURA vs. URANURA vs. U-U.TO

Return for Risk

DGTL.L vs. URA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGTL.L
DGTL.L Risk / Return Rank: 99
Overall Rank
DGTL.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DGTL.L Sortino Ratio Rank: 99
Sortino Ratio Rank
DGTL.L Omega Ratio Rank: 99
Omega Ratio Rank
DGTL.L Calmar Ratio Rank: 99
Calmar Ratio Rank
DGTL.L Martin Ratio Rank: 99
Martin Ratio Rank
URA
URA Risk / Return Rank: 3535
Overall Rank
URA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
URA Sortino Ratio Rank: 3636
Sortino Ratio Rank
URA Omega Ratio Rank: 3232
Omega Ratio Rank
URA Calmar Ratio Rank: 4343
Calmar Ratio Rank
URA Martin Ratio Rank: 3131
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.

DGTL.L vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS Acc (DGTL.L) and Global X Uranium ETF (URA). 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.

DGTL.LURADifference
Sharpe ratioReturn per unit of total volatility
-0.02
1.19

-1.20

Sortino ratioReturn per unit of downside risk
0.11
1.82

-1.72

Omega ratioGain probability vs. loss probability

1.01

1.21

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.01

2.09

-2.11

Martin ratioReturn relative to average drawdown

-0.03

4.42

-4.44

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGTL.L vs. URA - Sharpe Ratio Comparison

The current DGTL.L Sharpe Ratio is -0.02, which is lower than the URA Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of DGTL.L and URA, 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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Sharpe Ratios by Period

DGTL.LURADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.19

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.49

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.44

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-0.05

+0.49

Drawdowns

DGTL.L vs. URA - Drawdown Comparison

The maximum DGTL.L drawdown since its inception was -46.85%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for DGTL.L and URA.

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Drawdown Indicators

DGTL.LURADifference

Max Drawdown

Largest peak-to-trough decline

-46.85%

-93.54%

+46.69%

Max Drawdown (1Y)

Largest decline over 1 year

-23.84%

-28.43%

+4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-23.84%

-37.81%

+13.97%

Max Drawdown (5Y)

Largest decline over 5 years

-46.85%

-37.90%

-8.95%

Max Drawdown (10Y)

Largest decline over 10 years

—

-61.45%

—

Current Drawdown

Current decline from peak

-6.57%

-42.94%

+36.37%

Average Drawdown

Average peak-to-trough decline

-12.96%

-75.00%

+62.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.55%

13.46%

-2.91%

Volatility

DGTL.L vs. URA - Volatility Comparison

The current volatility for iShares Digitalisation UCITS Acc (DGTL.L) is 5.79%, while Global X Uranium ETF (URA) has a volatility of 15.92%. This indicates that DGTL.L experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DGTL.LURADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

15.92%

-10.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

38.23%

-23.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.78%

50.13%

-32.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.81%

43.60%

-21.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.87%

37.72%

-16.85%

DGTL.L vs. URA - Expense Ratio Comparison

DGTL.L has a 0.40% expense ratio, which is lower than URA's 0.69% expense ratio.

Dividends

DGTL.L vs. URA - Dividend Comparison

DGTL.L has not paid dividends to shareholders, while URA's dividend yield for the trailing twelve months is around 4.15%.

PositionTTM20252024202320222021202020192018201720162015
DGTL.L
iShares Digitalisation UCITS Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URA
Global X Uranium ETF		4.15%4.88%2.86%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%

Frequently Asked Questions

DGTL.L and URA have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGTL.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGTL.L is cheaper with a 0.40% expense ratio, compared with 0.69% for URA.

DGTL.L is categorized as Technology Equities, while URA is Commodity Producers Equities. DGTL.L tracks MSCI World/Information Tech NR USD, while URA tracks Solactive Global Uranium & Nuclear Components Total Return Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.40% for DGTL.L and 0.69% for URA.

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