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DMAD.L vs. URNU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DMAD.L vs. URNU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Disruptive Materials UCITS ETF USD (Dist) (DMAD.L) and Global X Uranium UCITS ETF USD Acc (URNU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DMAD.L is traded in GBP, while URNU.L is traded in USD. To make them comparable, the URNU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, DMAD.L achieves a -3.50% return, which is significantly higher than URNU.L's -5.45% return.


DMAD.L

1D
-1.99%
1M
-17.67%
6M
-16.23%
YTD
-3.50%
1Y
52.53%
3Y*
12.17%
5Y*
10Y*

URNU.L

1D
-3.11%
1M
-16.87%
6M
-22.96%
YTD
-5.45%
1Y
9.03%
3Y*
27.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DMAD.L vs. URNU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
DMAD.L
Global X Disruptive Materials UCITS ETF USD (Dist)
-3.50%83.26%-5.93%-23.95%-12.91%
URNU.L
Global X Uranium UCITS ETF USD Acc
-5.45%58.36%2.96%32.91%-6.22%

Correlation

The correlation between DMAD.L and URNU.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.52

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2022

0.52

The correlation between DMAD.L and URNU.L has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.

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Return for Risk

DMAD.L vs. URNU.L — Risk / Return Rank

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

DMAD.L
DMAD.L Risk / Return Rank: 4949
Overall Rank
DMAD.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DMAD.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
DMAD.L Omega Ratio Rank: 4848
Omega Ratio Rank
DMAD.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
DMAD.L Martin Ratio Rank: 4141
Martin Ratio Rank

URNU.L
URNU.L Risk / Return Rank: 1414
Overall Rank
URNU.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
URNU.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
URNU.L Omega Ratio Rank: 1414
Omega Ratio Rank
URNU.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
URNU.L Martin Ratio Rank: 1313
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.

DMAD.L vs. URNU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Disruptive Materials UCITS ETF USD (Dist) (DMAD.L) and Global X Uranium UCITS ETF USD Acc (URNU.L). 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.


DMAD.LURNU.LDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.26

1.07

+0.18

Calmar ratioReturn relative to maximum drawdown

1.98

0.28

+1.70

Martin ratioReturn relative to average drawdown

5.38

0.59

+4.79

DMAD.L vs. URNU.L - Sharpe Ratio Comparison

The current DMAD.L Sharpe Ratio is 1.55, which is higher than the URNU.L Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of DMAD.L and URNU.L, 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

DMAD.L vs. URNU.L - Drawdown Comparison

The maximum DMAD.L drawdown since its inception was -47.80%, which is greater than URNU.L's maximum drawdown of -39.27%. Use the drawdown chart below to compare losses from any high point for DMAD.L and URNU.L.


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Drawdown Indicators


DMAD.LURNU.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.80%

-39.27%

-8.53%

Max Drawdown (1Y)

Largest decline over 1 year

-26.86%

-31.57%

+4.71%

Max Drawdown (3Y)

Largest decline over 3 years

-34.78%

-39.27%

+4.49%

Current Drawdown

Current decline from peak

-26.86%

-31.46%

+4.60%

Average Drawdown

Average peak-to-trough decline

-24.26%

-12.70%

-11.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.93%

15.18%

-5.25%

Volatility

DMAD.L vs. URNU.L - Volatility Comparison

The current volatility for Global X Disruptive Materials UCITS ETF USD (Dist) (DMAD.L) is 9.63%, while Global X Uranium UCITS ETF USD Acc (URNU.L) has a volatility of 10.37%. This indicates that DMAD.L experiences smaller price fluctuations and is considered to be less risky than URNU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DMAD.LURNU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.63%

10.37%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

28.03%

35.11%

-7.08%

Volatility (1Y)

Calculated over the trailing 1-year period

34.51%

50.42%

-15.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.20%

40.33%

-11.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.20%

40.33%

-11.13%

DMAD.L vs. URNU.L - Expense Ratio Comparison

DMAD.L has a 0.50% expense ratio, which is lower than URNU.L's 0.65% expense ratio.


Dividends

DMAD.L vs. URNU.L - Dividend Comparison

DMAD.L's dividend yield for the trailing twelve months is around 0.91%, while URNU.L has not paid dividends to shareholders.


PositionTTM202520242023
DMAD.L
Global X Disruptive Materials UCITS ETF USD (Dist)
0.91%0.74%2.38%1.32%
URNU.L
Global X Uranium UCITS ETF USD Acc
0.00%0.00%0.00%0.00%

Frequently Asked Questions


DMAD.L and URNU.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DMAD.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DMAD.L is cheaper with a 0.50% expense ratio, compared with 0.65% for URNU.L.

DMAD.L is categorized as Commodity Producers Equities, while URNU.L is Uranium. DMAD.L tracks Solactive Disruptive Materials V2 Index, while URNU.L tracks Solactive Global Uranium & Nuclear Components Total Return v2 Index. Their fees differ too: 0.50% for DMAD.L and 0.65% for URNU.L.

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