EDGQ vs. URA

Last updated Jul 2, 2026

EDGQ (Global X Nasdaq-100 Income Edge ETF) and URA (Global X Uranium ETF) are both exchange-traded funds - EDGQ is a Derivative Income fund actively managed by Global X, while URA is a Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. EDGQ is actively managed, while URA is passively managed. A 0.68 correlation means they provide meaningful diversification when combined. EDGQ charges 0.53%/yr vs 0.69%/yr for URA.

Performance

EDGQ vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Nasdaq-100 Income Edge ETF (EDGQ) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EDGQ

• 1D: -1.17%
• 1M: -2.01%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

URA

• 1D: -1.19%
• 1M: -14.56%
• YTD: 1.05%
• 6M: 1.05%
• 1Y: 20.90%
• 3Y*: 31.48%
• 5Y*: 19.75%
• 10Y*: 15.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EDGQ vs. URA - Yearly Performance Comparison

	2026 (YTD)
EDGQ Global X Nasdaq-100 Income Edge ETF	17.15%
URA Global X Uranium ETF	-15.86%

Correlation

The correlation between EDGQ and URA is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 18, 2026	0.68

Return for Risk

EDGQ vs. URA — Risk / Return Rank

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

EDGQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

URA

URA Risk / Return Rank: 17
URA Sharpe Ratio Rank: 16
URA Sortino Ratio Rank: 19
URA Omega Ratio Rank: 18
URA Calmar Ratio Rank: 18
URA Martin Ratio Rank: 16

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.

EDGQ vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq-100 Income Edge ETF (EDGQ) 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.

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.

	EDGQ	URA	Difference
Sharpe ratio: Return per unit of total volatility	—	0.41	—
Sortino ratio: Return per unit of downside risk	—	0.94	—
Omega ratio: Gain probability vs. loss probability	—	1.11	—
Calmar ratio: Return relative to maximum drawdown	—	0.67	—
Martin ratio: Return relative to average drawdown	—	1.37	—

Drawdowns

EDGQ vs. URA - Drawdown Comparison

The maximum EDGQ drawdown since its inception was -7.87%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for EDGQ and URA.

Drawdown Indicators

	EDGQ	URA	Difference
Max Drawdown Largest peak-to-trough decline	-7.87%	-93.54%	+85.67%
Max Drawdown (1Y) Largest decline over 1 year	—	-31.48%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-37.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-37.90%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-61.45%	—
Current Drawdown Current decline from peak	-2.43%	-51.00%	+48.57%
Average Drawdown Average peak-to-trough decline	-1.64%	-74.86%	+73.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	15.25%	—

Volatility

Volatility by Period

	EDGQ	URA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	17.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	39.39%	—
Volatility (1Y) Calculated over the trailing 1-year period	19.79%	51.16%	-31.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	43.90%	-24.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.79%	37.92%	-18.13%

EDGQ vs. URA - Expense Ratio Comparison

EDGQ has a 0.53% expense ratio, which is lower than URA's 0.69% expense ratio.

Dividends

EDGQ vs. URA - Dividend Comparison

EDGQ's dividend yield for the trailing twelve months is around 4.45%, less than URA's 4.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EDGQ Global X Nasdaq-100 Income Edge ETF	4.45%	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	4.83%	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

Can I hold both EDGQ and URA in my portfolio?

EDGQ and URA have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EDGQ or URA?

On fees, EDGQ is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EDGQ or URA?

EDGQ is cheaper with a 0.53% expense ratio, compared with 0.69% for URA.

Which ETF pays a higher dividend yield, EDGQ or URA?

URA has the higher dividend yield at 4.83%, compared with 4.45% for EDGQ.

What is the main difference between EDGQ and URA?

EDGQ is categorized as Derivative Income, while URA is Uranium. Their fees differ too: 0.53% for EDGQ and 0.69% for URA.