ESGP.L vs. URNP.L

Last updated Apr 2, 2026

Compare and contrast key facts about HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) and HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.L).

ESGP.L and URNP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGP.L is a passively managed fund by HANetf that tracks the performance of the EMIX Global Mining Global Gold TR USD. It was launched on Jul 2, 2021. URNP.L is a passively managed fund by HANetf that tracks the performance of the S&P Global Natural Resources TR USD. It was launched on May 3, 2022. Both ESGP.L and URNP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ESGP.L vs. URNP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) and HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.L). The values are adjusted to include any dividend payments, if applicable.

ESGP.L vs. URNP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ESGP.L HANetf AuAg ESG Gold Mining UCITS ETF	14.79%	136.71%	3.17%	-0.39%	-5.28%
URNP.L HANetf Sprott Uranium Miners UCITS ETF Acc	24.63%	33.02%	-12.04%	50.65%	-9.79%

Returns By Period

In the year-to-date period, ESGP.L achieves a 14.79% return, which is significantly lower than URNP.L's 24.63% return.

ESGP.L

• 1D: 7.11%
• 1M: -14.07%
• YTD: 14.79%
• 6M: 22.02%
• 1Y: 108.09%
• 3Y*: 37.81%
• 5Y*: —
• 10Y*: —

URNP.L

• 1D: 5.38%
• 1M: -10.30%
• YTD: 24.63%
• 6M: 19.64%
• 1Y: 110.95%
• 3Y*: 31.28%
• 5Y*: —
• 10Y*: —

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

ESGP.L vs. URNP.L - Expense Ratio Comparison

ESGP.L has a 0.60% expense ratio, which is lower than URNP.L's 0.85% expense ratio.

URNP.L

HANetf Sprott Uranium Miners UCITS ETF Acc

ESGP.L

HANetf AuAg ESG Gold Mining UCITS ETF

Return for Risk

ESGP.L vs. URNP.L — Risk / Return Rank

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

ESGP.L

ESGP.L Risk / Return Rank: 93
ESGP.L Sharpe Ratio Rank: 96
ESGP.L Sortino Ratio Rank: 93
ESGP.L Omega Ratio Rank: 90
ESGP.L Calmar Ratio Rank: 93
ESGP.L Martin Ratio Rank: 92

URNP.L

URNP.L Risk / Return Rank: 92
URNP.L Sharpe Ratio Rank: 94
URNP.L Sortino Ratio Rank: 93
URNP.L Omega Ratio Rank: 87
URNP.L Calmar Ratio Rank: 96
URNP.L Martin Ratio Rank: 90

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.

ESGP.L vs. URNP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) and HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.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.

	ESGP.L	URNP.L	Difference
Sharpe ratio Return per unit of total volatility	2.67	2.37	+0.31
Sortino ratio Return per unit of downside risk	2.92	2.87	+0.05
Omega ratio Gain probability vs. loss probability	1.40	1.37	+0.03
Calmar ratio Return relative to maximum drawdown	3.84	4.78	-0.94
Martin ratio Return relative to average drawdown	13.64	12.22	+1.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGP.L vs. URNP.L - Sharpe Ratio Comparison

The current ESGP.L Sharpe Ratio is 2.67, which is comparable to the URNP.L Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of ESGP.L and URNP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ESGP.L	URNP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.67	2.37	+0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.48	+0.25

Correlation

The correlation between ESGP.L and URNP.L is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ESGP.L vs. URNP.L - Dividend Comparison

Neither ESGP.L nor URNP.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ESGP.L vs. URNP.L - Drawdown Comparison

The maximum ESGP.L drawdown since its inception was -36.54%, smaller than the maximum URNP.L drawdown of -51.01%. Use the drawdown chart below to compare losses from any high point for ESGP.L and URNP.L.

Drawdown Indicators

	ESGP.L	URNP.L	Difference
Max Drawdown Largest peak-to-trough decline	-36.54%	-51.01%	+14.47%
Max Drawdown (1Y) Largest decline over 1 year	-28.67%	-23.65%	-5.02%
Current Drawdown Current decline from peak	-15.02%	-13.60%	-1.42%
Average Drawdown Average peak-to-trough decline	-13.27%	-17.94%	+4.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.07%	9.24%	-1.17%

Volatility

ESGP.L vs. URNP.L - Volatility Comparison

HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) has a higher volatility of 17.11% compared to HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.L) at 13.92%. This indicates that ESGP.L's price experiences larger fluctuations and is considered to be riskier than URNP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGP.L	URNP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.11%	13.92%	+3.19%
Volatility (6M) Calculated over the trailing 6-month period	33.83%	37.09%	-3.26%
Volatility (1Y) Calculated over the trailing 1-year period	40.22%	46.65%	-6.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.78%	39.97%	-7.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.78%	39.97%	-7.19%