PortfoliosLab logoPortfoliosLab logo
FRNW vs. NCLR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRNW vs. NCLR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Clean Energy ETF (FRNW) and WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FRNW is traded in USD, while NCLR.L is traded in GBp. To make them comparable, the NCLR.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FRNW achieves a 34.11% return, which is significantly higher than NCLR.L's 15.68% return.


FRNW

1D
-1.91%
1M
7.89%
YTD
34.11%
6M
34.18%
1Y
86.03%
3Y*
10.12%
5Y*
10Y*

NCLR.L

1D
-5.41%
1M
-9.92%
YTD
15.68%
6M
17.68%
1Y
76.10%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRNW vs. NCLR.L - Yearly Performance Comparison


2026 (YTD)2025
FRNW
Fidelity Clean Energy ETF
34.11%54.16%
NCLR.L
WisdomTree Uranium and Nuclear Energy UCITS ETF
15.68%121.93%

Correlation

The correlation between FRNW and NCLR.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2025

0.44

Compare stocks, funds, or ETFs

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


Return for Risk

FRNW vs. NCLR.L — Risk / Return Rank

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

FRNW
FRNW Risk / Return Rank: 9090
Overall Rank
FRNW Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FRNW Sortino Ratio Rank: 8888
Sortino Ratio Rank
FRNW Omega Ratio Rank: 8383
Omega Ratio Rank
FRNW Calmar Ratio Rank: 9494
Calmar Ratio Rank
FRNW Martin Ratio Rank: 9292
Martin Ratio Rank

NCLR.L
NCLR.L Risk / Return Rank: 4646
Overall Rank
NCLR.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
NCLR.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
NCLR.L Omega Ratio Rank: 4242
Omega Ratio Rank
NCLR.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
NCLR.L Martin Ratio Rank: 4242
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.

FRNW vs. NCLR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Clean Energy ETF (FRNW) and WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.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.


FRNWNCLR.LDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.51

1.26

+0.25

Calmar ratioReturn relative to maximum drawdown

7.47

2.54

+4.93

Martin ratioReturn relative to average drawdown

23.29

6.10

+17.19

FRNW vs. NCLR.L - Sharpe Ratio Comparison

The current FRNW Sharpe Ratio is 3.39, which is higher than the NCLR.L Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FRNW and NCLR.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.


Loading charts...

Sharpe Ratios by Period


FRNWNCLR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.39

1.56

+1.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

2.35

-2.26

Drawdowns

FRNW vs. NCLR.L - Drawdown Comparison

The maximum FRNW drawdown since its inception was -59.37%, which is greater than NCLR.L's maximum drawdown of -29.77%. Use the drawdown chart below to compare losses from any high point for FRNW and NCLR.L.


Loading charts...

Drawdown Indicators


FRNWNCLR.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.37%

-29.77%

-29.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-29.77%

+18.19%

Max Drawdown (3Y)

Largest decline over 3 years

-45.27%

Current Drawdown

Current decline from peak

-3.15%

-19.71%

+16.56%

Average Drawdown

Average peak-to-trough decline

-33.33%

-8.78%

-24.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

12.44%

-8.73%

Volatility

FRNW vs. NCLR.L - Volatility Comparison

The current volatility for Fidelity Clean Energy ETF (FRNW) is 8.16%, while WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) has a volatility of 14.65%. This indicates that FRNW experiences smaller price fluctuations and is considered to be less risky than NCLR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FRNWNCLR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

14.65%

-6.49%

Volatility (6M)

Calculated over the trailing 6-month period

17.79%

35.59%

-17.80%

Volatility (1Y)

Calculated over the trailing 1-year period

25.61%

48.50%

-22.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.35%

49.13%

-20.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.35%

49.13%

-20.78%

FRNW vs. NCLR.L - Expense Ratio Comparison

FRNW has a 0.39% expense ratio, which is lower than NCLR.L's 0.45% expense ratio.


Dividends

FRNW vs. NCLR.L - Dividend Comparison

FRNW's dividend yield for the trailing twelve months is around 0.94%, while NCLR.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
FRNW
Fidelity Clean Energy ETF
0.94%1.25%1.43%1.30%0.69%0.04%
NCLR.L
WisdomTree Uranium and Nuclear Energy UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FRNW and NCLR.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FRNW is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FRNW is cheaper with a 0.39% expense ratio, compared with 0.45% for NCLR.L.

They also come from different issuers: Fidelity and WisdomTree. Their fees differ too: 0.39% for FRNW and 0.45% for NCLR.L.

Portfolio Optimizer

Find the right allocation for FRNW and NCLR.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer