GURU vs. URA

Last updated Jun 26, 2026

GURU (Global X Guru Index ETF) and URA (Global X Uranium ETF) are both exchange-traded funds - GURU is a Large Cap Blend Equities fund tracking the Solactive Guru Index, while URA is a Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Both are passively managed. Over the past 10 years, GURU returned 13.28%/yr vs 16.40%/yr for URA. A 0.51 correlation means they provide meaningful diversification when combined. GURU charges 0.75%/yr vs 0.69%/yr for URA.

Performance

GURU vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Guru Index ETF (GURU) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GURU achieves a 10.08% return, which is significantly higher than URA's 2.78% return. Over the past 10 years, GURU has underperformed URA with an annualized return of 13.28%, while URA has yielded a comparatively higher 16.40% annualized return.

GURU

• 1D: 0.39%
• 1M: 2.80%
• YTD: 10.08%
• 6M: 7.24%
• 1Y: 30.14%
• 3Y*: 24.36%
• 5Y*: 7.12%
• 10Y*: 13.28%

URA

• 1D: -1.79%
• 1M: -13.65%
• YTD: 2.78%
• 6M: -1.17%
• 1Y: 21.61%
• 3Y*: 32.99%
• 5Y*: 19.36%
• 10Y*: 16.40%

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

GURU vs. URA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GURU Global X Guru Index ETF	10.08%	25.43%	23.76%	19.28%	-27.94%	8.19%	25.27%	30.99%	-6.56%	24.26%
URA Global X Uranium ETF	2.78%	67.18%	-0.58%	46.25%	-11.32%	57.57%	41.33%	-3.54%	-22.11%	19.36%

Correlation

The correlation between GURU and URA is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.51
Correlation (All Time) Calculated using the full available price history since Jun 5, 2012	0.51

The correlation between GURU and URA has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.

GURU vs. URA - Sectors Allocation Comparison

Sectors	GURU	URA
Technology	25.0%	0.9%
Healthcare	24.1%	-
Consumer Cyclical	11.0%	-
Industrials	10.3%	22.7%
Financial Services	9.5%	-
Utilities	5.5%	7.4%
Communication Services	5.2%	-
Energy	4.2%	64.2%
Basic Materials	2.1%	4.8%
Consumer Defensive	2.0%	-
Real Estate	1.2%	-

Return for Risk

GURU vs. URA — Risk / Return Rank

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

GURU

GURU Risk / Return Rank: 63
GURU Sharpe Ratio Rank: 65
GURU Sortino Ratio Rank: 65
GURU Omega Ratio Rank: 61
GURU Calmar Ratio Rank: 63
GURU Martin Ratio Rank: 62

URA

URA Risk / Return Rank: 17
URA Sharpe Ratio Rank: 16
URA Sortino Ratio Rank: 18
URA Omega Ratio Rank: 17
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.

GURU vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Guru Index ETF (GURU) 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.

	GURU	URA	Difference
Sharpe ratio: Return per unit of total volatility	1.87	0.42	+1.45
Sortino ratio: Return per unit of downside risk	2.60	0.95	+1.65
Omega ratio: Gain probability vs. loss probability	1.32	1.11	+0.22
Calmar ratio: Return relative to maximum drawdown	2.70	0.69	+2.01
Martin ratio: Return relative to average drawdown	9.74	1.46	+8.28

GURU vs. URA - Sharpe Ratio Comparison

The current GURU Sharpe Ratio is 1.87, which is higher than the URA Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of GURU 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.

Drawdowns

GURU vs. URA - Drawdown Comparison

The maximum GURU drawdown since its inception was -38.50%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for GURU and URA.

Drawdown Indicators

	GURU	URA	Difference
Max Drawdown Largest peak-to-trough decline	-38.50%	-93.54%	+55.04%
Max Drawdown (1Y) Largest decline over 1 year	-11.22%	-31.48%	+20.26%
Max Drawdown (3Y) Largest decline over 3 years	-20.73%	-37.81%	+17.08%
Max Drawdown (5Y) Largest decline over 5 years	-38.50%	-37.90%	-0.60%
Max Drawdown (10Y) Largest decline over 10 years	-38.50%	-61.45%	+22.95%
Current Drawdown Current decline from peak	-0.31%	-50.16%	+49.85%
Average Drawdown Average peak-to-trough decline	-8.64%	-74.88%	+66.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	14.80%	-11.70%

Volatility

GURU vs. URA - Volatility Comparison

The current volatility for Global X Guru Index ETF (GURU) is 5.88%, while Global X Uranium ETF (URA) has a volatility of 17.39%. This indicates that GURU 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.

Volatility by Period

	GURU	URA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	17.39%	-11.51%
Volatility (6M) Calculated over the trailing 6-month period	13.13%	39.39%	-26.26%
Volatility (1Y) Calculated over the trailing 1-year period	16.20%	51.29%	-35.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.55%	43.92%	-23.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.18%	37.94%	-17.76%

GURU vs. URA - Expense Ratio Comparison

GURU has a 0.75% expense ratio, which is higher than URA's 0.69% expense ratio.

Dividends

GURU vs. URA - Dividend Comparison

GURU's dividend yield for the trailing twelve months is around 0.10%, less than URA's 4.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GURU Global X Guru Index ETF	0.10%	0.11%	0.17%	0.57%	0.22%	0.09%	2.75%	0.35%	0.54%	0.54%	0.22%	0.47%
URA Global X Uranium ETF	4.75%	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 GURU and URA in my portfolio?

GURU and URA have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GURU or URA?

URA has higher volatility (17.39%) compared to GURU (5.88%). In terms of maximum drawdown, GURU dropped -38.50% vs URA's -93.54%.

Which ETF is better, GURU or URA?

On 10-year performance, URA leads with 16.40% vs 13.28% for GURU. On fees, URA is cheaper at 0.69% per year. On volatility, GURU has been the lower-risk option at 5.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GURU or URA?

Over the 10-year period, URA has performed better with a 16.40% return vs 13.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GURU or URA?

URA is cheaper with a 0.69% expense ratio, compared with 0.75% for GURU.

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

URA has the higher dividend yield at 4.75%, compared with 0.10% for GURU.

What is the main difference between GURU and URA?

GURU is categorized as Large Cap Blend Equities, while URA is Uranium. GURU tracks Solactive Guru Index, while URA tracks Solactive Global Uranium & Nuclear Components Total Return Index. Their fees differ too: 0.75% for GURU and 0.69% for URA.

Which has better risk-adjusted returns?

GURU currently has the higher Sharpe Ratio (1.87 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.