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GXPS vs. URA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXPS vs. URA - Performance Comparison

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

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GXPS vs. URA - Yearly Performance Comparison


2026 (YTD)2025
GXPS
Global X PureCap MSCI Consumer Staples ETF
7.90%-1.72%
URA
Global X Uranium ETF
13.34%8.64%

Returns By Period

In the year-to-date period, GXPS achieves a 7.90% return, which is significantly lower than URA's 13.34% return.


GXPS

1D
0.02%
1M
-7.32%
YTD
7.90%
6M
7.86%
1Y
3Y*
5Y*
10Y*

URA

1D
6.93%
1M
-10.88%
YTD
13.34%
6M
6.44%
1Y
121.39%
3Y*
40.54%
5Y*
24.65%
10Y*
16.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GXPS vs. URA - Expense Ratio Comparison

GXPS has a 0.25% expense ratio, which is lower than URA's 0.69% expense ratio.


Return for Risk

GXPS vs. URA — Risk / Return Rank

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

GXPS

URA
URA Risk / Return Rank: 9393
Overall Rank
URA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
URA Sortino Ratio Rank: 9595
Sortino Ratio Rank
URA Omega Ratio Rank: 9090
Omega Ratio Rank
URA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URA Martin Ratio Rank: 8888
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.

GXPS vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Staples ETF (GXPS) 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.


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

GXPS vs. URA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GXPSURADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

-0.06

+0.73

Correlation

The correlation between GXPS and URA is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GXPS vs. URA - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 0.55%, less than URA's 4.30% yield.


TTM20252024202320222021202020192018201720162015
GXPS
Global X PureCap MSCI Consumer Staples ETF
0.55%0.59%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
4.30%4.88%2.86%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%

Drawdowns

GXPS vs. URA - Drawdown Comparison

The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for GXPS and URA.


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Drawdown Indicators


GXPSURADifference

Max Drawdown

Largest peak-to-trough decline

-9.20%

-93.54%

+84.34%

Max Drawdown (1Y)

Largest decline over 1 year

-28.43%

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

-7.32%

-45.04%

+37.72%

Average Drawdown

Average peak-to-trough decline

-3.40%

-75.40%

+72.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.82%

Volatility

GXPS vs. URA - Volatility Comparison


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Volatility by Period


GXPSURADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.31%

Volatility (6M)

Calculated over the trailing 6-month period

38.54%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

49.21%

-35.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.37%

43.00%

-29.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.37%

37.23%

-23.86%