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HURA.TO vs. URA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HURA.TO vs. URA - Performance Comparison

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

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HURA.TO vs. URA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HURA.TO
Global X Uranium Index ETF
11.72%43.18%3.05%61.03%-4.56%71.05%65.97%-16.96%
URA
Global X Uranium ETF
14.87%59.51%7.96%43.02%-5.00%56.15%38.94%-6.78%
Different Trading Currencies

HURA.TO is traded in CAD, while URA is traded in USD. To make them comparable, the URA values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HURA.TO achieves a 11.72% return, which is significantly higher than URA's 7.52% return.


HURA.TO

1D
4.70%
1M
-8.56%
YTD
11.72%
6M
-0.03%
1Y
107.11%
3Y*
37.96%
5Y*
27.92%
10Y*

URA

1D
0.00%
1M
-14.93%
YTD
7.52%
6M
-0.46%
1Y
100.32%
3Y*
38.79%
5Y*
25.58%
10Y*
16.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HURA.TO vs. URA - Expense Ratio Comparison

HURA.TO has a 0.98% expense ratio, which is higher than URA's 0.69% expense ratio.


Return for Risk

HURA.TO vs. URA — Risk / Return Rank

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

HURA.TO
HURA.TO Risk / Return Rank: 8888
Overall Rank
HURA.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HURA.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
HURA.TO Omega Ratio Rank: 8585
Omega Ratio Rank
HURA.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
HURA.TO Martin Ratio Rank: 7676
Martin Ratio Rank

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.

HURA.TO vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium Index ETF (HURA.TO) 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.


HURA.TOURADifference

Sharpe ratio

Return per unit of total volatility

2.25

2.13

+0.13

Sortino ratio

Return per unit of downside risk

2.86

2.68

+0.19

Omega ratio

Gain probability vs. loss probability

1.34

1.33

+0.01

Calmar ratio

Return relative to maximum drawdown

3.41

3.55

-0.13

Martin ratio

Return relative to average drawdown

8.02

8.39

-0.37

HURA.TO vs. URA - Sharpe Ratio Comparison

The current HURA.TO Sharpe Ratio is 2.25, which is comparable to the URA Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of HURA.TO and URA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HURA.TOURADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

2.13

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.64

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

-0.01

+0.78

Correlation

The correlation between HURA.TO and URA is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HURA.TO vs. URA - Dividend Comparison

HURA.TO's dividend yield for the trailing twelve months is around 0.08%, less than URA's 4.30% yield.


TTM20252024202320222021202020192018201720162015
HURA.TO
Global X Uranium Index ETF
0.08%0.09%0.75%1.03%1.46%1.26%0.63%0.82%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

HURA.TO vs. URA - Drawdown Comparison

The maximum HURA.TO drawdown since its inception was -43.51%, smaller than the maximum URA drawdown of -90.50%. Use the drawdown chart below to compare losses from any high point for HURA.TO and URA.


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Drawdown Indicators


HURA.TOURADifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-93.54%

+50.03%

Max Drawdown (1Y)

Largest decline over 1 year

-30.61%

-28.43%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-42.97%

-37.90%

-5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

Current Drawdown

Current decline from peak

-22.39%

-45.04%

+22.65%

Average Drawdown

Average peak-to-trough decline

-14.35%

-75.40%

+61.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.03%

11.82%

+1.21%

Volatility

HURA.TO vs. URA - Volatility Comparison

The current volatility for Global X Uranium Index ETF (HURA.TO) is 13.09%, while Global X Uranium ETF (URA) has a volatility of 14.31%. This indicates that HURA.TO 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.


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Volatility by Period


HURA.TOURADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

14.31%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

37.50%

37.29%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

47.83%

47.47%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.88%

40.43%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.67%

34.78%

+3.89%