HURA.TO vs. USCL.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Uranium Index ETF (HURA.TO) and Global X Enhanced S&P 500 Covered Call ETF (USCL.TO).

HURA.TO and USCL.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HURA.TO is a passively managed fund by Global X that tracks the performance of the Solactive Global Uranium & Nuclear Components Total Return Index. It was launched on May 15, 2019. USCL.TO is an actively managed fund by Global X. It was launched on Jul 5, 2023.

Performance

HURA.TO vs. USCL.TO - 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 Enhanced S&P 500 Covered Call ETF (USCL.TO). The values are adjusted to include any dividend payments, if applicable.

HURA.TO vs. USCL.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
HURA.TO Global X Uranium Index ETF	11.72%	43.18%	3.05%	56.02%
USCL.TO Global X Enhanced S&P 500 Covered Call ETF	-5.43%	10.03%	38.54%	4.33%

Returns By Period

In the year-to-date period, HURA.TO achieves a 11.72% return, which is significantly higher than USCL.TO's -5.43% 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*: —

USCL.TO

• 1D: 0.00%
• 1M: -6.20%
• YTD: -5.43%
• 6M: -3.57%
• 1Y: 8.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HURA.TO vs. USCL.TO - Expense Ratio Comparison

HURA.TO has a 0.98% expense ratio, which is higher than USCL.TO's 0.04% expense ratio.

HURA.TO

Global X Uranium Index ETF

USCL.TO

Global X Enhanced S&P 500 Covered Call ETF

Return for Risk

HURA.TO vs. USCL.TO — 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: 88
HURA.TO Sharpe Ratio Rank: 94
HURA.TO Sortino Ratio Rank: 93
HURA.TO Omega Ratio Rank: 85
HURA.TO Calmar Ratio Rank: 93
HURA.TO Martin Ratio Rank: 76

USCL.TO

USCL.TO Risk / Return Rank: 30
USCL.TO Sharpe Ratio Rank: 27
USCL.TO Sortino Ratio Rank: 28
USCL.TO Omega Ratio Rank: 32
USCL.TO Calmar Ratio Rank: 30
USCL.TO Martin Ratio Rank: 33

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. USCL.TO - 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 Enhanced S&P 500 Covered Call ETF (USCL.TO). 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.TO	USCL.TO	Difference
Sharpe ratio Return per unit of total volatility	2.25	0.45	+1.80
Sortino ratio Return per unit of downside risk	2.86	0.76	+2.11
Omega ratio Gain probability vs. loss probability	1.34	1.12	+0.21
Calmar ratio Return relative to maximum drawdown	3.41	0.67	+2.75
Martin ratio Return relative to average drawdown	8.02	2.74	+5.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HURA.TO vs. USCL.TO - Sharpe Ratio Comparison

The current HURA.TO Sharpe Ratio is 2.25, which is higher than the USCL.TO Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of HURA.TO and USCL.TO, 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

	HURA.TO	USCL.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	0.45	+1.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	1.04	-0.26

Correlation

The correlation between HURA.TO and USCL.TO is 0.32, 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

HURA.TO vs. USCL.TO - Dividend Comparison

HURA.TO's dividend yield for the trailing twelve months is around 0.08%, less than USCL.TO's 13.76% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
HURA.TO Global X Uranium Index ETF	0.08%	0.09%	0.75%	1.03%	1.46%	1.26%	0.63%	0.82%
USCL.TO Global X Enhanced S&P 500 Covered Call ETF	13.76%	12.94%	11.57%	7.08%	0.00%	0.00%	0.00%	0.00%

Drawdowns

HURA.TO vs. USCL.TO - Drawdown Comparison

The maximum HURA.TO drawdown since its inception was -43.51%, which is greater than USCL.TO's maximum drawdown of -21.85%. Use the drawdown chart below to compare losses from any high point for HURA.TO and USCL.TO.

Drawdown Indicators

	HURA.TO	USCL.TO	Difference
Max Drawdown Largest peak-to-trough decline	-43.51%	-21.85%	-21.66%
Max Drawdown (1Y) Largest decline over 1 year	-30.61%	-14.94%	-15.67%
Max Drawdown (5Y) Largest decline over 5 years	-42.97%	—	—
Current Drawdown Current decline from peak	-22.39%	-8.56%	-13.83%
Average Drawdown Average peak-to-trough decline	-14.35%	-2.66%	-11.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.03%	3.63%	+9.40%

Volatility

HURA.TO vs. USCL.TO - Volatility Comparison

Global X Uranium Index ETF (HURA.TO) has a higher volatility of 13.09% compared to Global X Enhanced S&P 500 Covered Call ETF (USCL.TO) at 5.13%. This indicates that HURA.TO's price experiences larger fluctuations and is considered to be riskier than USCL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HURA.TO	USCL.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.09%	5.13%	+7.96%
Volatility (6M) Calculated over the trailing 6-month period	37.50%	9.48%	+28.02%
Volatility (1Y) Calculated over the trailing 1-year period	47.83%	20.04%	+27.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.88%	15.62%	+24.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.67%	15.62%	+23.05%