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HYGN.L vs. URNU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGN.L vs. URNU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Hydrogen UCITS ETF (HYGN.L) and Global X Uranium UCITS ETF USD Acc (URNU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYGN.L achieves a 38.93% return, which is significantly higher than URNU.L's -5.06% return.


HYGN.L

1D
-4.17%
1M
-25.05%
6M
14.11%
YTD
38.93%
1Y
87.84%
3Y*
-0.82%
5Y*
10Y*

URNU.L

1D
-2.10%
1M
-16.13%
6M
-22.49%
YTD
-5.06%
1Y
10.20%
3Y*
29.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGN.L vs. URNU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HYGN.L
Global X Hydrogen UCITS ETF
38.93%54.56%-33.06%-34.76%-7.54%
URNU.L
Global X Uranium UCITS ETF USD Acc
-5.06%70.50%1.19%39.91%9.76%

Correlation

The correlation between HYGN.L and URNU.L is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2022

0.50

The correlation between HYGN.L and URNU.L shifts across timeframes, from 0.50 (3 years) to 0.63 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HYGN.L vs. URNU.L — Risk / Return Rank

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

HYGN.L
HYGN.L Risk / Return Rank: 5353
Overall Rank
HYGN.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYGN.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYGN.L Omega Ratio Rank: 5050
Omega Ratio Rank
HYGN.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYGN.L Martin Ratio Rank: 4242
Martin Ratio Rank

URNU.L
URNU.L Risk / Return Rank: 1414
Overall Rank
URNU.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
URNU.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
URNU.L Omega Ratio Rank: 1414
Omega Ratio Rank
URNU.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
URNU.L Martin Ratio Rank: 1313
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.

HYGN.L vs. URNU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Hydrogen UCITS ETF (HYGN.L) and Global X Uranium UCITS ETF USD Acc (URNU.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.

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.


HYGN.LURNU.LDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.26

1.07

+0.19

Calmar ratioReturn relative to maximum drawdown

2.11

0.31

+1.80

Martin ratioReturn relative to average drawdown

5.61

0.62

+4.99

HYGN.L vs. URNU.L - Sharpe Ratio Comparison

The current HYGN.L Sharpe Ratio is 1.61, which is higher than the URNU.L Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of HYGN.L and URNU.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.


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Drawdowns

HYGN.L vs. URNU.L - Drawdown Comparison

The maximum HYGN.L drawdown since its inception was -83.04%, which is greater than URNU.L's maximum drawdown of -38.66%. Use the drawdown chart below to compare losses from any high point for HYGN.L and URNU.L.


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Drawdown Indicators


HYGN.LURNU.LDifference

Max Drawdown

Largest peak-to-trough decline

-83.04%

-38.66%

-44.38%

Max Drawdown (1Y)

Largest decline over 1 year

-43.35%

-33.08%

-10.27%

Max Drawdown (3Y)

Largest decline over 3 years

-69.01%

-38.66%

-30.35%

Current Drawdown

Current decline from peak

-48.37%

-32.58%

-15.79%

Average Drawdown

Average peak-to-trough decline

-54.99%

-11.77%

-43.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.36%

16.37%

-0.01%

Volatility

HYGN.L vs. URNU.L - Volatility Comparison

Global X Hydrogen UCITS ETF (HYGN.L) has a higher volatility of 18.27% compared to Global X Uranium UCITS ETF USD Acc (URNU.L) at 10.24%. This indicates that HYGN.L's price experiences larger fluctuations and is considered to be riskier than URNU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGN.LURNU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.27%

10.24%

+8.03%

Volatility (6M)

Calculated over the trailing 6-month period

40.74%

35.98%

+4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

56.78%

50.88%

+5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.72%

41.39%

+10.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.72%

41.39%

+10.33%

HYGN.L vs. URNU.L - Expense Ratio Comparison

HYGN.L has a 0.50% expense ratio, which is lower than URNU.L's 0.65% expense ratio.


Dividends

HYGN.L vs. URNU.L - Dividend Comparison

Neither HYGN.L nor URNU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HYGN.L and URNU.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYGN.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYGN.L is cheaper with a 0.50% expense ratio, compared with 0.65% for URNU.L.

HYGN.L is categorized as Global Equities, while URNU.L is Uranium. HYGN.L tracks Global X Hydrogen UCITS ETF, while URNU.L tracks Solactive Global Uranium & Nuclear Components Total Return v2 Index. Their fees differ too: 0.50% for HYGN.L and 0.65% for URNU.L.

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