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I500.DE vs. NLR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

I500.DE vs. NLR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) and VanEck Uranium and Nuclear ETF (NLR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

I500.DE is traded in EUR, while NLR is traded in USD. To make them comparable, the NLR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, I500.DE achieves a 11.45% return, which is significantly higher than NLR's -0.30% return.


I500.DE

1D
-0.12%
1M
2.96%
YTD
11.45%
6M
12.73%
1Y
26.34%
3Y*
19.08%
5Y*
15.00%
10Y*

NLR

1D
0.92%
1M
-9.46%
YTD
-0.30%
6M
-2.27%
1Y
18.93%
3Y*
26.90%
5Y*
20.88%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

I500.DE vs. NLR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)
11.45%4.94%32.50%22.82%-14.07%41.05%6.32%
NLR
VanEck Uranium and Nuclear ETF
-0.30%37.93%21.80%32.57%8.62%22.12%8.57%

Correlation

The correlation between I500.DE and NLR is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2020

0.31

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Return for Risk

I500.DE vs. NLR — Risk / Return Rank

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

I500.DE
I500.DE Risk / Return Rank: 6969
Overall Rank
I500.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
I500.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
I500.DE Omega Ratio Rank: 7070
Omega Ratio Rank
I500.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
I500.DE Martin Ratio Rank: 7070
Martin Ratio Rank

NLR
NLR Risk / Return Rank: 1818
Overall Rank
NLR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
NLR Sortino Ratio Rank: 1919
Sortino Ratio Rank
NLR Omega Ratio Rank: 1818
Omega Ratio Rank
NLR Calmar Ratio Rank: 1818
Calmar Ratio Rank
NLR Martin Ratio Rank: 1717
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.

I500.DE vs. NLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) and VanEck Uranium and Nuclear ETF (NLR). 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.


I500.DENLRDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.41

1.11

+0.31

Calmar ratioReturn relative to maximum drawdown

3.60

0.70

+2.91

Martin ratioReturn relative to average drawdown

12.82

1.53

+11.30

I500.DE vs. NLR - Sharpe Ratio Comparison

The current I500.DE Sharpe Ratio is 2.20, which is higher than the NLR Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of I500.DE and NLR, 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

I500.DE vs. NLR - Drawdown Comparison

The maximum I500.DE drawdown since its inception was -23.24%, smaller than the maximum NLR drawdown of -59.22%. Use the drawdown chart below to compare losses from any high point for I500.DE and NLR.


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Drawdown Indicators


I500.DENLRDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-59.22%

+35.98%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-27.16%

+20.04%

Max Drawdown (3Y)

Largest decline over 3 years

-23.24%

-33.91%

+10.67%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-33.91%

+10.67%

Max Drawdown (10Y)

Largest decline over 10 years

-33.91%

Current Drawdown

Current decline from peak

-0.46%

-23.33%

+22.87%

Average Drawdown

Average peak-to-trough decline

-4.06%

-26.66%

+22.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

12.44%

-10.43%

Volatility

I500.DE vs. NLR - Volatility Comparison

The current volatility for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) is 2.65%, while VanEck Uranium and Nuclear ETF (NLR) has a volatility of 12.86%. This indicates that I500.DE experiences smaller price fluctuations and is considered to be less risky than NLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


I500.DENLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

12.86%

-10.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

32.58%

-24.98%

Volatility (1Y)

Calculated over the trailing 1-year period

11.65%

42.11%

-30.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

28.66%

-13.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

24.00%

-8.87%

I500.DE vs. NLR - Expense Ratio Comparison

I500.DE has a 0.07% expense ratio, which is lower than NLR's 0.56% expense ratio.


Dividends

I500.DE vs. NLR - Dividend Comparison

I500.DE has not paid dividends to shareholders, while NLR's dividend yield for the trailing twelve months is around 2.60%.


PositionTTM20252024202320222021202020192018201720162015
I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NLR
VanEck Uranium and Nuclear ETF
2.60%2.55%0.76%4.54%2.02%1.99%2.23%2.21%3.91%4.86%3.62%3.30%

Frequently Asked Questions


I500.DE and NLR have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

I500.DE is cheaper with a 0.07% expense ratio, compared with 0.56% for NLR.

I500.DE is categorized as S&P 500, while NLR is Alternative Energy Equities. I500.DE tracks S&P 500 Index, while NLR tracks MVIS Global Uranium & Nuclear Energy Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.07% for I500.DE and 0.56% for NLR.

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