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IH2O.L vs. SRUUF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IH2O.L vs. SRUUF - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Water UCITS ETF (IH2O.L) and Sprott Physical Uranium Trust Fund (SRUUF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IH2O.L is traded in GBp, while SRUUF is traded in USD. To make them comparable, the SRUUF values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IH2O.L achieves a -1.27% return, which is significantly higher than SRUUF's -4.28% return.


IH2O.L

1D
1.15%
1M
-0.91%
YTD
-1.27%
6M
-1.32%
1Y
4.55%
3Y*
5.78%
5Y*
5.22%
10Y*
10.09%

SRUUF

1D
-0.40%
1M
-6.57%
YTD
-4.28%
6M
3.03%
1Y
10.81%
3Y*
9.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IH2O.L vs. SRUUF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IH2O.L
iShares Global Water UCITS ETF
-1.27%9.75%6.03%7.33%-11.32%12.74%
SRUUF
Sprott Physical Uranium Trust Fund
-4.28%4.64%-17.48%72.99%20.44%19.24%

Correlation

The correlation between IH2O.L and SRUUF is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 22, 2021

0.12

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Return for Risk

IH2O.L vs. SRUUF — Risk / Return Rank

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

IH2O.L
IH2O.L Risk / Return Rank: 1414
Overall Rank
IH2O.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IH2O.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
IH2O.L Omega Ratio Rank: 1414
Omega Ratio Rank
IH2O.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
IH2O.L Martin Ratio Rank: 1515
Martin Ratio Rank

SRUUF
SRUUF Risk / Return Rank: 66
Overall Rank
SRUUF Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SRUUF Sortino Ratio Rank: 77
Sortino Ratio Rank
SRUUF Omega Ratio Rank: 77
Omega Ratio Rank
SRUUF Calmar Ratio Rank: 66
Calmar Ratio Rank
SRUUF Martin Ratio Rank: 66
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.

IH2O.L vs. SRUUF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Water UCITS ETF (IH2O.L) and Sprott Physical Uranium Trust Fund (SRUUF). 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.


IH2O.LSRUUFDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.06

1.08

-0.01

Calmar ratioReturn relative to maximum drawdown

0.38

0.49

-0.11

Martin ratioReturn relative to average drawdown

0.97

0.99

-0.01

IH2O.L vs. SRUUF - Sharpe Ratio Comparison

The current IH2O.L Sharpe Ratio is 0.33, which is comparable to the SRUUF Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of IH2O.L and SRUUF, 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

IH2O.L vs. SRUUF - Drawdown Comparison

The maximum IH2O.L drawdown since its inception was -67.32%, which is greater than SRUUF's maximum drawdown of -49.06%. Use the drawdown chart below to compare losses from any high point for IH2O.L and SRUUF.


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Drawdown Indicators


IH2O.LSRUUFDifference

Max Drawdown

Largest peak-to-trough decline

-67.32%

-49.06%

-18.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.50%

-20.89%

+10.39%

Max Drawdown (3Y)

Largest decline over 3 years

-13.96%

-49.06%

+35.10%

Max Drawdown (5Y)

Largest decline over 5 years

-23.19%

Max Drawdown (10Y)

Largest decline over 10 years

-27.16%

Current Drawdown

Current decline from peak

-8.77%

-30.29%

+21.52%

Average Drawdown

Average peak-to-trough decline

-20.55%

-21.34%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

10.42%

-6.27%

Volatility

IH2O.L vs. SRUUF - Volatility Comparison

The current volatility for iShares Global Water UCITS ETF (IH2O.L) is 3.90%, while Sprott Physical Uranium Trust Fund (SRUUF) has a volatility of 6.26%. This indicates that IH2O.L experiences smaller price fluctuations and is considered to be less risky than SRUUF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IH2O.LSRUUFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

6.26%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

23.93%

-13.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.36%

33.75%

-21.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.99%

40.64%

-26.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.93%

40.64%

-25.71%

IH2O.L vs. SRUUF - Expense Ratio Comparison

IH2O.L has a 0.65% expense ratio, which is lower than SRUUF's 0.70% expense ratio.


Dividends

IH2O.L vs. SRUUF - Dividend Comparison

IH2O.L's dividend yield for the trailing twelve months is around 1.43%, while SRUUF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IH2O.L
iShares Global Water UCITS ETF
1.43%1.35%1.05%1.21%1.11%1.67%1.00%1.43%1.77%1.52%1.62%1.61%
SRUUF
Sprott Physical Uranium Trust Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IH2O.L and SRUUF have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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