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NCLR.L vs. 36BA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NCLR.L vs. 36BA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) and L&G Battery Value-Chain UCITS ETF (36BA.DE). The values are adjusted to include any dividend payments, if applicable.

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NCLR.L vs. 36BA.DE - Yearly Performance Comparison


Different Trading Currencies

NCLR.L is traded in GBp, while 36BA.DE is traded in EUR. To make them comparable, the 36BA.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, NCLR.L achieves a 21.09% return, which is significantly higher than 36BA.DE's -0.84% return.


NCLR.L

1D
7.18%
1M
-9.87%
YTD
21.09%
6M
17.22%
1Y
159.68%
3Y*
5Y*
10Y*

36BA.DE

1D
0.66%
1M
-0.98%
YTD
-0.84%
6M
-0.25%
1Y
6.98%
3Y*
2.44%
5Y*
-0.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NCLR.L vs. 36BA.DE - Expense Ratio Comparison

NCLR.L has a 0.45% expense ratio, which is lower than 36BA.DE's 0.49% expense ratio.


Return for Risk

NCLR.L vs. 36BA.DE — Risk / Return Rank

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

NCLR.L
NCLR.L Risk / Return Rank: 9696
Overall Rank
NCLR.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NCLR.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
NCLR.L Omega Ratio Rank: 9494
Omega Ratio Rank
NCLR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
NCLR.L Martin Ratio Rank: 9494
Martin Ratio Rank

36BA.DE
36BA.DE Risk / Return Rank: 2121
Overall Rank
36BA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
36BA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
36BA.DE Omega Ratio Rank: 1919
Omega Ratio Rank
36BA.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
36BA.DE Martin Ratio Rank: 2424
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.

NCLR.L vs. 36BA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) and L&G Battery Value-Chain UCITS ETF (36BA.DE). 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.


NCLR.L36BA.DEDifference

Sharpe ratio

Return per unit of total volatility

3.32

0.95

+2.37

Sortino ratio

Return per unit of downside risk

3.61

1.45

+2.17

Omega ratio

Gain probability vs. loss probability

1.46

1.18

+0.27

Calmar ratio

Return relative to maximum drawdown

5.71

1.80

+3.91

Martin ratio

Return relative to average drawdown

15.89

4.77

+11.11

NCLR.L vs. 36BA.DE - Sharpe Ratio Comparison

The current NCLR.L Sharpe Ratio is 3.32, which is higher than the 36BA.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of NCLR.L and 36BA.DE, 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


NCLR.L36BA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.32

0.95

+2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

3.01

-0.11

+3.12

Correlation

The correlation between NCLR.L and 36BA.DE is 0.09, 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

NCLR.L vs. 36BA.DE - Dividend Comparison

NCLR.L has not paid dividends to shareholders, while 36BA.DE's dividend yield for the trailing twelve months is around 4.79%.


TTM202520242023202220212020
NCLR.L
WisdomTree Uranium and Nuclear Energy UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
36BA.DE
L&G Battery Value-Chain UCITS ETF
4.79%4.73%4.75%4.15%2.94%1.76%0.87%

Drawdowns

NCLR.L vs. 36BA.DE - Drawdown Comparison

The maximum NCLR.L drawdown since its inception was -28.14%, which is greater than 36BA.DE's maximum drawdown of -26.70%. Use the drawdown chart below to compare losses from any high point for NCLR.L and 36BA.DE.


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Drawdown Indicators


NCLR.L36BA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.14%

-23.68%

-4.46%

Max Drawdown (1Y)

Largest decline over 1 year

-28.14%

-4.12%

-24.02%

Max Drawdown (5Y)

Largest decline over 5 years

-23.18%

Current Drawdown

Current decline from peak

-13.78%

-11.24%

-2.54%

Average Drawdown

Average peak-to-trough decline

-7.47%

-11.36%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.11%

1.11%

+9.00%

Volatility

NCLR.L vs. 36BA.DE - Volatility Comparison

WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) has a higher volatility of 15.78% compared to L&G Battery Value-Chain UCITS ETF (36BA.DE) at 2.21%. This indicates that NCLR.L's price experiences larger fluctuations and is considered to be riskier than 36BA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NCLR.L36BA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.78%

2.21%

+13.57%

Volatility (6M)

Calculated over the trailing 6-month period

37.25%

4.25%

+33.00%

Volatility (1Y)

Calculated over the trailing 1-year period

47.79%

7.29%

+40.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.30%

8.62%

+38.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.30%

8.67%

+38.63%