PortfoliosLab logoPortfoliosLab logo
NCLR.L vs. FAN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NCLR.L vs. FAN - 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 First Trust Global Wind Energy ETF (FAN). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NCLR.L vs. FAN - Yearly Performance Comparison


Different Trading Currencies

NCLR.L is traded in GBp, while FAN is traded in USD. To make them comparable, the FAN 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 lower than FAN's 22.95% return.


NCLR.L

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

FAN

1D
-0.15%
1M
2.08%
YTD
22.95%
6M
28.80%
1Y
62.62%
3Y*
10.45%
5Y*
4.18%
10Y*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NCLR.L vs. FAN - Expense Ratio Comparison

NCLR.L has a 0.45% expense ratio, which is lower than FAN's 0.62% expense ratio.


Return for Risk

NCLR.L vs. FAN — 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

FAN
FAN Risk / Return Rank: 9797
Overall Rank
FAN Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FAN Sortino Ratio Rank: 9797
Sortino Ratio Rank
FAN Omega Ratio Rank: 9797
Omega Ratio Rank
FAN Calmar Ratio Rank: 9898
Calmar Ratio Rank
FAN Martin Ratio Rank: 9898
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. FAN - 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 First Trust Global Wind Energy ETF (FAN). 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.LFANDifference

Sharpe ratio

Return per unit of total volatility

3.32

3.21

+0.11

Sortino ratio

Return per unit of downside risk

3.61

4.01

-0.39

Omega ratio

Gain probability vs. loss probability

1.46

1.57

-0.11

Calmar ratio

Return relative to maximum drawdown

5.71

7.23

-1.52

Martin ratio

Return relative to average drawdown

15.89

21.86

-5.98

NCLR.L vs. FAN - Sharpe Ratio Comparison

The current NCLR.L Sharpe Ratio is 3.32, which is comparable to the FAN Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of NCLR.L and FAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NCLR.LFANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.32

3.21

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

3.01

0.14

+2.87

Correlation

The correlation between NCLR.L and FAN is 0.28, 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. FAN - Dividend Comparison

NCLR.L has not paid dividends to shareholders, while FAN's dividend yield for the trailing twelve months is around 1.03%.


TTM20252024202320222021202020192018201720162015
NCLR.L
WisdomTree Uranium and Nuclear Energy UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAN
First Trust Global Wind Energy ETF
1.03%1.35%1.52%1.71%1.50%1.79%0.84%2.42%2.67%2.59%6.04%2.35%

Drawdowns

NCLR.L vs. FAN - Drawdown Comparison

The maximum NCLR.L drawdown since its inception was -28.14%, smaller than the maximum FAN drawdown of -74.05%. Use the drawdown chart below to compare losses from any high point for NCLR.L and FAN.


Loading graphics...

Drawdown Indicators


NCLR.LFANDifference

Max Drawdown

Largest peak-to-trough decline

-28.14%

-79.84%

+51.70%

Max Drawdown (1Y)

Largest decline over 1 year

-28.14%

-10.66%

-17.48%

Max Drawdown (5Y)

Largest decline over 5 years

-39.47%

Max Drawdown (10Y)

Largest decline over 10 years

-46.29%

Current Drawdown

Current decline from peak

-13.78%

0.00%

-13.78%

Average Drawdown

Average peak-to-trough decline

-7.47%

-45.44%

+37.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.11%

2.79%

+7.32%

Volatility

NCLR.L vs. FAN - Volatility Comparison

WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) has a higher volatility of 15.78% compared to First Trust Global Wind Energy ETF (FAN) at 6.41%. This indicates that NCLR.L's price experiences larger fluctuations and is considered to be riskier than FAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NCLR.LFANDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.78%

6.41%

+9.37%

Volatility (6M)

Calculated over the trailing 6-month period

37.25%

13.67%

+23.58%

Volatility (1Y)

Calculated over the trailing 1-year period

47.79%

19.62%

+28.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.30%

18.86%

+28.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.30%

19.57%

+27.73%