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NCLR.L vs. IBAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NCLR.L vs. IBAT - 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 iShares Energy Storage & Materials ETF (IBAT). The values are adjusted to include any dividend payments, if applicable.

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NCLR.L vs. IBAT - Yearly Performance Comparison


Different Trading Currencies

NCLR.L is traded in GBp, while IBAT is traded in USD. To make them comparable, the IBAT 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 12.98% return, which is significantly lower than IBAT's 21.19% return.


NCLR.L

1D
-0.28%
1M
-15.25%
YTD
12.98%
6M
9.38%
1Y
146.69%
3Y*
5Y*
10Y*

IBAT

1D
3.11%
1M
-3.47%
YTD
21.19%
6M
23.36%
1Y
59.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NCLR.L vs. IBAT - Expense Ratio Comparison

NCLR.L has a 0.45% expense ratio, which is lower than IBAT's 0.47% expense ratio.


Return for Risk

NCLR.L vs. IBAT — 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: 9696
Sortino Ratio Rank
NCLR.L Omega Ratio Rank: 9494
Omega Ratio Rank
NCLR.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
NCLR.L Martin Ratio Rank: 9494
Martin Ratio Rank

IBAT
IBAT Risk / Return Rank: 9494
Overall Rank
IBAT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBAT Sortino Ratio Rank: 9595
Sortino Ratio Rank
IBAT Omega Ratio Rank: 9292
Omega Ratio Rank
IBAT Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBAT Martin Ratio Rank: 9191
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. IBAT - 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 iShares Energy Storage & Materials ETF (IBAT). 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.LIBATDifference

Sharpe ratio

Return per unit of total volatility

3.08

2.42

+0.66

Sortino ratio

Return per unit of downside risk

3.43

3.03

+0.40

Omega ratio

Gain probability vs. loss probability

1.43

1.40

+0.03

Calmar ratio

Return relative to maximum drawdown

5.06

4.03

+1.03

Martin ratio

Return relative to average drawdown

14.03

10.15

+3.88

NCLR.L vs. IBAT - Sharpe Ratio Comparison

The current NCLR.L Sharpe Ratio is 3.08, which is comparable to the IBAT Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of NCLR.L and IBAT, 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.LIBATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.08

2.42

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

2.73

0.66

+2.07

Correlation

The correlation between NCLR.L and IBAT is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NCLR.L vs. IBAT - Dividend Comparison

NCLR.L has not paid dividends to shareholders, while IBAT's dividend yield for the trailing twelve months is around 0.97%.


Drawdowns

NCLR.L vs. IBAT - Drawdown Comparison

The maximum NCLR.L drawdown since its inception was -28.14%, roughly equal to the maximum IBAT drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for NCLR.L and IBAT.


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Drawdown Indicators


NCLR.LIBATDifference

Max Drawdown

Largest peak-to-trough decline

-28.14%

-28.26%

+0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-28.14%

-13.12%

-15.02%

Current Drawdown

Current decline from peak

-19.55%

-7.49%

-12.06%

Average Drawdown

Average peak-to-trough decline

-7.45%

-8.28%

+0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.14%

4.90%

+5.24%

Volatility

NCLR.L vs. IBAT - Volatility Comparison

WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) has a higher volatility of 15.80% compared to iShares Energy Storage & Materials ETF (IBAT) at 9.88%. This indicates that NCLR.L's price experiences larger fluctuations and is considered to be riskier than IBAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NCLR.LIBATDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.80%

9.88%

+5.92%

Volatility (6M)

Calculated over the trailing 6-month period

36.63%

19.29%

+17.34%

Volatility (1Y)

Calculated over the trailing 1-year period

47.43%

24.72%

+22.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.92%

21.42%

+25.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.92%

21.42%

+25.50%