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

Performance

NCLR.L vs. IUES.L - 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 S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NCLR.L is traded in GBp, while IUES.L is traded in USD. To make them comparable, the IUES.L 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 15.95% return, which is significantly lower than IUES.L's 31.41% return.


NCLR.L

1D
-5.16%
1M
-8.97%
YTD
15.95%
6M
17.05%
1Y
77.28%
3Y*
5Y*
10Y*

IUES.L

1D
0.00%
1M
0.15%
YTD
31.41%
6M
28.75%
1Y
48.19%
3Y*
14.03%
5Y*
21.71%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NCLR.L vs. IUES.L - Yearly Performance Comparison


Correlation

The correlation between NCLR.L and IUES.L is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2025

-0.02

The correlation between NCLR.L and IUES.L shifts across timeframes, from -0.13 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NCLR.L vs. IUES.L — 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: 4646
Overall Rank
NCLR.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
NCLR.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
NCLR.L Omega Ratio Rank: 4242
Omega Ratio Rank
NCLR.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
NCLR.L Martin Ratio Rank: 4242
Martin Ratio Rank

IUES.L
IUES.L Risk / Return Rank: 6060
Overall Rank
IUES.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IUES.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
IUES.L Omega Ratio Rank: 5959
Omega Ratio Rank
IUES.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IUES.L Martin Ratio Rank: 5757
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. IUES.L - 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 S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). 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.LIUES.LDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.27

1.36

-0.08

Calmar ratioReturn relative to maximum drawdown

2.73

2.89

-0.16

Martin ratioReturn relative to average drawdown

6.80

8.95

-2.14

NCLR.L vs. IUES.L - Sharpe Ratio Comparison

The current NCLR.L Sharpe Ratio is 1.64, which is comparable to the IUES.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of NCLR.L and IUES.L, 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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Sharpe Ratios by Period


NCLR.LIUES.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.08

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

2.29

0.36

+1.93

Drawdowns

NCLR.L vs. IUES.L - Drawdown Comparison

The maximum NCLR.L drawdown since its inception was -28.14%, smaller than the maximum IUES.L drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for NCLR.L and IUES.L.


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Drawdown Indicators


NCLR.LIUES.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.14%

-62.40%

+34.26%

Max Drawdown (1Y)

Largest decline over 1 year

-28.14%

-16.59%

-11.55%

Max Drawdown (3Y)

Largest decline over 3 years

-23.92%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

Max Drawdown (10Y)

Largest decline over 10 years

-62.40%

Current Drawdown

Current decline from peak

-17.44%

-8.77%

-8.67%

Average Drawdown

Average peak-to-trough decline

-8.08%

-16.00%

+7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.32%

5.37%

+5.95%

Volatility

NCLR.L vs. IUES.L - Volatility Comparison

WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) has a higher volatility of 13.97% compared to iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) at 8.73%. This indicates that NCLR.L's price experiences larger fluctuations and is considered to be riskier than IUES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NCLR.LIUES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.97%

8.73%

+5.24%

Volatility (6M)

Calculated over the trailing 6-month period

34.18%

19.54%

+14.64%

Volatility (1Y)

Calculated over the trailing 1-year period

47.09%

23.12%

+23.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.30%

26.63%

+20.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.30%

28.23%

+19.07%

NCLR.L vs. IUES.L - Expense Ratio Comparison

NCLR.L has a 0.45% expense ratio, which is higher than IUES.L's 0.15% expense ratio.


Dividends

NCLR.L vs. IUES.L - Dividend Comparison

Neither NCLR.L nor IUES.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NCLR.L and IUES.L have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUES.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUES.L is cheaper with a 0.15% expense ratio, compared with 0.45% for NCLR.L.

NCLR.L is categorized as Alternative Energy Equities, while IUES.L is Energy Equities. NCLR.L tracks WisdomTree Uranium and Nuclear Energy UCITS Index, while IUES.L tracks MSCI World/Energy NR USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.45% for NCLR.L and 0.15% for IUES.L.

Portfolio Optimizer

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