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

Performance

NCLR.L vs. NUCG.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 VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


Different Trading Currencies

NCLR.L is traded in GBp, while NUCG.L is traded in USD. To make them comparable, the NUCG.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 21.09% return, which is significantly higher than NUCG.L's 13.10% return.


NCLR.L

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

NUCG.L

1D
5.47%
1M
-9.02%
YTD
13.10%
6M
5.37%
1Y
101.96%
3Y*
41.16%
5Y*
10Y*
*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. NUCG.L - Expense Ratio Comparison

NCLR.L has a 0.45% expense ratio, which is lower than NUCG.L's 0.55% expense ratio.


Return for Risk

NCLR.L vs. NUCG.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: 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

NUCG.L
NUCG.L Risk / Return Rank: 9292
Overall Rank
NUCG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NUCG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
NUCG.L Omega Ratio Rank: 8989
Omega Ratio Rank
NUCG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
NUCG.L Martin Ratio Rank: 8686
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. NUCG.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 VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.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.LNUCG.LDifference

Sharpe ratio

Return per unit of total volatility

3.32

2.44

+0.89

Sortino ratio

Return per unit of downside risk

3.61

3.07

+0.54

Omega ratio

Gain probability vs. loss probability

1.46

1.37

+0.08

Calmar ratio

Return relative to maximum drawdown

5.71

4.13

+1.58

Martin ratio

Return relative to average drawdown

15.89

10.04

+5.85

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

The current NCLR.L Sharpe Ratio is 3.32, which is higher than the NUCG.L Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of NCLR.L and NUCG.L, 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.LNUCG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.32

2.44

+0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

3.01

0.90

+2.12

Correlation

The correlation between NCLR.L and NUCG.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NCLR.L vs. NUCG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

NCLR.L vs. NUCG.L - Drawdown Comparison

The maximum NCLR.L drawdown since its inception was -28.14%, smaller than the maximum NUCG.L drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for NCLR.L and NUCG.L.


Loading graphics...

Drawdown Indicators


NCLR.LNUCG.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.14%

-35.36%

+7.22%

Max Drawdown (1Y)

Largest decline over 1 year

-28.14%

-26.65%

-1.49%

Current Drawdown

Current decline from peak

-13.78%

-14.63%

+0.85%

Average Drawdown

Average peak-to-trough decline

-7.47%

-8.99%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.11%

10.32%

-0.21%

Volatility

NCLR.L vs. NUCG.L - Volatility Comparison

WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) has a higher volatility of 15.78% compared to VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L) at 12.13%. This indicates that NCLR.L's price experiences larger fluctuations and is considered to be riskier than NUCG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NCLR.LNUCG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.78%

12.13%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

37.25%

31.04%

+6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

47.79%

41.65%

+6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.30%

37.59%

+9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.30%

37.59%

+9.71%