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

Performance

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

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NCLR.L vs. NUKL.DE - Yearly Performance Comparison


Different Trading Currencies

NCLR.L is traded in GBp, while NUKL.DE is traded in EUR. To make them comparable, the NUKL.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 12.98% return, which is significantly higher than NUKL.DE's 3.70% return.


NCLR.L

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

NUKL.DE

1D
0.07%
1M
-13.59%
YTD
3.70%
6M
-1.61%
1Y
101.04%
3Y*
42.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NCLR.L vs. NUKL.DE - Expense Ratio Comparison

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


Return for Risk

NCLR.L vs. NUKL.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: 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

NUKL.DE
NUKL.DE Risk / Return Rank: 8989
Overall Rank
NUKL.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NUKL.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
NUKL.DE Omega Ratio Rank: 8585
Omega Ratio Rank
NUKL.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
NUKL.DE Martin Ratio Rank: 8181
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. NUKL.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 VanEck Uranium and Nuclear Technologies UCITS ETF A (NUKL.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.LNUKL.DEDifference

Sharpe ratio

Return per unit of total volatility

3.08

2.36

+0.72

Sortino ratio

Return per unit of downside risk

3.43

2.91

+0.53

Omega ratio

Gain probability vs. loss probability

1.43

1.36

+0.08

Calmar ratio

Return relative to maximum drawdown

5.06

3.71

+1.34

Martin ratio

Return relative to average drawdown

14.03

9.78

+4.25

NCLR.L vs. NUKL.DE - Sharpe Ratio Comparison

The current NCLR.L Sharpe Ratio is 3.08, which is higher than the NUKL.DE Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of NCLR.L and NUKL.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.LNUKL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.08

2.36

+0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

2.73

1.08

+1.65

Correlation

The correlation between NCLR.L and NUKL.DE is 0.90, 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. NUKL.DE - Dividend Comparison

Neither NCLR.L nor NUKL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NCLR.L vs. NUKL.DE - Drawdown Comparison

The maximum NCLR.L drawdown since its inception was -28.14%, smaller than the maximum NUKL.DE drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for NCLR.L and NUKL.DE.


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Drawdown Indicators


NCLR.LNUKL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.14%

-37.52%

+9.38%

Max Drawdown (1Y)

Largest decline over 1 year

-28.14%

-27.12%

-1.02%

Current Drawdown

Current decline from peak

-19.55%

-19.33%

-0.22%

Average Drawdown

Average peak-to-trough decline

-7.45%

-7.53%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.14%

10.25%

-0.11%

Volatility

NCLR.L vs. NUKL.DE - Volatility Comparison

WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) has a higher volatility of 15.80% compared to VanEck Uranium and Nuclear Technologies UCITS ETF A (NUKL.DE) at 12.49%. This indicates that NCLR.L's price experiences larger fluctuations and is considered to be riskier than NUKL.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.LNUKL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.80%

12.49%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

36.63%

32.24%

+4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

47.43%

42.69%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.92%

33.51%

+13.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.92%

33.51%

+13.41%