PortfoliosLab logoPortfoliosLab logo
NLR vs. CEMS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NLR vs. CEMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Uranium and Nuclear ETF (NLR) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

NLR is traded in USD, while CEMS.DE is traded in EUR. To make them comparable, the CEMS.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NLR achieves a -1.81% return, which is significantly lower than CEMS.DE's 12.61% return. Over the past 10 years, NLR has outperformed CEMS.DE with an annualized return of 12.80%, while CEMS.DE has yielded a comparatively lower 11.96% annualized return.


NLR

1D
0.84%
1M
-10.59%
YTD
-1.81%
6M
-3.70%
1Y
18.72%
3Y*
29.88%
5Y*
19.78%
10Y*
12.80%

CEMS.DE

1D
2.38%
1M
2.12%
YTD
12.61%
6M
15.40%
1Y
32.63%
3Y*
24.00%
5Y*
13.35%
10Y*
11.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NLR vs. CEMS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NLR
VanEck Uranium and Nuclear ETF
-1.81%56.50%14.26%36.67%2.29%13.63%3.49%0.20%4.94%8.25%
CEMS.DE
iShares Edge MSCI Europe Value Factor UCITS ETF
12.61%53.53%3.64%17.48%-9.77%16.65%0.08%20.74%-18.09%25.70%

Correlation

The correlation between NLR and CEMS.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.39

Compare stocks, funds, or ETFs

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


Return for Risk

NLR vs. CEMS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NLR
NLR Risk / Return Rank: 1818
Overall Rank
NLR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
NLR Sortino Ratio Rank: 1919
Sortino Ratio Rank
NLR Omega Ratio Rank: 1818
Omega Ratio Rank
NLR Calmar Ratio Rank: 1818
Calmar Ratio Rank
NLR Martin Ratio Rank: 1717
Martin Ratio Rank

CEMS.DE
CEMS.DE Risk / Return Rank: 7878
Overall Rank
CEMS.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CEMS.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
CEMS.DE Omega Ratio Rank: 8080
Omega Ratio Rank
CEMS.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
CEMS.DE Martin Ratio Rank: 7373
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.

NLR vs. CEMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Uranium and Nuclear ETF (NLR) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NLRCEMS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.10

1.36

-0.25

Calmar ratioReturn relative to maximum drawdown

0.63

2.74

-2.11

Martin ratioReturn relative to average drawdown

1.41

9.80

-8.39

NLR vs. CEMS.DE - Sharpe Ratio Comparison

The current NLR Sharpe Ratio is 0.44, which is lower than the CEMS.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of NLR and CEMS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NLR vs. CEMS.DE - Drawdown Comparison

The maximum NLR drawdown since its inception was -65.05%, which is greater than CEMS.DE's maximum drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for NLR and CEMS.DE.


Loading charts...

Drawdown Indicators


NLRCEMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.05%

-46.41%

-18.64%

Max Drawdown (1Y)

Largest decline over 1 year

-29.72%

-11.84%

-17.88%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

-17.52%

-12.96%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

-31.19%

+0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

-46.41%

+12.06%

Current Drawdown

Current decline from peak

-25.81%

-1.31%

-24.50%

Average Drawdown

Average peak-to-trough decline

-35.70%

-9.92%

-25.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.33%

3.32%

+10.01%

Volatility

NLR vs. CEMS.DE - Volatility Comparison

VanEck Uranium and Nuclear ETF (NLR) has a higher volatility of 13.73% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) at 5.54%. This indicates that NLR's price experiences larger fluctuations and is considered to be riskier than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NLRCEMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.73%

5.54%

+8.19%

Volatility (6M)

Calculated over the trailing 6-month period

33.75%

13.14%

+20.61%

Volatility (1Y)

Calculated over the trailing 1-year period

42.85%

16.07%

+26.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.56%

18.48%

+11.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.22%

19.58%

+4.64%

NLR vs. CEMS.DE - Expense Ratio Comparison

NLR has a 0.56% expense ratio, which is higher than CEMS.DE's 0.25% expense ratio.


Dividends

NLR vs. CEMS.DE - Dividend Comparison

NLR's dividend yield for the trailing twelve months is around 2.60%, while CEMS.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CEMS.DE
iShares Edge MSCI Europe Value Factor 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%
NLR
VanEck Uranium and Nuclear ETF
2.60%2.55%0.76%4.54%2.02%1.99%2.23%2.21%3.91%4.86%3.62%3.30%

Frequently Asked Questions


NLR and CEMS.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEMS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEMS.DE is cheaper with a 0.25% expense ratio, compared with 0.56% for NLR.

NLR is categorized as Alternative Energy Equities, while CEMS.DE is Europe Equities. NLR tracks MVIS Global Uranium & Nuclear Energy Index, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.56% for NLR and 0.25% for CEMS.DE.

Portfolio Optimizer

Find the right allocation for NLR and CEMS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer