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

Performance

NLR vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Uranium and Nuclear ETF (NLR) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NLR achieves a 6.14% return, which is significantly higher than IBID's 2.46% return.


NLR

1D
-4.59%
1M
-8.11%
YTD
6.14%
6M
1.51%
1Y
36.84%
3Y*
35.11%
5Y*
21.94%
10Y*
13.66%

IBID

1D
0.08%
1M
0.49%
YTD
2.46%
6M
2.57%
1Y
4.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NLR vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
NLR
VanEck Uranium and Nuclear ETF
6.14%56.50%14.26%6.08%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
2.46%5.66%4.71%2.61%

Correlation

The correlation between NLR and IBID is -0.19, 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

-0.19

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

0.00

The correlation between NLR and IBID shifts across timeframes, from -0.19 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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. IBID — Risk / Return Rank

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

NLR
NLR Risk / Return Rank: 2525
Overall Rank
NLR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
NLR Sortino Ratio Rank: 2626
Sortino Ratio Rank
NLR Omega Ratio Rank: 2424
Omega Ratio Rank
NLR Calmar Ratio Rank: 2929
Calmar Ratio Rank
NLR Martin Ratio Rank: 2222
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9797
Overall Rank
IBID Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBID Omega Ratio Rank: 9797
Omega Ratio Rank
IBID Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBID Martin Ratio Rank: 9696
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. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Uranium and Nuclear ETF (NLR) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.


NLRIBIDDifference
Sharpe ratioReturn per unit of total volatility

-3.03

Sortino ratioReturn per unit of downside risk

-5.32

Omega ratioGain probability vs. loss probability

1.17

1.94

-0.77

Calmar ratioReturn relative to maximum drawdown

1.43

13.33

-11.89

Martin ratioReturn relative to average drawdown

2.93

39.52

-36.59

NLR vs. IBID - Sharpe Ratio Comparison

The current NLR Sharpe Ratio is 0.88, which is lower than the IBID Sharpe Ratio of 3.91. The chart below compares the historical Sharpe Ratios of NLR and IBID, 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...

Sharpe Ratios by Period


NLRIBIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

3.91

-3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

2.56

-2.38

Drawdowns

NLR vs. IBID - Drawdown Comparison

The maximum NLR drawdown since its inception was -65.05%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for NLR and IBID.


Loading charts...

Drawdown Indicators


NLRIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-65.05%

-1.28%

-63.77%

Max Drawdown (1Y)

Largest decline over 1 year

-25.80%

-0.36%

-25.44%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

Current Drawdown

Current decline from peak

-19.80%

0.00%

-19.80%

Average Drawdown

Average peak-to-trough decline

-35.72%

-0.22%

-35.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.61%

0.12%

+12.49%

Volatility

NLR vs. IBID - Volatility Comparison

VanEck Uranium and Nuclear ETF (NLR) has a higher volatility of 13.18% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.32%. This indicates that NLR's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NLRIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.18%

0.32%

+12.86%

Volatility (6M)

Calculated over the trailing 6-month period

32.83%

0.80%

+32.03%

Volatility (1Y)

Calculated over the trailing 1-year period

42.32%

1.25%

+41.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.24%

2.25%

+26.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.02%

2.25%

+21.77%

NLR vs. IBID - Expense Ratio Comparison

NLR has a 0.56% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

NLR vs. IBID - Dividend Comparison

NLR's dividend yield for the trailing twelve months is around 2.40%, less than IBID's 3.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.66%4.43%4.24%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NLR
VanEck Uranium and Nuclear ETF
2.40%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 IBID have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NLR has higher volatility (13.18%) compared to IBID (0.32%). In terms of maximum drawdown, NLR dropped -65.05% vs IBID's -1.28%.

On 1-year performance, NLR leads with 36.84% vs 4.83% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, NLR has performed better with a 36.84% return vs 4.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBID is cheaper with a 0.10% expense ratio, compared with 0.56% for NLR.

IBID has the higher dividend yield at 3.66%, compared with 2.40% for NLR.

NLR is categorized as Alternative Energy Equities, while IBID is Inflation-Protected Bonds. NLR tracks MVIS Global Uranium & Nuclear Energy Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.56% for NLR and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.91 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NLR and IBID

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