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NUCG.L vs. DAGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUCG.L vs. DAGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L) and VanEck Digital Assets Equity UCITS ETF A USD Acc (DAGB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NUCG.L is traded in USD, while DAGB.L is traded in GBP. To make them comparable, the DAGB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NUCG.L achieves a 13.00% return, which is significantly lower than DAGB.L's 28.83% return.


NUCG.L

1D
1.33%
1M
-5.19%
YTD
13.00%
6M
3.75%
1Y
52.97%
3Y*
42.28%
5Y*
10Y*

DAGB.L

1D
-3.05%
1M
5.63%
YTD
28.83%
6M
10.27%
1Y
50.18%
3Y*
56.68%
5Y*
-2.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
13.00%56.08%31.87%19.75%
DAGB.L
VanEck Digital Assets Equity UCITS ETF A USD Acc
28.83%10.53%28.99%186.80%

Correlation

The correlation between NUCG.L and DAGB.L is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.43

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2023

0.42

The correlation between NUCG.L and DAGB.L shifts across timeframes, from 0.42 (all time) to 0.59 (1 year), reflecting how their relationship changes across market environments.

NUCG.L vs. DAGB.L - Sectors Allocation Comparison


Sectors
NUCG.L
DAGB.L

Energy

48.0%

-

Industrials

41.2%

-

Utilities

9.8%

-

Technology

0.9%
34.7%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

2.9%

Consumer Defensive

-

-

Financial Services

-

62.4%

Healthcare

-

-

Real Estate

-

-

Energy

NUCG.L
48.0%
DAGB.L

-

Industrials

NUCG.L
41.2%
DAGB.L

-

Utilities

NUCG.L
9.8%
DAGB.L

-

Technology

NUCG.L
0.9%
DAGB.L
34.7%

Basic Materials

NUCG.L

-

DAGB.L

-

Communication Services

NUCG.L

-

DAGB.L

-

Consumer Cyclical

NUCG.L

-

DAGB.L
2.9%

Consumer Defensive

NUCG.L

-

DAGB.L

-

Financial Services

NUCG.L

-

DAGB.L
62.4%

Healthcare

NUCG.L

-

DAGB.L

-

Real Estate

NUCG.L

-

DAGB.L

-

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Return for Risk

NUCG.L vs. DAGB.L — Risk / Return Rank

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

NUCG.L
NUCG.L Risk / Return Rank: 3838
Overall Rank
NUCG.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
NUCG.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
NUCG.L Omega Ratio Rank: 3636
Omega Ratio Rank
NUCG.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
NUCG.L Martin Ratio Rank: 3232
Martin Ratio Rank

DAGB.L
DAGB.L Risk / Return Rank: 2525
Overall Rank
DAGB.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DAGB.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
DAGB.L Omega Ratio Rank: 2626
Omega Ratio Rank
DAGB.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
DAGB.L Martin Ratio Rank: 1919
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.

NUCG.L vs. DAGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L) and VanEck Digital Assets Equity UCITS ETF A USD Acc (DAGB.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.


NUCG.LDAGB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.23

1.17

+0.07

Calmar ratioReturn relative to maximum drawdown

2.05

1.08

+0.98

Martin ratioReturn relative to average drawdown

4.70

1.98

+2.72

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

The current NUCG.L Sharpe Ratio is 1.37, which is higher than the DAGB.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of NUCG.L and DAGB.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


NUCG.LDAGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.85

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

-0.06

+1.04

Drawdowns

NUCG.L vs. DAGB.L - Drawdown Comparison

The maximum NUCG.L drawdown since its inception was -35.36%, smaller than the maximum DAGB.L drawdown of -92.23%. Use the drawdown chart below to compare losses from any high point for NUCG.L and DAGB.L.


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Drawdown Indicators


NUCG.LDAGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.36%

-92.23%

+56.87%

Max Drawdown (1Y)

Largest decline over 1 year

-26.65%

-46.37%

+19.72%

Max Drawdown (3Y)

Largest decline over 3 years

-35.36%

-58.20%

+22.84%

Max Drawdown (5Y)

Largest decline over 5 years

-92.23%

Current Drawdown

Current decline from peak

-13.31%

-34.22%

+20.91%

Average Drawdown

Average peak-to-trough decline

-9.20%

-59.03%

+49.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.65%

25.27%

-13.62%

Volatility

NUCG.L vs. DAGB.L - Volatility Comparison

The current volatility for VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L) is 12.21%, while VanEck Digital Assets Equity UCITS ETF A USD Acc (DAGB.L) has a volatility of 17.07%. This indicates that NUCG.L experiences smaller price fluctuations and is considered to be less risky than DAGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUCG.LDAGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.21%

17.07%

-4.86%

Volatility (6M)

Calculated over the trailing 6-month period

27.51%

41.20%

-13.69%

Volatility (1Y)

Calculated over the trailing 1-year period

39.88%

58.83%

-18.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.92%

73.47%

-36.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.92%

73.29%

-36.37%

NUCG.L vs. DAGB.L - Expense Ratio Comparison

NUCG.L has a 0.55% expense ratio, which is lower than DAGB.L's 0.65% expense ratio.


Dividends

NUCG.L vs. DAGB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


NUCG.L and DAGB.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NUCG.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NUCG.L is cheaper with a 0.55% expense ratio, compared with 0.65% for DAGB.L.

NUCG.L is categorized as Commodity Producers Equities, while DAGB.L is Technology Equities. NUCG.L tracks MarketVector Global Uranium and Nuclear Energy Infrastructure, while DAGB.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.55% for NUCG.L and 0.65% for DAGB.L.

Portfolio Optimizer

Find the right allocation for NUCG.L and DAGB.L

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