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

Performance

NUCG.L vs. EMIM.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 iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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 EMIM.L is traded in GBp. To make them comparable, the EMIM.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 2.96% return, which is significantly lower than EMIM.L's 22.27% return.


NUCG.L

1D
3.48%
1M
-10.44%
YTD
2.96%
6M
-1.20%
1Y
27.62%
3Y*
36.37%
5Y*
10Y*

EMIM.L

1D
2.68%
1M
0.81%
YTD
22.27%
6M
25.64%
1Y
42.59%
3Y*
21.50%
5Y*
7.44%
10Y*
10.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
2.96%56.10%31.89%0.05%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
22.27%32.66%7.36%1.84%

Correlation

The correlation between NUCG.L and EMIM.L is 0.54, 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

0.54

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

0.44

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2023

0.46

The correlation between NUCG.L and EMIM.L has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.

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Return for Risk

NUCG.L vs. EMIM.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: 2323
Overall Rank
NUCG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NUCG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
NUCG.L Omega Ratio Rank: 2323
Omega Ratio Rank
NUCG.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
NUCG.L Martin Ratio Rank: 2121
Martin Ratio Rank

EMIM.L
EMIM.L Risk / Return Rank: 8686
Overall Rank
EMIM.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 8989
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 8282
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. EMIM.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 iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.

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.


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

-1.51

Sortino ratioReturn per unit of downside risk

-1.72

Omega ratioGain probability vs. loss probability

1.14

1.40

-0.26

Calmar ratioReturn relative to maximum drawdown

1.04

3.28

-2.24

Martin ratioReturn relative to average drawdown

2.28

11.64

-9.36

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

The current NUCG.L Sharpe Ratio is 0.69, which is lower than the EMIM.L Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of NUCG.L and EMIM.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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Drawdowns

NUCG.L vs. EMIM.L - Drawdown Comparison

The maximum NUCG.L drawdown since its inception was -35.35%, smaller than the maximum EMIM.L drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for NUCG.L and EMIM.L.


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Drawdown Indicators


NUCG.LEMIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.35%

-39.32%

+3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-26.65%

-12.93%

-13.72%

Max Drawdown (3Y)

Largest decline over 3 years

-35.35%

-17.29%

-18.06%

Max Drawdown (5Y)

Largest decline over 5 years

-35.48%

Max Drawdown (10Y)

Largest decline over 10 years

-39.32%

Current Drawdown

Current decline from peak

-21.00%

-3.99%

-17.01%

Average Drawdown

Average peak-to-trough decline

-10.55%

-13.99%

+3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.10%

3.65%

+8.45%

Volatility

NUCG.L vs. EMIM.L - Volatility Comparison

VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L) has a higher volatility of 12.56% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) at 8.11%. This indicates that NUCG.L's price experiences larger fluctuations and is considered to be riskier than EMIM.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.LEMIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.56%

8.11%

+4.45%

Volatility (6M)

Calculated over the trailing 6-month period

28.37%

16.75%

+11.62%

Volatility (1Y)

Calculated over the trailing 1-year period

39.94%

19.29%

+20.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.38%

18.40%

+15.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.38%

19.28%

+15.10%

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

NUCG.L has a 0.55% expense ratio, which is higher than EMIM.L's 0.18% expense ratio.


Dividends

NUCG.L vs. EMIM.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


NUCG.L and EMIM.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMIM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMIM.L is cheaper with a 0.18% expense ratio, compared with 0.55% for NUCG.L.

NUCG.L is categorized as Commodity Producers Equities, while EMIM.L is Emerging Markets Equities. NUCG.L tracks MarketVector Global Uranium and Nuclear Energy Infrastructure, while EMIM.L tracks MSCI EM NR USD. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.55% for NUCG.L and 0.18% for EMIM.L.

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