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NUKL.DE vs. ESP0.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NUKL.DE and ESP0.DE is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

NUKL.DE vs. ESP0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Uranium and Nuclear Technologies UCITS ETF A (NUKL.DE) and VanEck Video Gaming and eSports UCITS ETF (ESP0.DE). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
70.64%
73.49%
NUKL.DE
ESP0.DE

Key characteristics

Sharpe Ratio

NUKL.DE:

1.35

ESP0.DE:

3.10

Sortino Ratio

NUKL.DE:

1.93

ESP0.DE:

4.18

Omega Ratio

NUKL.DE:

1.24

ESP0.DE:

1.53

Calmar Ratio

NUKL.DE:

1.86

ESP0.DE:

2.68

Martin Ratio

NUKL.DE:

6.08

ESP0.DE:

20.76

Ulcer Index

NUKL.DE:

6.82%

ESP0.DE:

2.86%

Daily Std Dev

NUKL.DE:

30.49%

ESP0.DE:

19.29%

Max Drawdown

NUKL.DE:

-22.36%

ESP0.DE:

-40.11%

Current Drawdown

NUKL.DE:

-11.79%

ESP0.DE:

-3.62%

Returns By Period

In the year-to-date period, NUKL.DE achieves a 40.79% return, which is significantly lower than ESP0.DE's 58.86% return.


NUKL.DE

YTD

40.79%

1M

-8.53%

6M

18.19%

1Y

41.65%

5Y*

N/A

10Y*

N/A

ESP0.DE

YTD

58.86%

1M

4.45%

6M

32.80%

1Y

59.93%

5Y*

20.01%

10Y*

N/A

Compare stocks, funds, or ETFs

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


NUKL.DE vs. ESP0.DE - Expense Ratio Comparison

Both NUKL.DE and ESP0.DE have an expense ratio of 0.55%.


NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A
Expense ratio chart for NUKL.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for ESP0.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

NUKL.DE vs. ESP0.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Uranium and Nuclear Technologies UCITS ETF A (NUKL.DE) and VanEck Video Gaming and eSports UCITS ETF (ESP0.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.


Sharpe ratio
The chart of Sharpe ratio for NUKL.DE, currently valued at 1.09, compared to the broader market0.002.004.001.092.51
The chart of Sortino ratio for NUKL.DE, currently valued at 1.64, compared to the broader market-2.000.002.004.006.008.0010.001.643.55
The chart of Omega ratio for NUKL.DE, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.43
The chart of Calmar ratio for NUKL.DE, currently valued at 1.54, compared to the broader market0.005.0010.0015.001.544.68
The chart of Martin ratio for NUKL.DE, currently valued at 5.12, compared to the broader market0.0020.0040.0060.0080.00100.005.1215.21
NUKL.DE
ESP0.DE

The current NUKL.DE Sharpe Ratio is 1.35, which is lower than the ESP0.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of NUKL.DE and ESP0.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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.09
2.51
NUKL.DE
ESP0.DE

Dividends

NUKL.DE vs. ESP0.DE - Dividend Comparison

Neither NUKL.DE nor ESP0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NUKL.DE vs. ESP0.DE - Drawdown Comparison

The maximum NUKL.DE drawdown since its inception was -22.36%, smaller than the maximum ESP0.DE drawdown of -40.11%. Use the drawdown chart below to compare losses from any high point for NUKL.DE and ESP0.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.70%
-4.91%
NUKL.DE
ESP0.DE

Volatility

NUKL.DE vs. ESP0.DE - Volatility Comparison

VanEck Uranium and Nuclear Technologies UCITS ETF A (NUKL.DE) has a higher volatility of 7.87% compared to VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) at 5.00%. This indicates that NUKL.DE's price experiences larger fluctuations and is considered to be riskier than ESP0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.87%
5.00%
NUKL.DE
ESP0.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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