PortfoliosLab logo
PBDC vs. URA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBDC and URA is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PBDC vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam BDC Income ETF (PBDC) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
63.90%
35.60%
PBDC
URA

Key characteristics

Sharpe Ratio

PBDC:

0.24

URA:

-0.32

Sortino Ratio

PBDC:

0.44

URA:

-0.20

Omega Ratio

PBDC:

1.07

URA:

0.98

Calmar Ratio

PBDC:

0.22

URA:

-0.16

Martin Ratio

PBDC:

0.94

URA:

-0.75

Ulcer Index

PBDC:

4.63%

URA:

17.07%

Daily Std Dev

PBDC:

18.14%

URA:

39.86%

Max Drawdown

PBDC:

-20.28%

URA:

-93.54%

Current Drawdown

PBDC:

-11.45%

URA:

-73.36%

Returns By Period

In the year-to-date period, PBDC achieves a -5.17% return, which is significantly higher than URA's -8.18% return.


PBDC

YTD

-5.17%

1M

-6.98%

6M

-1.33%

1Y

3.56%

5Y*

N/A

10Y*

N/A

URA

YTD

-8.18%

1M

-1.13%

6M

-20.50%

1Y

-12.99%

5Y*

22.33%

10Y*

3.48%

*Annualized

Compare stocks, funds, or ETFs

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


PBDC vs. URA - Expense Ratio Comparison

PBDC has a 6.79% expense ratio, which is higher than URA's 0.69% expense ratio.


Expense ratio chart for PBDC: current value is 6.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PBDC: 6.79%
Expense ratio chart for URA: current value is 0.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
URA: 0.69%

Risk-Adjusted Performance

PBDC vs. URA — Risk-Adjusted Performance Rank

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

PBDC
The Risk-Adjusted Performance Rank of PBDC is 4242
Overall Rank
The Sharpe Ratio Rank of PBDC is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of PBDC is 3939
Sortino Ratio Rank
The Omega Ratio Rank of PBDC is 4343
Omega Ratio Rank
The Calmar Ratio Rank of PBDC is 4242
Calmar Ratio Rank
The Martin Ratio Rank of PBDC is 4343
Martin Ratio Rank

URA
The Risk-Adjusted Performance Rank of URA is 1111
Overall Rank
The Sharpe Ratio Rank of URA is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of URA is 1111
Sortino Ratio Rank
The Omega Ratio Rank of URA is 1111
Omega Ratio Rank
The Calmar Ratio Rank of URA is 1212
Calmar Ratio Rank
The Martin Ratio Rank of URA is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PBDC vs. URA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam BDC Income ETF (PBDC) and Global X Uranium ETF (URA). 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.


The chart of Sharpe ratio for PBDC, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.00
PBDC: 0.24
URA: -0.32
The chart of Sortino ratio for PBDC, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.00
PBDC: 0.44
URA: -0.20
The chart of Omega ratio for PBDC, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
PBDC: 1.07
URA: 0.98
The chart of Calmar ratio for PBDC, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.00
PBDC: 0.22
URA: -0.34
The chart of Martin ratio for PBDC, currently valued at 0.94, compared to the broader market0.0020.0040.0060.00
PBDC: 0.94
URA: -0.75

The current PBDC Sharpe Ratio is 0.24, which is higher than the URA Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of PBDC and URA, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.24
-0.32
PBDC
URA

Dividends

PBDC vs. URA - Dividend Comparison

PBDC's dividend yield for the trailing twelve months is around 10.11%, more than URA's 3.12% yield.


TTM20242023202220212020201920182017201620152014
PBDC
Putnam BDC Income ETF
10.11%9.29%9.86%3.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URA
Global X Uranium ETF
3.12%2.86%6.07%0.76%5.85%1.69%1.66%0.45%2.03%7.28%1.96%4.28%

Drawdowns

PBDC vs. URA - Drawdown Comparison

The maximum PBDC drawdown since its inception was -20.28%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for PBDC and URA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.45%
-24.52%
PBDC
URA

Volatility

PBDC vs. URA - Volatility Comparison

The current volatility for Putnam BDC Income ETF (PBDC) is 14.05%, while Global X Uranium ETF (URA) has a volatility of 15.73%. This indicates that PBDC experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.05%
15.73%
PBDC
URA