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PGJ vs. URA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGJ vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Golden Dragon China ETF (PGJ) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

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PGJ vs. URA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGJ
Invesco Golden Dragon China ETF
-9.88%13.66%5.91%-2.38%-24.50%-42.87%54.24%32.18%-29.51%60.27%
URA
Global X Uranium ETF
15.28%67.18%-0.58%46.25%-11.32%57.57%41.33%-3.54%-22.11%19.36%

Returns By Period

In the year-to-date period, PGJ achieves a -9.88% return, which is significantly lower than URA's 15.28% return. Over the past 10 years, PGJ has underperformed URA with an annualized return of 0.23%, while URA has yielded a comparatively higher 16.67% annualized return.


PGJ

1D
0.44%
1M
-5.61%
YTD
-9.88%
6M
-22.40%
1Y
-10.26%
3Y*
-0.87%
5Y*
-14.84%
10Y*
0.23%

URA

1D
1.71%
1M
-12.74%
YTD
15.28%
6M
6.95%
1Y
123.62%
3Y*
41.34%
5Y*
25.08%
10Y*
16.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGJ vs. URA - Expense Ratio Comparison

PGJ has a 0.70% expense ratio, which is higher than URA's 0.69% expense ratio.


Return for Risk

PGJ vs. URA — Risk / Return Rank

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

PGJ
PGJ Risk / Return Rank: 55
Overall Rank
PGJ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PGJ Sortino Ratio Rank: 66
Sortino Ratio Rank
PGJ Omega Ratio Rank: 66
Omega Ratio Rank
PGJ Calmar Ratio Rank: 66
Calmar Ratio Rank
PGJ Martin Ratio Rank: 55
Martin Ratio Rank

URA
URA Risk / Return Rank: 9292
Overall Rank
URA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
URA Sortino Ratio Rank: 9494
Sortino Ratio Rank
URA Omega Ratio Rank: 8888
Omega Ratio Rank
URA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URA Martin Ratio Rank: 8686
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.

PGJ vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Golden Dragon China ETF (PGJ) 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.


PGJURADifference

Sharpe ratio

Return per unit of total volatility

-0.38

2.53

-2.90

Sortino ratio

Return per unit of downside risk

-0.36

3.01

-3.36

Omega ratio

Gain probability vs. loss probability

0.96

1.37

-0.41

Calmar ratio

Return relative to maximum drawdown

-0.38

4.40

-4.78

Martin ratio

Return relative to average drawdown

-0.91

10.53

-11.44

PGJ vs. URA - Sharpe Ratio Comparison

The current PGJ Sharpe Ratio is -0.38, which is lower than the URA Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of PGJ 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.


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Sharpe Ratios by Period


PGJURADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

2.53

-2.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.59

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.45

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.05

+0.17

Correlation

The correlation between PGJ and URA is 0.44, 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.


Dividends

PGJ vs. URA - Dividend Comparison

PGJ's dividend yield for the trailing twelve months is around 3.51%, less than URA's 4.23% yield.


TTM20252024202320222021202020192018201720162015
PGJ
Invesco Golden Dragon China ETF
3.51%3.38%4.70%2.50%0.84%0.00%0.30%0.17%0.31%2.05%1.94%0.37%
URA
Global X Uranium ETF
4.23%4.88%2.86%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%

Drawdowns

PGJ vs. URA - Drawdown Comparison

The maximum PGJ drawdown since its inception was -78.37%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for PGJ and URA.


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Drawdown Indicators


PGJURADifference

Max Drawdown

Largest peak-to-trough decline

-78.37%

-93.54%

+15.17%

Max Drawdown (1Y)

Largest decline over 1 year

-25.69%

-28.43%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-72.28%

-37.90%

-34.38%

Max Drawdown (10Y)

Largest decline over 10 years

-78.37%

-61.45%

-16.92%

Current Drawdown

Current decline from peak

-65.65%

-44.10%

-21.55%

Average Drawdown

Average peak-to-trough decline

-31.47%

-75.40%

+43.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.73%

11.89%

-1.16%

Volatility

PGJ vs. URA - Volatility Comparison

The current volatility for Invesco Golden Dragon China ETF (PGJ) is 7.25%, while Global X Uranium ETF (URA) has a volatility of 14.44%. This indicates that PGJ 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.


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Volatility by Period


PGJURADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

14.44%

-7.19%

Volatility (6M)

Calculated over the trailing 6-month period

17.78%

38.51%

-20.73%

Volatility (1Y)

Calculated over the trailing 1-year period

27.39%

49.22%

-21.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.90%

42.97%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.63%

37.22%

-0.59%