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RAYG.L vs. URNG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAYG.L vs. URNG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Solar UCITS ETF USD Accumulating (RAYG.L) and Global X Uranium UCITS ETF USD Accumulating (URNG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RAYG.L achieves a 21.50% return, which is significantly higher than URNG.L's 18.27% return.


RAYG.L

1D
-2.44%
1M
4.77%
YTD
21.50%
6M
25.77%
1Y
84.67%
3Y*
-4.78%
5Y*
10Y*

URNG.L

1D
-0.48%
1M
-7.77%
YTD
18.27%
6M
7.25%
1Y
64.64%
3Y*
36.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAYG.L vs. URNG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
RAYG.L
Global X Solar UCITS ETF USD Accumulating
21.50%30.23%-27.04%-36.40%24.89%
URNG.L
Global X Uranium UCITS ETF USD Accumulating
18.27%58.50%2.96%30.86%-14.11%

Correlation

The correlation between RAYG.L and URNG.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2022

0.30

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Return for Risk

RAYG.L vs. URNG.L — Risk / Return Rank

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

RAYG.L
RAYG.L Risk / Return Rank: 8080
Overall Rank
RAYG.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RAYG.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
RAYG.L Omega Ratio Rank: 7070
Omega Ratio Rank
RAYG.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
RAYG.L Martin Ratio Rank: 7777
Martin Ratio Rank

URNG.L
URNG.L Risk / Return Rank: 3737
Overall Rank
URNG.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
URNG.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
URNG.L Omega Ratio Rank: 3636
Omega Ratio Rank
URNG.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
URNG.L Martin Ratio Rank: 3434
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.

RAYG.L vs. URNG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Solar UCITS ETF USD Accumulating (RAYG.L) and Global X Uranium UCITS ETF USD Accumulating (URNG.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.


RAYG.LURNG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.41

1.23

+0.18

Calmar ratioReturn relative to maximum drawdown

5.82

1.97

+3.84

Martin ratioReturn relative to average drawdown

14.72

5.06

+9.67

RAYG.L vs. URNG.L - Sharpe Ratio Comparison

The current RAYG.L Sharpe Ratio is 2.69, which is higher than the URNG.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of RAYG.L and URNG.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


RAYG.LURNG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

1.31

+1.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.52

-0.63

Drawdowns

RAYG.L vs. URNG.L - Drawdown Comparison

The maximum RAYG.L drawdown since its inception was -71.14%, which is greater than URNG.L's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for RAYG.L and URNG.L.


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Drawdown Indicators


RAYG.LURNG.LDifference

Max Drawdown

Largest peak-to-trough decline

-71.14%

-38.98%

-32.16%

Max Drawdown (1Y)

Largest decline over 1 year

-14.48%

-32.59%

+18.11%

Max Drawdown (3Y)

Largest decline over 3 years

-58.12%

-38.98%

-19.14%

Current Drawdown

Current decline from peak

-42.21%

-13.93%

-28.28%

Average Drawdown

Average peak-to-trough decline

-42.80%

-12.79%

-30.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.73%

12.75%

-7.02%

Volatility

RAYG.L vs. URNG.L - Volatility Comparison

The current volatility for Global X Solar UCITS ETF USD Accumulating (RAYG.L) is 8.58%, while Global X Uranium UCITS ETF USD Accumulating (URNG.L) has a volatility of 14.89%. This indicates that RAYG.L experiences smaller price fluctuations and is considered to be less risky than URNG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAYG.LURNG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

14.89%

-6.31%

Volatility (6M)

Calculated over the trailing 6-month period

21.55%

33.87%

-12.32%

Volatility (1Y)

Calculated over the trailing 1-year period

31.33%

49.10%

-17.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.59%

39.66%

-7.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.59%

39.66%

-7.07%

RAYG.L vs. URNG.L - Expense Ratio Comparison

RAYG.L has a 0.50% expense ratio, which is lower than URNG.L's 0.65% expense ratio.


Dividends

RAYG.L vs. URNG.L - Dividend Comparison

Neither RAYG.L nor URNG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RAYG.L and URNG.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RAYG.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RAYG.L is cheaper with a 0.50% expense ratio, compared with 0.65% for URNG.L.

RAYG.L is categorized as Energy Equities, while URNG.L is Commodity Producers Equities. RAYG.L tracks S&P Global Clean Energy TR USD, while URNG.L tracks Solactive Global Uranium & Nuclear Components. Their fees differ too: 0.50% for RAYG.L and 0.65% for URNG.L.

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