ROKT vs. URA

Last updated Jun 14, 2026

ROKT (SPDR S&P Kensho Final Frontiers ETF) and URA (Global X Uranium ETF) are both exchange-traded funds - ROKT is a Industrials Equities fund tracking the S&P Kensho Final Frontiers Index, while URA is a Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Both are passively managed. Over the past 5 years, ROKT returned 23.65%/yr vs 18.77%/yr for URA. A 0.54 correlation means they provide meaningful diversification when combined. ROKT charges 0.45%/yr vs 0.69%/yr for URA.

Performance

ROKT vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Final Frontiers ETF (ROKT) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROKT achieves a 41.13% return, which is significantly higher than URA's 6.53% return.

ROKT

• 1D: -3.50%
• 1M: 2.08%
• YTD: 41.13%
• 6M: 44.16%
• 1Y: 96.95%
• 3Y*: 41.87%
• 5Y*: 23.65%
• 10Y*: —

URA

• 1D: 1.54%
• 1M: -8.83%
• YTD: 6.53%
• 6M: 3.57%
• 1Y: 32.00%
• 3Y*: 32.17%
• 5Y*: 18.77%
• 10Y*: 15.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROKT vs. URA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ROKT SPDR S&P Kensho Final Frontiers ETF	41.13%	50.56%	27.89%	14.41%	-0.81%	4.63%	7.99%	40.90%	-12.90%
URA Global X Uranium ETF	6.53%	67.18%	-0.58%	46.25%	-11.32%	57.57%	41.33%	-3.54%	-6.22%

Correlation

The correlation between ROKT and URA is 0.65, 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	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Oct 23, 2018	0.54

The correlation between ROKT and URA shifts across timeframes, from 0.54 (3 years) to 0.65 (1 year), reflecting how their relationship changes across market environments.

ROKT vs. URA - Sectors Allocation Comparison

Sectors	ROKT	URA
Industrials	68.4%	22.7%
Technology	20.1%	0.9%
Communication Services	5.8%	-
Energy	5.7%	64.2%
Basic Materials	-	4.8%
Consumer Cyclical	-	-
Consumer Defensive	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	7.4%

Return for Risk

ROKT vs. URA — Risk / Return Rank

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

ROKT

ROKT Risk / Return Rank: 92
ROKT Sharpe Ratio Rank: 94
ROKT Sortino Ratio Rank: 90
ROKT Omega Ratio Rank: 88
ROKT Calmar Ratio Rank: 94
ROKT Martin Ratio Rank: 95

URA

URA Risk / Return Rank: 23
URA Sharpe Ratio Rank: 21
URA Sortino Ratio Rank: 24
URA Omega Ratio Rank: 23
URA Calmar Ratio Rank: 25
URA Martin Ratio Rank: 21

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.

ROKT vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Final Frontiers ETF (ROKT) 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.

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.

	ROKT	URA	Difference
Sharpe ratio: Return per unit of total volatility	3.15	0.64	+2.51
Sortino ratio: Return per unit of downside risk	3.74	1.21	+2.53
Omega ratio: Gain probability vs. loss probability	1.48	1.14	+0.34
Calmar ratio: Return relative to maximum drawdown	6.38	1.04	+5.35
Martin ratio: Return relative to average drawdown	26.23	2.30	+23.93

ROKT vs. URA - Sharpe Ratio Comparison

The current ROKT Sharpe Ratio is 3.15, which is higher than the URA Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ROKT and URA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ROKT vs. URA - Drawdown Comparison

The maximum ROKT drawdown since its inception was -43.16%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for ROKT and URA.

Drawdown Indicators

	ROKT	URA	Difference
Max Drawdown Largest peak-to-trough decline	-43.16%	-93.54%	+50.38%
Max Drawdown (1Y) Largest decline over 1 year	-15.27%	-31.48%	+16.21%
Max Drawdown (3Y) Largest decline over 3 years	-23.46%	-37.81%	+14.35%
Max Drawdown (5Y) Largest decline over 5 years	-23.46%	-37.90%	+14.44%
Max Drawdown (10Y) Largest decline over 10 years	—	-61.45%	—
Current Drawdown Current decline from peak	-12.20%	-48.34%	+36.14%
Average Drawdown Average peak-to-trough decline	-6.77%	-74.94%	+68.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	14.12%	-10.41%

Volatility

ROKT vs. URA - Volatility Comparison

The current volatility for SPDR S&P Kensho Final Frontiers ETF (ROKT) is 16.11%, while Global X Uranium ETF (URA) has a volatility of 17.69%. This indicates that ROKT 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.

Volatility by Period

	ROKT	URA	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.11%	17.69%	-1.58%
Volatility (6M) Calculated over the trailing 6-month period	27.24%	39.95%	-12.71%
Volatility (1Y) Calculated over the trailing 1-year period	30.97%	51.24%	-20.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.32%	43.96%	-20.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.42%	37.91%	-12.49%

ROKT vs. URA - Expense Ratio Comparison

ROKT has a 0.45% expense ratio, which is lower than URA's 0.69% expense ratio.

Dividends

ROKT vs. URA - Dividend Comparison

ROKT's dividend yield for the trailing twelve months is around 0.28%, less than URA's 4.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ROKT SPDR S&P Kensho Final Frontiers ETF	0.28%	0.41%	0.57%	0.62%	0.54%	1.79%	0.48%	0.74%	0.16%	0.00%	0.00%	0.00%
URA Global X Uranium ETF	4.58%	4.88%	2.86%	6.07%	0.76%	5.84%	1.69%	1.66%	0.44%	2.03%	7.28%	1.96%

Frequently Asked Questions

Can I hold both ROKT and URA in my portfolio?

ROKT and URA have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROKT or URA?

URA has higher volatility (17.69%) compared to ROKT (16.11%). In terms of maximum drawdown, ROKT dropped -43.16% vs URA's -93.54%.

Which ETF is better, ROKT or URA?

On 5-year performance, ROKT leads with 23.65% vs 18.77% for URA. On fees, ROKT is cheaper at 0.45% per year. On volatility, ROKT has been the lower-risk option at 16.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROKT or URA?

Over the 5-year period, ROKT has performed better with a 23.65% return vs 18.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROKT or URA?

ROKT is cheaper with a 0.45% expense ratio, compared with 0.69% for URA.

Which ETF pays a higher dividend yield, ROKT or URA?

URA has the higher dividend yield at 4.58%, compared with 0.28% for ROKT.

What is the main difference between ROKT and URA?

ROKT is categorized as Industrials Equities, while URA is Uranium. ROKT tracks S&P Kensho Final Frontiers Index, while URA tracks Solactive Global Uranium & Nuclear Components Total Return Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.45% for ROKT and 0.69% for URA.

Which has better risk-adjusted returns?

ROKT currently has the higher Sharpe Ratio (3.15 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.