RSSL vs. URA

Last updated Jun 24, 2026

RSSL (Global X Russell 2000 ETF) and URA (Global X Uranium ETF) are both exchange-traded funds - RSSL is a Small Cap Blend Equities fund tracking the Russell 2000 RIC Capped Index, while URA is a Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Both are passively managed. Over the past year, RSSL returned 41.18% vs 27.21% for URA. A 0.53 correlation means they provide meaningful diversification when combined. RSSL charges 0.08%/yr vs 0.69%/yr for URA.

Performance

RSSL vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Russell 2000 ETF (RSSL) 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, RSSL achieves a 20.32% return, which is significantly higher than URA's 6.67% return.

RSSL

• 1D: -0.99%
• 1M: 3.83%
• YTD: 20.32%
• 6M: 17.70%
• 1Y: 41.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

URA

• 1D: -2.61%
• 1M: -6.90%
• YTD: 6.67%
• 6M: 2.57%
• 1Y: 27.21%
• 3Y*: 34.68%
• 5Y*: 20.40%
• 10Y*: 16.42%

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

RSSL vs. URA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RSSL Global X Russell 2000 ETF	20.32%	12.87%	10.21%
URA Global X Uranium ETF	6.67%	67.18%	-10.27%

Correlation

The correlation between RSSL and URA is 0.58, 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	0.58
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024	0.53

The correlation between RSSL and URA has been stable across timeframes, ranging from 0.53 to 0.58 - a consistent structural relationship.

RSSL vs. URA - Sectors Allocation Comparison

Sectors	RSSL	URA
Technology	19.1%	0.9%
Industrials	17.8%	22.7%
Healthcare	16.3%	-
Financial Services	15.5%	-
Consumer Cyclical	7.9%	-
Real Estate	5.9%	-
Energy	5.4%	64.2%
Basic Materials	4.7%	4.8%
Utilities	2.7%	7.4%
Communication Services	2.5%	-
Consumer Defensive	2.2%	-

Return for Risk

RSSL vs. URA — Risk / Return Rank

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

RSSL

RSSL Risk / Return Rank: 72
RSSL Sharpe Ratio Rank: 73
RSSL Sortino Ratio Rank: 71
RSSL Omega Ratio Rank: 62
RSSL Calmar Ratio Rank: 80
RSSL Martin Ratio Rank: 77

URA

URA Risk / Return Rank: 19
URA Sharpe Ratio Rank: 17
URA Sortino Ratio Rank: 20
URA Omega Ratio Rank: 19
URA Calmar Ratio Rank: 20
URA Martin Ratio Rank: 18

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.

RSSL vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 ETF (RSSL) 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.

	RSSL	URA	Difference
Sharpe ratio: Return per unit of total volatility	2.10	0.53	+1.57
Sortino ratio: Return per unit of downside risk	2.88	1.09	+1.79
Omega ratio: Gain probability vs. loss probability	1.34	1.13	+0.21
Calmar ratio: Return relative to maximum drawdown	3.78	0.87	+2.92
Martin ratio: Return relative to average drawdown	13.29	1.87	+11.42

RSSL vs. URA - Sharpe Ratio Comparison

The current RSSL Sharpe Ratio is 2.10, which is higher than the URA Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of RSSL 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

RSSL vs. URA - Drawdown Comparison

The maximum RSSL drawdown since its inception was -27.79%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for RSSL and URA.

Drawdown Indicators

	RSSL	URA	Difference
Max Drawdown Largest peak-to-trough decline	-27.79%	-93.54%	+65.75%
Max Drawdown (1Y) Largest decline over 1 year	-10.93%	-31.48%	+20.55%
Max Drawdown (3Y) Largest decline over 3 years	—	-37.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-37.90%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-61.45%	—
Current Drawdown Current decline from peak	-0.99%	-48.27%	+47.28%
Average Drawdown Average peak-to-trough decline	-5.58%	-74.90%	+69.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	14.58%	-11.47%

Volatility

RSSL vs. URA - Volatility Comparison

The current volatility for Global X Russell 2000 ETF (RSSL) is 6.41%, while Global X Uranium ETF (URA) has a volatility of 17.86%. This indicates that RSSL 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

	RSSL	URA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.41%	17.86%	-11.45%
Volatility (6M) Calculated over the trailing 6-month period	14.20%	39.53%	-25.33%
Volatility (1Y) Calculated over the trailing 1-year period	19.69%	51.33%	-31.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.51%	43.92%	-21.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.51%	37.95%	-15.44%

RSSL vs. URA - Expense Ratio Comparison

RSSL has a 0.08% expense ratio, which is lower than URA's 0.69% expense ratio.

Dividends

RSSL vs. URA - Dividend Comparison

RSSL's dividend yield for the trailing twelve months is around 1.25%, less than URA's 4.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RSSL Global X Russell 2000 ETF	1.25%	1.35%	0.99%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
URA Global X Uranium ETF	4.57%	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 RSSL and URA in my portfolio?

RSSL and URA have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSSL or URA?

URA has higher volatility (17.86%) compared to RSSL (6.41%). In terms of maximum drawdown, RSSL dropped -27.79% vs URA's -93.54%.

Which ETF is better, RSSL or URA?

On 1-year performance, RSSL leads with 41.18% vs 27.21% for URA. On fees, RSSL is cheaper at 0.08% per year. On volatility, RSSL has been the lower-risk option at 6.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSSL or URA?

Over the 1-year period, RSSL has performed better with a 41.18% return vs 27.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSSL or URA?

RSSL is cheaper with a 0.08% expense ratio, compared with 0.69% for URA.

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

URA has the higher dividend yield at 4.57%, compared with 1.25% for RSSL.

What is the main difference between RSSL and URA?

RSSL is categorized as Small Cap Blend Equities, while URA is Uranium. RSSL tracks Russell 2000 RIC Capped Index, while URA tracks Solactive Global Uranium & Nuclear Components Total Return Index. Their fees differ too: 0.08% for RSSL and 0.69% for URA.

Which has better risk-adjusted returns?

RSSL currently has the higher Sharpe Ratio (2.10 vs 0.53), 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.