PortfoliosLab logoPortfoliosLab logo
SDEM vs. URA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDEM vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI SuperDividend Emerging Markets ETF (SDEM) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SDEM vs. URA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
9.02%32.01%4.02%12.64%-21.53%2.11%-11.13%17.56%-17.40%16.57%
URA
Global X Uranium ETF
13.34%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, SDEM achieves a 9.02% return, which is significantly lower than URA's 13.34% return. Over the past 10 years, SDEM has underperformed URA with an annualized return of 4.68%, while URA has yielded a comparatively higher 16.47% annualized return.


SDEM

1D
2.83%
1M
-3.15%
YTD
9.02%
6M
17.87%
1Y
32.71%
3Y*
18.58%
5Y*
5.04%
10Y*
4.68%

URA

1D
6.93%
1M
-10.88%
YTD
13.34%
6M
6.44%
1Y
121.39%
3Y*
40.54%
5Y*
24.65%
10Y*
16.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SDEM vs. URA - Expense Ratio Comparison

SDEM has a 0.67% expense ratio, which is lower than URA's 0.69% expense ratio.


Return for Risk

SDEM vs. URA — Risk / Return Rank

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

SDEM
SDEM Risk / Return Rank: 9393
Overall Rank
SDEM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SDEM Sortino Ratio Rank: 9393
Sortino Ratio Rank
SDEM Omega Ratio Rank: 9393
Omega Ratio Rank
SDEM Calmar Ratio Rank: 9292
Calmar Ratio Rank
SDEM Martin Ratio Rank: 9393
Martin Ratio Rank

URA
URA Risk / Return Rank: 9393
Overall Rank
URA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
URA Sortino Ratio Rank: 9595
Sortino Ratio Rank
URA Omega Ratio Rank: 9090
Omega Ratio Rank
URA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URA Martin Ratio Rank: 8888
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.

SDEM vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend Emerging Markets ETF (SDEM) 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.


SDEMURADifference

Sharpe ratio

Return per unit of total volatility

2.15

2.48

-0.33

Sortino ratio

Return per unit of downside risk

2.80

2.97

-0.17

Omega ratio

Gain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratio

Return relative to maximum drawdown

3.31

4.21

-0.90

Martin ratio

Return relative to average drawdown

13.51

10.13

+3.38

SDEM vs. URA - Sharpe Ratio Comparison

The current SDEM Sharpe Ratio is 2.15, which is comparable to the URA Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of SDEM 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.


Loading graphics...

Sharpe Ratios by Period


SDEMURADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.48

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.58

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.44

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

-0.06

+0.24

Correlation

The correlation between SDEM and URA is 0.50, 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

SDEM vs. URA - Dividend Comparison

SDEM's dividend yield for the trailing twelve months is around 4.92%, more than URA's 4.30% yield.


TTM20252024202320222021202020192018201720162015
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
4.92%5.27%7.28%7.50%8.86%8.14%6.30%6.47%6.55%5.01%5.06%6.14%
URA
Global X Uranium ETF
4.30%4.88%2.86%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%

Drawdowns

SDEM vs. URA - Drawdown Comparison

The maximum SDEM drawdown since its inception was -47.38%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for SDEM and URA.


Loading graphics...

Drawdown Indicators


SDEMURADifference

Max Drawdown

Largest peak-to-trough decline

-47.38%

-93.54%

+46.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-28.43%

+18.65%

Max Drawdown (5Y)

Largest decline over 5 years

-36.72%

-37.90%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-47.38%

-61.45%

+14.07%

Current Drawdown

Current decline from peak

-4.01%

-45.04%

+41.03%

Average Drawdown

Average peak-to-trough decline

-20.99%

-75.40%

+54.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

11.82%

-9.43%

Volatility

SDEM vs. URA - Volatility Comparison

The current volatility for Global X MSCI SuperDividend Emerging Markets ETF (SDEM) is 7.05%, while Global X Uranium ETF (URA) has a volatility of 16.31%. This indicates that SDEM 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.


Loading graphics...

Volatility by Period


SDEMURADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

16.31%

-9.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

38.54%

-28.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

49.21%

-33.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

43.00%

-25.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

37.23%

-17.92%