SIXH vs. NUKZ

Last updated Jun 4, 2026

SIXH (6 Meridian Hedged Equity-Index Option Strategy ETF) and NUKZ (Range Nuclear Renaissance ETF) are both exchange-traded funds - SIXH is a Volatility Hedged Equity fund actively managed by Exchange Traded Concepts, while NUKZ is a Energy Equities fund tracking the Range Nuclear Renaissance Index. SIXH is actively managed, while NUKZ is passively managed. Over the past year, SIXH returned 10.61% vs 41.42% for NUKZ. At a 0.10 correlation, their price movements are largely independent. SIXH charges 0.87%/yr vs 0.85%/yr for NUKZ.

Performance

SIXH vs. NUKZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) and Range Nuclear Renaissance ETF (NUKZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SIXH achieves a 7.20% return, which is significantly lower than NUKZ's 13.31% return.

SIXH

• 1D: 0.48%
• 1M: -0.21%
• YTD: 7.20%
• 6M: 8.70%
• 1Y: 10.61%
• 3Y*: 12.22%
• 5Y*: 8.95%
• 10Y*: —

NUKZ

• 1D: -2.59%
• 1M: -0.90%
• YTD: 13.31%
• 6M: 10.66%
• 1Y: 41.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SIXH vs. NUKZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SIXH 6 Meridian Hedged Equity-Index Option Strategy ETF	7.20%	9.47%	9.61%
NUKZ Range Nuclear Renaissance ETF	13.31%	56.57%	62.98%

Correlation

The correlation between SIXH and NUKZ is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (All Time) Calculated using the full available price history since Jan 25, 2024	0.10

SIXH vs. NUKZ - Sectors Allocation Comparison

Sectors	SIXH	NUKZ
Consumer Defensive	23.2%	-
Technology	20.2%	1.4%
Communication Services	13.3%	-
Healthcare	12.6%	-
Financial Services	9.7%	-
Industrials	7.8%	45.9%
Consumer Cyclical	6.8%	-
Utilities	5.0%	35.8%
Real Estate	1.4%	-
Energy	0.1%	12.9%
Basic Materials	0.1%	4.0%

Return for Risk

SIXH vs. NUKZ — Risk / Return Rank

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

SIXH

SIXH Risk / Return Rank: 42
SIXH Sharpe Ratio Rank: 39
SIXH Sortino Ratio Rank: 43
SIXH Omega Ratio Rank: 38
SIXH Calmar Ratio Rank: 49
SIXH Martin Ratio Rank: 39

NUKZ

NUKZ Risk / Return Rank: 40
NUKZ Sharpe Ratio Rank: 38
NUKZ Sortino Ratio Rank: 38
NUKZ Omega Ratio Rank: 34
NUKZ Calmar Ratio Rank: 50
NUKZ Martin Ratio Rank: 39

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.

SIXH vs. NUKZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) and Range Nuclear Renaissance ETF (NUKZ). 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.

	SIXH	NUKZ	Difference
Sharpe ratio: Return per unit of total volatility	1.40	1.40	0.00
Sortino ratio: Return per unit of downside risk	2.18	2.02	+0.17
Omega ratio: Gain probability vs. loss probability	1.25	1.23	+0.01
Calmar ratio: Return relative to maximum drawdown	2.44	2.52	-0.08
Martin ratio: Return relative to average drawdown	6.25	6.34	-0.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIXH vs. NUKZ - Sharpe Ratio Comparison

The current SIXH Sharpe Ratio is 1.40, which is comparable to the NUKZ Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SIXH and NUKZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SIXH	NUKZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	1.40	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	1.75	-0.70

Drawdowns

SIXH vs. NUKZ - Drawdown Comparison

The maximum SIXH drawdown since its inception was -11.68%, smaller than the maximum NUKZ drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for SIXH and NUKZ.

Drawdown Indicators

	SIXH	NUKZ	Difference
Max Drawdown Largest peak-to-trough decline	-11.68%	-33.03%	+21.35%
Max Drawdown (1Y) Largest decline over 1 year	-4.36%	-16.51%	+12.15%
Max Drawdown (3Y) Largest decline over 3 years	-9.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-11.68%	—	—
Current Drawdown Current decline from peak	-2.42%	-5.61%	+3.19%
Average Drawdown Average peak-to-trough decline	-1.85%	-6.01%	+4.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.70%	6.55%	-4.85%

Volatility

SIXH vs. NUKZ - Volatility Comparison

The current volatility for 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) is 2.31%, while Range Nuclear Renaissance ETF (NUKZ) has a volatility of 10.30%. This indicates that SIXH experiences smaller price fluctuations and is considered to be less risky than NUKZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIXH	NUKZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.31%	10.30%	-7.99%
Volatility (6M) Calculated over the trailing 6-month period	6.02%	22.05%	-16.03%
Volatility (1Y) Calculated over the trailing 1-year period	7.60%	29.74%	-22.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.37%	32.70%	-22.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.15%	32.70%	-22.55%

SIXH vs. NUKZ - Expense Ratio Comparison

SIXH has a 0.87% expense ratio, which is higher than NUKZ's 0.85% expense ratio.

Dividends

SIXH vs. NUKZ - Dividend Comparison

SIXH's dividend yield for the trailing twelve months is around 1.90%, more than NUKZ's 0.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
NUKZ Range Nuclear Renaissance ETF	0.80%	0.91%	0.09%	0.00%	0.00%	0.00%	0.00%
SIXH 6 Meridian Hedged Equity-Index Option Strategy ETF	1.90%	2.23%	1.55%	2.04%	2.06%	1.65%	1.10%

Frequently Asked Questions

Can I hold both SIXH and NUKZ in my portfolio?

SIXH and NUKZ have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SIXH or NUKZ?

NUKZ has higher volatility (10.30%) compared to SIXH (2.31%). In terms of maximum drawdown, SIXH dropped -11.68% vs NUKZ's -33.03%.

Which ETF is better, SIXH or NUKZ?

On 1-year performance, NUKZ leads with 41.42% vs 10.61% for SIXH. On fees, NUKZ is cheaper at 0.85% per year. On volatility, SIXH has been the lower-risk option at 2.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SIXH or NUKZ?

Over the 1-year period, NUKZ has performed better with a 41.42% return vs 10.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SIXH or NUKZ?

NUKZ is cheaper with a 0.85% expense ratio, compared with 0.87% for SIXH.

Which ETF pays a higher dividend yield, SIXH or NUKZ?

SIXH has the higher dividend yield at 1.90%, compared with 0.80% for NUKZ.

What is the main difference between SIXH and NUKZ?

SIXH is categorized as Volatility Hedged Equity, while NUKZ is Energy Equities. Their fees differ too: 0.87% for SIXH and 0.85% for NUKZ.

Which has better risk-adjusted returns?

SIXH currently has the higher Sharpe Ratio (1.40 vs 1.40), 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.