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UIME.DE vs. NUCG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UIME.DE vs. NUCG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) and VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L). The values are adjusted to include any dividend payments, if applicable.

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UIME.DE vs. NUCG.L - Yearly Performance Comparison


2026 (YTD)202520242023
UIME.DE
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis
1.59%37.25%9.43%8.71%
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
12.98%37.56%40.58%15.86%
Different Trading Currencies

UIME.DE is traded in EUR, while NUCG.L is traded in USD. To make them comparable, the NUCG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UIME.DE achieves a 1.59% return, which is significantly lower than NUCG.L's 12.98% return.


UIME.DE

1D
1.97%
1M
-2.06%
YTD
1.59%
6M
9.49%
1Y
20.73%
3Y*
18.78%
5Y*
13.14%
10Y*
9.87%

NUCG.L

1D
5.61%
1M
-9.09%
YTD
12.98%
6M
5.09%
1Y
93.30%
3Y*
41.50%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UIME.DE vs. NUCG.L - Expense Ratio Comparison

UIME.DE has a 0.25% expense ratio, which is lower than NUCG.L's 0.55% expense ratio.


Return for Risk

UIME.DE vs. NUCG.L — Risk / Return Rank

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

UIME.DE
UIME.DE Risk / Return Rank: 6868
Overall Rank
UIME.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UIME.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
UIME.DE Omega Ratio Rank: 6969
Omega Ratio Rank
UIME.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
UIME.DE Martin Ratio Rank: 6464
Martin Ratio Rank

NUCG.L
NUCG.L Risk / Return Rank: 9292
Overall Rank
NUCG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NUCG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
NUCG.L Omega Ratio Rank: 8989
Omega Ratio Rank
NUCG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
NUCG.L Martin Ratio Rank: 8686
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.

UIME.DE vs. NUCG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) and VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.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.


UIME.DENUCG.LDifference

Sharpe ratio

Return per unit of total volatility

1.33

2.22

-0.89

Sortino ratio

Return per unit of downside risk

1.72

2.86

-1.14

Omega ratio

Gain probability vs. loss probability

1.27

1.34

-0.08

Calmar ratio

Return relative to maximum drawdown

2.04

3.68

-1.64

Martin ratio

Return relative to average drawdown

7.24

9.11

-1.88

UIME.DE vs. NUCG.L - Sharpe Ratio Comparison

The current UIME.DE Sharpe Ratio is 1.33, which is lower than the NUCG.L Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of UIME.DE and NUCG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UIME.DENUCG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

2.22

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.91

-0.61

Correlation

The correlation between UIME.DE and NUCG.L is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UIME.DE vs. NUCG.L - Dividend Comparison

UIME.DE's dividend yield for the trailing twelve months is around 3.96%, while NUCG.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
UIME.DE
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis
3.96%3.42%3.51%3.89%4.13%2.67%2.40%3.87%4.07%3.49%5.50%4.19%
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UIME.DE vs. NUCG.L - Drawdown Comparison

The maximum UIME.DE drawdown since its inception was -41.99%, which is greater than NUCG.L's maximum drawdown of -38.55%. Use the drawdown chart below to compare losses from any high point for UIME.DE and NUCG.L.


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Drawdown Indicators


UIME.DENUCG.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.99%

-35.36%

-6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-26.65%

+14.30%

Max Drawdown (5Y)

Largest decline over 5 years

-22.67%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

Current Drawdown

Current decline from peak

-4.34%

-14.63%

+10.29%

Average Drawdown

Average peak-to-trough decline

-9.73%

-8.99%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

10.32%

-7.42%

Volatility

UIME.DE vs. NUCG.L - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) is 5.44%, while VanEck Uranium and Nuclear Technologies UCITS ETF (NUCG.L) has a volatility of 12.10%. This indicates that UIME.DE experiences smaller price fluctuations and is considered to be less risky than NUCG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIME.DENUCG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

12.10%

-6.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

30.79%

-21.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

41.82%

-26.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

37.64%

-22.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

37.64%

-19.72%