URA vs. ROKT

Last updated Jun 14, 2026

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

Performance

URA vs. ROKT - Performance Comparison

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

Returns By Period

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

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%

ROKT

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

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

URA vs. ROKT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
URA Global X Uranium ETF	6.53%	67.18%	-0.58%	46.25%	-11.32%	57.57%	41.33%	-3.54%	-6.22%
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%

Correlation

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

URA vs. ROKT - Sectors Allocation Comparison

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

Return for Risk

URA vs. ROKT — Risk / Return Rank

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

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

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

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.

URA vs. ROKT - Risk-Adjusted Trends Comparison

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

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

URA vs. ROKT - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 0.64, which is lower than the ROKT Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of URA and ROKT, 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

URA vs. ROKT - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

URA vs. ROKT - Volatility Comparison

Global X Uranium ETF (URA) has a higher volatility of 17.69% compared to SPDR S&P Kensho Final Frontiers ETF (ROKT) at 16.11%. This indicates that URA's price experiences larger fluctuations and is considered to be riskier than ROKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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

URA vs. ROKT - Expense Ratio Comparison

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

Dividends

URA vs. ROKT - Dividend Comparison

URA's dividend yield for the trailing twelve months is around 4.58%, more than ROKT's 0.28% 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 URA and ROKT in my portfolio?

URA and ROKT 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, URA or ROKT?

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

Which ETF is better, URA or ROKT?

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, URA or ROKT?

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, URA or ROKT?

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

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

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

What is the main difference between URA and ROKT?

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

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.