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URA vs. SCHA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

URA vs. SCHA

Last updated Jun 14, 2026

URA (Global X Uranium ETF) and SCHA (Schwab U.S. Small-Cap ETF) are both exchange-traded funds - URA is a Commodity Producers Equities fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index, while SCHA is a Small Cap Blend Equities fund tracking the Dow Jones U.S. Small-Cap Total Stock Market Index. Both are passively managed. Over the past 10 years, URA returned 15.90%/yr vs 11.55%/yr for SCHA. A 0.55 correlation means they provide meaningful diversification when combined. URA charges 0.69%/yr vs 0.04%/yr for SCHA.

Performance

URA vs. SCHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Uranium ETF (URA) and Schwab U.S. Small-Cap ETF (SCHA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, URA achieves a 6.53% return, which is significantly lower than SCHA's 22.49% return. Over the past 10 years, URA has outperformed SCHA with an annualized return of 15.90%, while SCHA has yielded a comparatively lower 11.55% annualized return.

URA

1D
1.54%
1M
-13.30%
YTD
6.53%
6M
3.57%
1Y
32.00%
3Y*
32.17%
5Y*
18.77%
10Y*
15.90%

SCHA

1D
1.16%
1M
5.10%
YTD
22.49%
6M
19.84%
1Y
43.96%
3Y*
18.37%
5Y*
7.19%
10Y*
11.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URA vs. SCHA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
URA
Global X Uranium ETF		6.53%67.18%-0.58%46.25%-11.32%57.57%41.33%-3.54%-22.11%19.36%
SCHA
Schwab U.S. Small-Cap ETF		22.49%11.60%11.16%18.46%-19.81%16.45%19.34%26.50%-11.79%14.94%

Correlation

The correlation between URA and SCHA is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2010

0.55

The correlation between URA and SCHA has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.

URA vs. SCHA - Sectors Allocation Comparison

Sectors
URA
SCHA

Energy

64.2%
5.4%

Industrials

22.7%
15.7%

Utilities

7.4%
2.3%

Basic Materials

4.8%
4.1%

Technology

0.9%
22.7%

Communication Services

-

2.4%

Consumer Cyclical

-

9.2%

Consumer Defensive

-

2.6%

Financial Services

-

15.7%

Healthcare

-

13.6%

Real Estate

-

6.1%

Energy

URA
64.2%
SCHA
5.4%

Industrials

URA
22.7%
SCHA
15.7%

Utilities

URA
7.4%
SCHA
2.3%

Basic Materials

URA
4.8%
SCHA
4.1%

Technology

URA
0.9%
SCHA
22.7%

Communication Services

URA

-

SCHA
2.4%

Consumer Cyclical

URA

-

SCHA
9.2%

Consumer Defensive

URA

-

SCHA
2.6%

Financial Services

URA

-

SCHA
15.7%

Healthcare

URA

-

SCHA
13.6%

Real Estate

URA

-

SCHA
6.1%

Compare stocks, funds, or ETFs

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

Global X Uranium ETF

Schwab U.S. Small-Cap ETF

Often compared with URA:
URA vs. NLRURA vs. URNMURA vs. NUKZURA vs. CCJURA vs. UUUUURA vs. URANURA vs. SPY
Often compared with SCHA:
SCHA vs. VBSCHA vs. AVUVSCHA vs. SWSSXSCHA vs. IJRSCHA vs. SCHDSCHA vs. SCHBSCHA vs. SCHM

Return for Risk

URA vs. SCHA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
URA
URA Risk / Return Rank: 2323
Overall Rank
URA Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
URA Sortino Ratio Rank: 2424
Sortino Ratio Rank
URA Omega Ratio Rank: 2323
Omega Ratio Rank
URA Calmar Ratio Rank: 2525
Calmar Ratio Rank
URA Martin Ratio Rank: 2121
Martin Ratio Rank
SCHA
SCHA Risk / Return Rank: 8282
Overall Rank
SCHA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 8181
Sortino Ratio Rank
SCHA Omega Ratio Rank: 7474
Omega Ratio Rank
SCHA Calmar Ratio Rank: 8787
Calmar Ratio Rank
SCHA Martin Ratio Rank: 8787
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.

URA vs. SCHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and Schwab U.S. Small-Cap ETF (SCHA). 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.

URASCHADifference
Sharpe ratioReturn per unit of total volatility
0.64
2.24

-1.60

Sortino ratioReturn per unit of downside risk
1.21
3.10

-1.90

Omega ratioGain probability vs. loss probability

1.14

1.37

-0.23

Calmar ratioReturn relative to maximum drawdown

1.04

4.38

-3.35

Martin ratioReturn relative to average drawdown

2.30

16.08

-13.78

URA vs. SCHA - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 0.64, which is lower than the SCHA Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of URA and SCHA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

URA vs. SCHA - Drawdown Comparison

The maximum URA drawdown since its inception was -93.54%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for URA and SCHA.

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Drawdown Indicators

URASCHADifference

Max Drawdown

Largest peak-to-trough decline

-93.54%

-42.41%

-51.13%

Max Drawdown (1Y)

Largest decline over 1 year

-31.48%

-9.50%

-21.98%

Max Drawdown (3Y)

Largest decline over 3 years

-37.81%

-27.29%

-10.52%

Max Drawdown (5Y)

Largest decline over 5 years

-37.90%

-30.79%

-7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

-42.41%

-19.04%

Current Drawdown

Current decline from peak

-48.34%

0.00%

-48.34%

Average Drawdown

Average peak-to-trough decline

-74.94%

-7.57%

-67.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.12%

2.59%

+11.53%

Volatility

URA vs. SCHA - Volatility Comparison

Global X Uranium ETF (URA) has a higher volatility of 17.69% compared to Schwab U.S. Small-Cap ETF (SCHA) at 6.62%. This indicates that URA's price experiences larger fluctuations and is considered to be riskier than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

URASCHADifference

Volatility (1M)

Calculated over the trailing 1-month period

17.69%

6.62%

+11.07%

Volatility (6M)

Calculated over the trailing 6-month period

39.95%

13.67%

+26.28%

Volatility (1Y)

Calculated over the trailing 1-year period

51.24%

18.62%

+32.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.96%

22.03%

+21.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

22.75%

+15.16%

URA vs. SCHA - Expense Ratio Comparison

URA has a 0.69% expense ratio, which is higher than SCHA's 0.04% expense ratio.

Dividends

URA vs. SCHA - Dividend Comparison

URA's dividend yield for the trailing twelve months is around 4.58%, more than SCHA's 0.98% yield.

PositionTTM20252024202320222021202020192018201720162015
SCHA
Schwab U.S. Small-Cap ETF		0.98%1.26%1.51%1.42%1.37%1.19%1.05%1.39%1.58%1.24%1.50%1.48%
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

URA and SCHA have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URA has higher volatility (17.69%) compared to SCHA (6.62%). In terms of maximum drawdown, URA dropped -93.54% vs SCHA's -42.41%.

On 10-year performance, URA leads with 15.90% vs 11.55% for SCHA. On fees, SCHA is cheaper at 0.04% per year. On volatility, SCHA has been the lower-risk option at 6.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, URA has performed better with a 15.90% return vs 11.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHA is cheaper with a 0.04% expense ratio, compared with 0.69% for URA.

URA has the higher dividend yield at 4.58%, compared with 0.98% for SCHA.

URA is categorized as Commodity Producers Equities, while SCHA is Small Cap Blend Equities. URA tracks Solactive Global Uranium & Nuclear Components Total Return Index, while SCHA tracks Dow Jones U.S. Small-Cap Total Stock Market Index. They also come from different issuers: Global X and Charles Schwab. Their fees differ too: 0.69% for URA and 0.04% for SCHA.

SCHA currently has the higher Sharpe Ratio (2.24 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.

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