URA vs. UGA

In the year-to-date period, URA achieves a 5.41% return, which is significantly higher than UGA's -4.08% return. Over the past 10 years, URA has outperformed UGA with an annualized return of 5.60%, while UGA has yielded a comparatively lower 4.09% annualized return.

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URA has a 0.69% expense ratio, which is lower than UGA's 0.75% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and United States Gasoline Fund LP (UGA). 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.

The current URA Sharpe Ratio is -0.32, which is comparable to the UGA Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of URA and UGA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

URA's dividend yield for the trailing twelve months is around 2.71%, while UGA has not paid dividends to shareholders.

The maximum URA drawdown since its inception was -93.54%, which is greater than UGA's maximum drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for URA and UGA. For additional features, visit the drawdowns tool.

Global X Uranium ETF (URA) has a higher volatility of 6.87% compared to United States Gasoline Fund LP (UGA) at 6.42%. This indicates that URA's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.