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URA vs. XYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URA vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Uranium ETF (URA) and Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

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URA vs. XYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URA
Global X Uranium ETF
13.34%67.18%-0.58%46.25%-11.32%57.57%41.33%-3.54%-22.11%19.36%
XYLD
Global X S&P 500 Covered Call ETF
-1.04%8.02%19.49%11.10%-12.05%19.59%-0.56%21.41%-6.09%16.49%

Returns By Period

In the year-to-date period, URA achieves a 13.34% return, which is significantly higher than XYLD's -1.04% return. Over the past 10 years, URA has outperformed XYLD with an annualized return of 16.47%, while XYLD has yielded a comparatively lower 7.87% annualized return.


URA

1D
6.93%
1M
-10.88%
YTD
13.34%
6M
6.44%
1Y
121.39%
3Y*
40.54%
5Y*
24.65%
10Y*
16.47%

XYLD

1D
2.01%
1M
-2.96%
YTD
-1.04%
6M
5.33%
1Y
10.53%
3Y*
10.21%
5Y*
6.95%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URA vs. XYLD - Expense Ratio Comparison

URA has a 0.69% expense ratio, which is higher than XYLD's 0.60% expense ratio.


Return for Risk

URA vs. XYLD — Risk / Return Rank

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

URA
URA Risk / Return Rank: 9393
Overall Rank
URA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
URA Sortino Ratio Rank: 9595
Sortino Ratio Rank
URA Omega Ratio Rank: 9090
Omega Ratio Rank
URA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URA Martin Ratio Rank: 8888
Martin Ratio Rank

XYLD
XYLD Risk / Return Rank: 5656
Overall Rank
XYLD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XYLD Omega Ratio Rank: 7171
Omega Ratio Rank
XYLD Calmar Ratio Rank: 4747
Calmar Ratio Rank
XYLD Martin Ratio Rank: 6969
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. XYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) and Global X S&P 500 Covered Call ETF (XYLD). 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.


URAXYLDDifference

Sharpe ratio

Return per unit of total volatility

2.48

0.76

+1.73

Sortino ratio

Return per unit of downside risk

2.97

1.22

+1.75

Omega ratio

Gain probability vs. loss probability

1.37

1.25

+0.12

Calmar ratio

Return relative to maximum drawdown

4.21

1.10

+3.11

Martin ratio

Return relative to average drawdown

10.13

6.46

+3.67

URA vs. XYLD - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 2.48, which is higher than the XYLD Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of URA and XYLD, 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


URAXYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

0.76

+1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.62

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.55

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.57

-0.63

Correlation

The correlation between URA and XYLD is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

URA vs. XYLD - Dividend Comparison

URA's dividend yield for the trailing twelve months is around 4.30%, less than XYLD's 10.98% yield.


TTM20252024202320222021202020192018201720162015
URA
Global X Uranium ETF
4.30%4.88%2.86%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%
XYLD
Global X S&P 500 Covered Call ETF
10.98%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Drawdowns

URA vs. XYLD - Drawdown Comparison

The maximum URA drawdown since its inception was -93.54%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for URA and XYLD.


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Drawdown Indicators


URAXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-93.54%

-33.46%

-60.08%

Max Drawdown (1Y)

Largest decline over 1 year

-28.43%

-10.14%

-18.29%

Max Drawdown (5Y)

Largest decline over 5 years

-37.90%

-18.66%

-19.24%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

-33.46%

-27.99%

Current Drawdown

Current decline from peak

-45.04%

-3.39%

-41.65%

Average Drawdown

Average peak-to-trough decline

-75.40%

-3.76%

-71.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.82%

1.72%

+10.10%

Volatility

URA vs. XYLD - Volatility Comparison

Global X Uranium ETF (URA) has a higher volatility of 16.31% compared to Global X S&P 500 Covered Call ETF (XYLD) at 4.01%. This indicates that URA's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URAXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.31%

4.01%

+12.30%

Volatility (6M)

Calculated over the trailing 6-month period

38.54%

5.82%

+32.72%

Volatility (1Y)

Calculated over the trailing 1-year period

49.21%

13.99%

+35.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.00%

11.31%

+31.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.23%

14.23%

+23.00%