URNJ vs. EIPX

Last updated Jun 5, 2026

URNJ (Sprott Junior Uranium Miners ETF) and EIPX (FT Energy Income Partners Strategy ETF) are both Energy Equities funds. URNJ is passively managed, while EIPX is actively managed. Over the past 3 years, URNJ returned 23.94%/yr vs 21.58%/yr for EIPX. At a 0.29 correlation, their price movements are largely independent. URNJ charges 0.80%/yr vs 0.95%/yr for EIPX.

Performance

URNJ vs. EIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Junior Uranium Miners ETF (URNJ) and FT Energy Income Partners Strategy ETF (EIPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, URNJ achieves a 9.96% return, which is significantly lower than EIPX's 22.72% return.

URNJ

• 1D: -1.95%
• 1M: -7.79%
• YTD: 9.96%
• 6M: 3.54%
• 1Y: 58.13%
• 3Y*: 23.94%
• 5Y*: —
• 10Y*: —

EIPX

• 1D: 0.62%
• 1M: -1.66%
• YTD: 22.72%
• 6M: 19.76%
• 1Y: 32.68%
• 3Y*: 21.58%
• 5Y*: —
• 10Y*: —

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

URNJ vs. EIPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
URNJ Sprott Junior Uranium Miners ETF	9.96%	45.35%	-18.34%	19.92%
EIPX FT Energy Income Partners Strategy ETF	22.72%	11.44%	19.11%	8.06%

Correlation

The correlation between URNJ and EIPX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023	0.29

Over the past year, the correlation between URNJ and EIPX has dropped to 0.06 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

URNJ vs. EIPX - Sectors Allocation Comparison

Sectors	URNJ	EIPX
Energy	95.1%	69.5%
Basic Materials	4.9%	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	4.2%
Real Estate	-	-
Technology	-	0.2%
Utilities	-	26.1%

Return for Risk

URNJ vs. EIPX — Risk / Return Rank

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

URNJ

URNJ Risk / Return Rank: 29
URNJ Sharpe Ratio Rank: 27
URNJ Sortino Ratio Rank: 31
URNJ Omega Ratio Rank: 28
URNJ Calmar Ratio Rank: 34
URNJ Martin Ratio Rank: 25

EIPX

EIPX Risk / Return Rank: 90
EIPX Sharpe Ratio Rank: 89
EIPX Sortino Ratio Rank: 90
EIPX Omega Ratio Rank: 85
EIPX Calmar Ratio Rank: 95
EIPX Martin Ratio Rank: 91

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.

URNJ vs. EIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Uranium Miners ETF (URNJ) and FT Energy Income Partners Strategy ETF (EIPX). 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.

	URNJ	EIPX	Difference
Sharpe ratio: Return per unit of total volatility	0.96	2.97	-2.02
Sortino ratio: Return per unit of downside risk	1.63	4.19	-2.56
Omega ratio: Gain probability vs. loss probability	1.19	1.51	-0.32
Calmar ratio: Return relative to maximum drawdown	1.64	7.97	-6.33
Martin ratio: Return relative to average drawdown	3.32	22.02	-18.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

URNJ vs. EIPX - Sharpe Ratio Comparison

The current URNJ Sharpe Ratio is 0.96, which is lower than the EIPX Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of URNJ and EIPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	URNJ	EIPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	2.97	-2.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	1.21	-0.94

Drawdowns

URNJ vs. EIPX - Drawdown Comparison

The maximum URNJ drawdown since its inception was -59.21%, which is greater than EIPX's maximum drawdown of -15.43%. Use the drawdown chart below to compare losses from any high point for URNJ and EIPX.

Drawdown Indicators

	URNJ	EIPX	Difference
Max Drawdown Largest peak-to-trough decline	-59.21%	-15.43%	-43.78%
Max Drawdown (1Y) Largest decline over 1 year	-35.54%	-4.12%	-31.42%
Max Drawdown (3Y) Largest decline over 3 years	-59.21%	-15.43%	-43.78%
Current Drawdown Current decline from peak	-31.46%	-1.98%	-29.48%
Average Drawdown Average peak-to-trough decline	-21.18%	-2.27%	-18.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.58%	1.49%	+16.09%

Volatility

URNJ vs. EIPX - Volatility Comparison

Sprott Junior Uranium Miners ETF (URNJ) has a higher volatility of 17.47% compared to FT Energy Income Partners Strategy ETF (EIPX) at 4.07%. This indicates that URNJ's price experiences larger fluctuations and is considered to be riskier than EIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	URNJ	EIPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.47%	4.07%	+13.40%
Volatility (6M) Calculated over the trailing 6-month period	45.56%	8.44%	+37.12%
Volatility (1Y) Calculated over the trailing 1-year period	61.05%	11.14%	+49.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.32%	15.05%	+38.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.32%	15.05%	+38.27%

URNJ vs. EIPX - Expense Ratio Comparison

URNJ has a 0.80% expense ratio, which is lower than EIPX's 0.95% expense ratio.

Dividends

URNJ vs. EIPX - Dividend Comparison

URNJ's dividend yield for the trailing twelve months is around 5.99%, more than EIPX's 2.66% yield.

Position	TTM	2025	2024	2023	2022
EIPX FT Energy Income Partners Strategy ETF	2.66%	3.23%	3.27%	3.48%	0.34%
URNJ Sprott Junior Uranium Miners ETF	5.99%	6.58%	4.33%	4.03%	0.00%

Frequently Asked Questions

Can I hold both URNJ and EIPX in my portfolio?

URNJ and EIPX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, URNJ or EIPX?

URNJ has higher volatility (17.47%) compared to EIPX (4.07%). In terms of maximum drawdown, URNJ dropped -59.21% vs EIPX's -15.43%.

Which ETF is better, URNJ or EIPX?

On 3-year performance, URNJ leads with 23.94% vs 21.58% for EIPX. On fees, URNJ is cheaper at 0.80% per year. On volatility, EIPX has been the lower-risk option at 4.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, URNJ or EIPX?

Over the 3-year period, URNJ has performed better with a 23.94% return vs 21.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, URNJ or EIPX?

URNJ is cheaper with a 0.80% expense ratio, compared with 0.95% for EIPX.

Which ETF pays a higher dividend yield, URNJ or EIPX?

URNJ has the higher dividend yield at 5.99%, compared with 2.66% for EIPX.

What is the main difference between URNJ and EIPX?

They also come from different issuers: Sprott and First Trust. Their fees differ too: 0.80% for URNJ and 0.95% for EIPX.

Which has better risk-adjusted returns?

EIPX currently has the higher Sharpe Ratio (2.97 vs 0.96), 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.