URNP.L vs. PIGI.L
URNP.L (HANetf Sprott Uranium Miners UCITS ETF Acc) and PIGI.L (HANetf Digital Infrastructure and Connectivity UCITS ETF) are both exchange-traded funds - URNP.L is a Commodity Producers Equities fund tracking the S&P Global Natural Resources TR USD, while PIGI.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past year, URNP.L returned 59.87% vs 15.64% for PIGI.L. At a 0.34 correlation, their price movements are largely independent. URNP.L charges 0.85%/yr vs 0.69%/yr for PIGI.L.
Performance
URNP.L vs. PIGI.L - Performance Comparison
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Returns By Period
In the year-to-date period, URNP.L achieves a 15.46% return, which is significantly higher than PIGI.L's 6.14% return.
URNP.L
- 1D
- 0.00%
- 1M
- -6.77%
- YTD
- 15.46%
- 6M
- 11.40%
- 1Y
- 59.87%
- 3Y*
- 25.15%
- 5Y*
- —
- 10Y*
- —
PIGI.L
- 1D
- -0.07%
- 1M
- 2.12%
- YTD
- 6.14%
- 6M
- 6.47%
- 1Y
- 15.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
URNP.L vs. PIGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
URNP.L HANetf Sprott Uranium Miners UCITS ETF Acc | 15.46% | 68.28% |
PIGI.L HANetf Digital Infrastructure and Connectivity UCITS ETF | 6.14% | 12.66% |
Correlation
The correlation between URNP.L and PIGI.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.34 |
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Return for Risk
URNP.L vs. PIGI.L — Risk / Return Rank
URNP.L
PIGI.L
URNP.L vs. PIGI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.L) and HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L). 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.
| URNP.L | PIGI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.38 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.59 | -0.18 |
| Martin ratioReturn relative to average drawdown | 5.24 | 8.80 | -3.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| URNP.L | PIGI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.91 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 2.09 | -1.69 |
Drawdowns
URNP.L vs. PIGI.L - Drawdown Comparison
The maximum URNP.L drawdown since its inception was -51.01%, which is greater than PIGI.L's maximum drawdown of -6.15%. Use the drawdown chart below to compare losses from any high point for URNP.L and PIGI.L.
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Drawdown Indicators
| URNP.L | PIGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.01% | -6.15% | -44.86% |
Max Drawdown (1Y)Largest decline over 1 year | -24.71% | -6.15% | -18.56% |
Max Drawdown (3Y)Largest decline over 3 years | -51.01% | — | — |
Current DrawdownCurrent decline from peak | -19.95% | -0.33% | -19.62% |
Average DrawdownAverage peak-to-trough decline | -17.85% | -1.17% | -16.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.38% | 1.81% | +9.57% |
Volatility
URNP.L vs. PIGI.L - Volatility Comparison
HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.L) has a higher volatility of 12.68% compared to HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L) at 1.33%. This indicates that URNP.L's price experiences larger fluctuations and is considered to be riskier than PIGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| URNP.L | PIGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.68% | 1.33% | +11.35% |
Volatility (6M)Calculated over the trailing 6-month period | 31.75% | 6.15% | +25.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.52% | 8.36% | +37.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.93% | 8.46% | +31.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.93% | 8.46% | +31.47% |
URNP.L vs. PIGI.L - Expense Ratio Comparison
URNP.L has a 0.85% expense ratio, which is higher than PIGI.L's 0.69% expense ratio.
Dividends
URNP.L vs. PIGI.L - Dividend Comparison
Neither URNP.L nor PIGI.L has paid dividends to shareholders.
Frequently Asked Questions
URNP.L and PIGI.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PIGI.L is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PIGI.L is cheaper with a 0.69% expense ratio, compared with 0.85% for URNP.L.
URNP.L is categorized as Commodity Producers Equities, while PIGI.L is Technology Equities. URNP.L tracks S&P Global Natural Resources TR USD, while PIGI.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.85% for URNP.L and 0.69% for PIGI.L.
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