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URNP.L vs. SGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URNP.L vs. SGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.L) and iShares Physical Gold ETC (SGLN.L). The values are adjusted to include any dividend payments, if applicable.

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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 SGLN.L's 3.89% return.


URNP.L

1D
0.00%
1M
-6.77%
YTD
15.46%
6M
11.40%
1Y
59.87%
3Y*
25.15%
5Y*
10Y*

SGLN.L

1D
0.70%
1M
-1.36%
YTD
3.89%
6M
5.42%
1Y
33.75%
3Y*
28.17%
5Y*
20.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URNP.L vs. SGLN.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
URNP.L
HANetf Sprott Uranium Miners UCITS ETF Acc
15.46%33.02%-12.04%50.65%-9.79%
SGLN.L
iShares Physical Gold ETC
3.89%53.66%28.20%7.24%-1.34%

Correlation

The correlation between URNP.L and SGLN.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

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

0.25

Correlation (All Time)
Calculated using the full available price history since May 9, 2022

0.19

Over the past year, URNP.L and SGLN.L have become more correlated (0.40) than their long-term average of 0.19, meaning their price movements have been converging.

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Return for Risk

URNP.L vs. SGLN.L — Risk / Return Rank

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

URNP.L
URNP.L Risk / Return Rank: 3939
Overall Rank
URNP.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
URNP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
URNP.L Omega Ratio Rank: 3737
Omega Ratio Rank
URNP.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
URNP.L Martin Ratio Rank: 3535
Martin Ratio Rank

SGLN.L
SGLN.L Risk / Return Rank: 4040
Overall Rank
SGLN.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SGLN.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGLN.L Omega Ratio Rank: 4747
Omega Ratio Rank
SGLN.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SGLN.L Martin Ratio Rank: 3434
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.

URNP.L vs. SGLN.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 iShares Physical Gold ETC (SGLN.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.LSGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratioReturn relative to maximum drawdown

2.41

1.91

+0.50

Martin ratioReturn relative to average drawdown

5.24

5.05

+0.20

URNP.L vs. SGLN.L - Sharpe Ratio Comparison

The current URNP.L Sharpe Ratio is 1.31, which is comparable to the SGLN.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of URNP.L and SGLN.L, 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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Sharpe Ratios by Period


URNP.LSGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.45

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.55

-0.15

Drawdowns

URNP.L vs. SGLN.L - Drawdown Comparison

The maximum URNP.L drawdown since its inception was -51.01%, which is greater than SGLN.L's maximum drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for URNP.L and SGLN.L.


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Drawdown Indicators


URNP.LSGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.01%

-41.71%

-9.30%

Max Drawdown (1Y)

Largest decline over 1 year

-24.71%

-17.57%

-7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-51.01%

-17.57%

-33.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

Max Drawdown (10Y)

Largest decline over 10 years

-21.91%

Current Drawdown

Current decline from peak

-19.95%

-16.01%

-3.94%

Average Drawdown

Average peak-to-trough decline

-17.85%

-14.76%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.38%

6.67%

+4.71%

Volatility

URNP.L vs. SGLN.L - Volatility Comparison

HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.L) has a higher volatility of 12.68% compared to iShares Physical Gold ETC (SGLN.L) at 5.08%. This indicates that URNP.L's price experiences larger fluctuations and is considered to be riskier than SGLN.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.LSGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.68%

5.08%

+7.60%

Volatility (6M)

Calculated over the trailing 6-month period

31.75%

20.08%

+11.67%

Volatility (1Y)

Calculated over the trailing 1-year period

45.52%

23.19%

+22.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.93%

16.30%

+23.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.93%

15.78%

+24.15%

URNP.L vs. SGLN.L - Expense Ratio Comparison

URNP.L has a 0.85% expense ratio, which is higher than SGLN.L's 0.12% expense ratio.


Dividends

URNP.L vs. SGLN.L - Dividend Comparison

Neither URNP.L nor SGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


URNP.L and SGLN.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLN.L is cheaper with a 0.12% expense ratio, compared with 0.85% for URNP.L.

URNP.L is categorized as Commodity Producers Equities, while SGLN.L is Gold. URNP.L tracks S&P Global Natural Resources TR USD, while SGLN.L tracks LBMA Gold Price. They also come from different issuers: HANetf and iShares. Their fees differ too: 0.85% for URNP.L and 0.12% for SGLN.L.

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