PortfoliosLab logoPortfoliosLab logo
WTI2.DE vs. URNG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTI2.DE vs. URNG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) and Global X Uranium UCITS ETF USD Accumulating (URNG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

WTI2.DE is traded in EUR, while URNG.L is traded in GBP. To make them comparable, the URNG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WTI2.DE achieves a 49.52% return, which is significantly higher than URNG.L's 19.35% return.


WTI2.DE

1D
-0.85%
1M
17.78%
YTD
49.52%
6M
47.97%
1Y
85.59%
3Y*
30.72%
5Y*
17.06%
10Y*

URNG.L

1D
-0.55%
1M
-11.17%
YTD
19.35%
6M
8.42%
1Y
56.94%
3Y*
35.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTI2.DE vs. URNG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
WTI2.DE
WisdomTree Artificial Intelligence UCITS ETF USD Acc
49.52%9.72%18.67%52.33%-23.95%
URNG.L
Global X Uranium UCITS ETF USD Accumulating
19.35%50.23%7.93%33.63%-18.41%

Correlation

The correlation between WTI2.DE and URNG.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.50

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2022

0.52

The correlation between WTI2.DE and URNG.L has been stable across timeframes, ranging from 0.50 to 0.58 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WTI2.DE vs. URNG.L — Risk / Return Rank

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

WTI2.DE
WTI2.DE Risk / Return Rank: 8888
Overall Rank
WTI2.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
WTI2.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
WTI2.DE Omega Ratio Rank: 8383
Omega Ratio Rank
WTI2.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
WTI2.DE Martin Ratio Rank: 8888
Martin Ratio Rank

URNG.L
URNG.L Risk / Return Rank: 3737
Overall Rank
URNG.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
URNG.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
URNG.L Omega Ratio Rank: 3636
Omega Ratio Rank
URNG.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
URNG.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.

WTI2.DE vs. URNG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) and Global X Uranium UCITS ETF USD Accumulating (URNG.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.


WTI2.DEURNG.LDifference
Sharpe ratioReturn per unit of total volatility

+2.10

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.50

1.22

+0.28

Calmar ratioReturn relative to maximum drawdown

5.80

1.80

+4.00

Martin ratioReturn relative to average drawdown

18.86

4.62

+14.24

WTI2.DE vs. URNG.L - Sharpe Ratio Comparison

The current WTI2.DE Sharpe Ratio is 3.32, which is higher than the URNG.L Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of WTI2.DE and URNG.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.


Loading charts...

Sharpe Ratios by Period


WTI2.DEURNG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.32

1.22

+2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.50

+0.42

Drawdowns

WTI2.DE vs. URNG.L - Drawdown Comparison

The maximum WTI2.DE drawdown since its inception was -40.18%, roughly equal to the maximum URNG.L drawdown of -40.59%. Use the drawdown chart below to compare losses from any high point for WTI2.DE and URNG.L.


Loading charts...

Drawdown Indicators


WTI2.DEURNG.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.18%

-40.59%

+0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-15.08%

-33.35%

+18.27%

Max Drawdown (3Y)

Largest decline over 3 years

-35.27%

-40.59%

+5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-40.18%

Current Drawdown

Current decline from peak

-1.11%

-13.82%

+12.71%

Average Drawdown

Average peak-to-trough decline

-11.09%

-12.94%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

13.03%

-8.38%

Volatility

WTI2.DE vs. URNG.L - Volatility Comparison

The current volatility for WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) is 9.87%, while Global X Uranium UCITS ETF USD Accumulating (URNG.L) has a volatility of 14.95%. This indicates that WTI2.DE experiences smaller price fluctuations and is considered to be less risky than URNG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WTI2.DEURNG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.87%

14.95%

-5.08%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

34.34%

-15.17%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

49.31%

-22.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.39%

39.90%

-13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.77%

39.90%

-13.13%

WTI2.DE vs. URNG.L - Expense Ratio Comparison

WTI2.DE has a 0.40% expense ratio, which is lower than URNG.L's 0.65% expense ratio.


Dividends

WTI2.DE vs. URNG.L - Dividend Comparison

Neither WTI2.DE nor URNG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WTI2.DE and URNG.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTI2.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTI2.DE is cheaper with a 0.40% expense ratio, compared with 0.65% for URNG.L.

WTI2.DE is categorized as Technology Equities, while URNG.L is Commodity Producers Equities. WTI2.DE tracks Nasdaq CTA Artificial Intelligence, while URNG.L tracks Solactive Global Uranium & Nuclear Components. They also come from different issuers: WisdomTree and Global X. Their fees differ too: 0.40% for WTI2.DE and 0.65% for URNG.L.

Portfolio Optimizer

Find the right allocation for WTI2.DE and URNG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer