XCLR vs. URNM
Compare and contrast key facts about Global X S&P 500 Collar 95-110 ETF (XCLR) and NorthShore Global Uranium Mining ETF (URNM).
XCLR and URNM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XCLR is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 3-Month Collar 95-110 Index. It was launched on Aug 25, 2021. URNM is a passively managed fund by Exchange Traded Concepts that tracks the performance of the North Shore Global Uranium Mining Index. It was launched on Dec 3, 2019. Both XCLR and URNM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XCLR or URNM.
Key characteristics
| XCLR | URNM | |
|---|---|---|
| YTD Return | 22.80% | -3.63% |
| 1Y Return | 33.71% | 6.96% |
| 3Y Return (Ann) | 7.54% | 0.09% |
| Sharpe Ratio | 3.41 | 0.22 |
| Sortino Ratio | 4.87 | 0.62 |
| Omega Ratio | 1.65 | 1.07 |
| Calmar Ratio | 0.77 | 0.25 |
| Martin Ratio | 21.73 | 0.54 |
| Ulcer Index | 1.51% | 16.61% |
| Daily Std Dev | 9.63% | 40.22% |
| Max Drawdown | -46.74% | -42.55% |
| Current Drawdown | -23.16% | -20.90% |
Correlation
The correlation between XCLR and URNM 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.
Performance
XCLR vs. URNM - Performance Comparison
In the year-to-date period, XCLR achieves a 22.80% return, which is significantly higher than URNM's -3.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XCLR vs. URNM - Expense Ratio Comparison
XCLR has a 0.60% expense ratio, which is lower than URNM's 0.85% expense ratio.
Risk-Adjusted Performance
XCLR vs. URNM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Collar 95-110 ETF (XCLR) and NorthShore Global Uranium Mining ETF (URNM). 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.
Dividends
XCLR vs. URNM - Dividend Comparison
XCLR's dividend yield for the trailing twelve months is around 1.07%, less than URNM's 3.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
XCLR Global X S&P 500 Collar 95-110 ETF | 1.07% | 1.39% | 1.01% | 2.58% | 0.00% |
URNM NorthShore Global Uranium Mining ETF | 3.76% | 3.63% | 0.00% | 6.70% | 2.57% |
Drawdowns
XCLR vs. URNM - Drawdown Comparison
The maximum XCLR drawdown since its inception was -46.74%, which is greater than URNM's maximum drawdown of -42.55%. Use the drawdown chart below to compare losses from any high point for XCLR and URNM. For additional features, visit the drawdowns tool.
Volatility
XCLR vs. URNM - Volatility Comparison
The current volatility for Global X S&P 500 Collar 95-110 ETF (XCLR) is 3.17%, while NorthShore Global Uranium Mining ETF (URNM) has a volatility of 10.13%. This indicates that XCLR experiences smaller price fluctuations and is considered to be less risky than URNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.