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XRLV vs. URA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XRLV vs. URA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF (XRLV) and Global X Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

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XRLV vs. URA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRLV
Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF
6.34%4.11%14.11%0.06%-4.77%27.39%2.56%29.80%-3.28%23.51%
URA
Global X Uranium ETF
15.28%67.18%-0.58%46.25%-11.32%57.57%41.33%-3.54%-22.11%19.36%

Returns By Period


XRLV

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

URA

1D
1.71%
1M
-12.74%
YTD
15.28%
6M
6.95%
1Y
123.62%
3Y*
41.34%
5Y*
25.08%
10Y*
16.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XRLV vs. URA - Expense Ratio Comparison

XRLV has a 0.25% expense ratio, which is lower than URA's 0.69% expense ratio.


Return for Risk

XRLV vs. URA — Risk / Return Rank

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

XRLV

URA
URA Risk / Return Rank: 9292
Overall Rank
URA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
URA Sortino Ratio Rank: 9494
Sortino Ratio Rank
URA Omega Ratio Rank: 8888
Omega Ratio Rank
URA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URA Martin Ratio Rank: 8686
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.

XRLV vs. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF (XRLV) and Global X Uranium ETF (URA). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XRLV vs. URA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XRLVURADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

Correlation

The correlation between XRLV and URA is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XRLV vs. URA - Dividend Comparison

XRLV's dividend yield for the trailing twelve months is around 1.86%, less than URA's 4.23% yield.


TTM20252024202320222021202020192018201720162015
XRLV
Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF
1.86%2.15%1.94%2.57%1.96%1.26%1.65%1.66%1.76%1.39%1.71%1.07%
URA
Global X Uranium ETF
4.23%4.88%2.86%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%

Drawdowns

XRLV vs. URA - Drawdown Comparison


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Drawdown Indicators


XRLVURADifference

Max Drawdown

Largest peak-to-trough decline

-93.54%

Max Drawdown (1Y)

Largest decline over 1 year

-28.43%

Max Drawdown (5Y)

Largest decline over 5 years

-37.90%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

Current Drawdown

Current decline from peak

-44.10%

Average Drawdown

Average peak-to-trough decline

-75.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.89%

Volatility

XRLV vs. URA - Volatility Comparison


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Volatility by Period


XRLVURADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.44%

Volatility (6M)

Calculated over the trailing 6-month period

38.51%

Volatility (1Y)

Calculated over the trailing 1-year period

49.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.22%