PortfoliosLab logoPortfoliosLab logo
CCRV vs. UEQU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCRV vs. UEQU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodity Curve Carry Strategy ETF (CCRV) and UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CCRV is traded in USD, while UEQU.DE is traded in EUR. To make them comparable, the UEQU.DE values have been converted to USD using the latest available exchange rates.

Returns By Period


CCRV

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

UEQU.DE

1D
-1.82%
1M
-7.88%
YTD
14.36%
6M
16.37%
1Y
25.57%
3Y*
14.97%
5Y*
11.49%
10Y*
10.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCRV vs. UEQU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CCRV
iShares Commodity Curve Carry Strategy ETF
0.00%-0.05%5.74%5.47%19.91%33.78%7.16%
UEQU.DE
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc
14.36%20.07%6.57%-5.43%13.71%34.77%7.06%

Correlation

The correlation between CCRV and UEQU.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2020

0.58

Over the past year, the correlation between CCRV and UEQU.DE has dropped to 0.09 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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

CCRV vs. UEQU.DE — Risk / Return Rank

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

CCRV

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


UEQU.DE
UEQU.DE Risk / Return Rank: 6464
Overall Rank
UEQU.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
UEQU.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
UEQU.DE Omega Ratio Rank: 5454
Omega Ratio Rank
UEQU.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
UEQU.DE Martin Ratio Rank: 7373
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.

CCRV vs. UEQU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodity Curve Carry Strategy ETF (CCRV) and UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CCRVUEQU.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.61

Martin ratioReturn relative to average drawdown

10.34

CCRV vs. UEQU.DE - Sharpe Ratio Comparison


Loading charts...

Drawdowns

CCRV vs. UEQU.DE - Drawdown Comparison


Loading charts...

Drawdown Indicators


CCRVUEQU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.74%

Max Drawdown (3Y)

Largest decline over 3 years

-13.00%

Max Drawdown (5Y)

Largest decline over 5 years

-22.89%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

Current Drawdown

Current decline from peak

-9.74%

Average Drawdown

Average peak-to-trough decline

-9.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

Volatility

CCRV vs. UEQU.DE - Volatility Comparison


Loading charts...

Volatility by Period


CCRVUEQU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

CCRV vs. UEQU.DE - Expense Ratio Comparison

CCRV has a 0.40% expense ratio, which is higher than UEQU.DE's 0.34% expense ratio.


Dividends

CCRV vs. UEQU.DE - Dividend Comparison

Neither CCRV nor UEQU.DE has paid dividends to shareholders.


PositionTTM20252024202320222021
CCRV
iShares Commodity Curve Carry Strategy ETF
0.00%0.00%4.43%7.26%33.27%26.22%
UEQU.DE
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CCRV and UEQU.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UEQU.DE is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEQU.DE is cheaper with a 0.34% expense ratio, compared with 0.40% for CCRV.

CCRV tracks CCRV-US - ICE BofA Commodity Enhanced Carry Index, while UEQU.DE tracks UBS CMCI Ex Agriculture Ex Livestock Capped. They also come from different issuers: iShares and UBS. Their fees differ too: 0.40% for CCRV and 0.34% for UEQU.DE.

Portfolio Optimizer

Find the right allocation for CCRV and UEQU.DE

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