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DIAL vs. UCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIAL vs. UCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Diversified Fixed Income Allocation ETF (DIAL) and First Trust TCW Unconstrained Plus Bond ETF (UCON). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIAL achieves a 0.94% return, which is significantly higher than UCON's 0.76% return.


DIAL

1D
-0.03%
1M
0.61%
YTD
0.94%
6M
1.01%
1Y
5.59%
3Y*
5.87%
5Y*
0.63%
10Y*

UCON

1D
0.02%
1M
0.50%
YTD
0.76%
6M
0.92%
1Y
5.01%
3Y*
5.89%
5Y*
2.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIAL vs. UCON - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DIAL
Columbia Diversified Fixed Income Allocation ETF
0.94%9.93%1.69%8.54%-16.13%-1.14%9.08%14.05%0.64%
UCON
First Trust TCW Unconstrained Plus Bond ETF
0.76%7.00%4.69%7.72%-5.72%1.02%6.54%7.39%1.11%

Correlation

The correlation between DIAL and UCON is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.75

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

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2018

0.52

Over the past year, DIAL and UCON have become more correlated (0.85) than their long-term average of 0.52, meaning their price movements have been converging.

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Return for Risk

DIAL vs. UCON — Risk / Return Rank

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

DIAL
DIAL Risk / Return Rank: 3939
Overall Rank
DIAL Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DIAL Sortino Ratio Rank: 4141
Sortino Ratio Rank
DIAL Omega Ratio Rank: 3939
Omega Ratio Rank
DIAL Calmar Ratio Rank: 3535
Calmar Ratio Rank
DIAL Martin Ratio Rank: 4242
Martin Ratio Rank

UCON
UCON Risk / Return Rank: 5050
Overall Rank
UCON Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UCON Sortino Ratio Rank: 5353
Sortino Ratio Rank
UCON Omega Ratio Rank: 5353
Omega Ratio Rank
UCON Calmar Ratio Rank: 4444
Calmar Ratio Rank
UCON Martin Ratio Rank: 4949
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.

DIAL vs. UCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Diversified Fixed Income Allocation ETF (DIAL) and First Trust TCW Unconstrained Plus Bond ETF (UCON). 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.


DIALUCONDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.24

1.31

-0.07

Calmar ratioReturn relative to maximum drawdown

1.68

2.05

-0.37

Martin ratioReturn relative to average drawdown

6.39

7.85

-1.46

DIAL vs. UCON - Sharpe Ratio Comparison

The current DIAL Sharpe Ratio is 1.35, which is comparable to the UCON Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of DIAL and UCON, 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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Drawdowns

DIAL vs. UCON - Drawdown Comparison

The maximum DIAL drawdown since its inception was -22.19%, which is greater than UCON's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for DIAL and UCON.


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Drawdown Indicators


DIALUCONDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-15.31%

-6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-2.45%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-7.01%

-2.85%

-4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-9.60%

-12.59%

Current Drawdown

Current decline from peak

-0.83%

-0.43%

-0.40%

Average Drawdown

Average peak-to-trough decline

-5.51%

-1.48%

-4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.64%

+0.24%

Volatility

DIAL vs. UCON - Volatility Comparison

Columbia Diversified Fixed Income Allocation ETF (DIAL) has a higher volatility of 1.36% compared to First Trust TCW Unconstrained Plus Bond ETF (UCON) at 0.85%. This indicates that DIAL's price experiences larger fluctuations and is considered to be riskier than UCON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIALUCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

0.85%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.38%

2.37%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

2.99%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.05%

3.90%

+3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.02%

5.88%

+1.14%

DIAL vs. UCON - Expense Ratio Comparison

DIAL has a 0.29% expense ratio, which is lower than UCON's 0.86% expense ratio.


Dividends

DIAL vs. UCON - Dividend Comparison

DIAL's dividend yield for the trailing twelve months is around 5.05%, more than UCON's 4.66% yield.


PositionTTM202520242023202220212020201920182017
DIAL
Columbia Diversified Fixed Income Allocation ETF
5.05%4.81%4.67%3.77%3.47%2.46%2.61%3.27%3.56%0.65%
UCON
First Trust TCW Unconstrained Plus Bond ETF
4.66%4.63%4.95%4.75%3.12%2.20%3.14%3.25%1.76%0.00%

Frequently Asked Questions


DIAL and UCON have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIAL has higher volatility (1.36%) compared to UCON (0.85%). In terms of maximum drawdown, DIAL dropped -22.19% vs UCON's -15.31%.

On 5-year performance, UCON leads with 2.78% vs 0.63% for DIAL. On fees, DIAL is cheaper at 0.29% per year. On volatility, UCON has been the lower-risk option at 0.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UCON has performed better with a 2.78% return vs 0.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIAL is cheaper with a 0.29% expense ratio, compared with 0.86% for UCON.

DIAL has the higher dividend yield at 5.05%, compared with 4.66% for UCON.

DIAL is categorized as Multisector Bonds, while UCON is Nontraditional Bonds. They also come from different issuers: Ameriprise Financial and First Trust. Their fees differ too: 0.29% for DIAL and 0.86% for UCON.

UCON currently has the higher Sharpe Ratio (1.69 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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