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EXXY.DE vs. UIQK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXXY.DE vs. UIQK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXXY.DE achieves a 15.12% return, which is significantly lower than UIQK.DE's 17.07% return. Over the past 10 years, EXXY.DE has underperformed UIQK.DE with an annualized return of 4.76%, while UIQK.DE has yielded a comparatively higher 8.02% annualized return.


EXXY.DE

1D
0.64%
1M
-8.11%
YTD
15.12%
6M
15.79%
1Y
26.55%
3Y*
8.85%
5Y*
10.00%
10Y*
4.76%

UIQK.DE

1D
0.54%
1M
-5.07%
YTD
17.07%
6M
19.04%
1Y
24.09%
3Y*
8.78%
5Y*
11.67%
10Y*
8.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXY.DE vs. UIQK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXXY.DE
iShares Diversified Commodity Swap UCITS ETF (DE)
15.12%3.90%10.13%-10.88%20.77%39.23%-14.34%8.73%-6.17%-12.22%
UIQK.DE
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
17.07%-1.67%10.72%-4.23%22.43%46.71%-8.90%12.48%-6.36%-6.03%

Correlation

The correlation between EXXY.DE and UIQK.DE is 0.88, 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

0.88

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

0.91

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

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2010

0.83

The correlation between EXXY.DE and UIQK.DE has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

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Return for Risk

EXXY.DE vs. UIQK.DE — Risk / Return Rank

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

EXXY.DE
EXXY.DE Risk / Return Rank: 4646
Overall Rank
EXXY.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
EXXY.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
EXXY.DE Omega Ratio Rank: 4444
Omega Ratio Rank
EXXY.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
EXXY.DE Martin Ratio Rank: 5353
Martin Ratio Rank

UIQK.DE
UIQK.DE Risk / Return Rank: 5959
Overall Rank
UIQK.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
UIQK.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
UIQK.DE Omega Ratio Rank: 4949
Omega Ratio Rank
UIQK.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
UIQK.DE Martin Ratio Rank: 6666
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.

EXXY.DE vs. UIQK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.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.


EXXY.DEUIQK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.26

1.28

-0.03

Calmar ratioReturn relative to maximum drawdown

2.22

3.11

-0.89

Martin ratioReturn relative to average drawdown

8.06

10.57

-2.52

EXXY.DE vs. UIQK.DE - Sharpe Ratio Comparison

The current EXXY.DE Sharpe Ratio is 1.40, which is comparable to the UIQK.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of EXXY.DE and UIQK.DE, 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

EXXY.DE vs. UIQK.DE - Drawdown Comparison

The maximum EXXY.DE drawdown since its inception was -65.59%, roughly equal to the maximum UIQK.DE drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for EXXY.DE and UIQK.DE.


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Drawdown Indicators


EXXY.DEUIQK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.59%

-63.18%

-2.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-7.72%

-4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.32%

-15.43%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-28.01%

-17.37%

-10.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.55%

-30.71%

-2.84%

Current Drawdown

Current decline from peak

-22.55%

-7.22%

-15.33%

Average Drawdown

Average peak-to-trough decline

-40.03%

-33.70%

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.27%

+1.02%

Volatility

EXXY.DE vs. UIQK.DE - Volatility Comparison

iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a higher volatility of 4.13% compared to UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) at 3.50%. This indicates that EXXY.DE's price experiences larger fluctuations and is considered to be riskier than UIQK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXXY.DEUIQK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

3.50%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

17.28%

12.59%

+4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

14.55%

+4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

15.10%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.37%

14.45%

+0.92%

EXXY.DE vs. UIQK.DE - Expense Ratio Comparison

EXXY.DE has a 0.46% expense ratio, which is higher than UIQK.DE's 0.34% expense ratio.


Dividends

EXXY.DE vs. UIQK.DE - Dividend Comparison

Neither EXXY.DE nor UIQK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EXXY.DE and UIQK.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

UIQK.DE is cheaper with a 0.34% expense ratio, compared with 0.46% for EXXY.DE.

EXXY.DE tracks Bloomberg Commodity, while UIQK.DE tracks UBS CMCI. They also come from different issuers: iShares and UBS. Their fees differ too: 0.46% for EXXY.DE and 0.34% for UIQK.DE.

Portfolio Optimizer

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

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