LYTR.DE vs. UIQK.DE
LYTR.DE (Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc) and UIQK.DE (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) are both Commodities funds - LYTR.DE tracks the Bloomberg Energy and Metals Equal-Weighted while UIQK.DE tracks the UBS CMCI. Both are passively managed. Over the past 10 years, LYTR.DE returned 9.05%/yr vs 8.63%/yr for UIQK.DE. Their correlation of 0.88 suggests significant overlap in exposure. LYTR.DE charges 0.30%/yr vs 0.34%/yr for UIQK.DE.
Performance
LYTR.DE vs. UIQK.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LYTR.DE achieves a 31.68% return, which is significantly higher than UIQK.DE's 22.10% return. Both investments have delivered pretty close results over the past 10 years, with LYTR.DE having a 9.05% annualized return and UIQK.DE not far behind at 8.63%.
LYTR.DE
- 1D
- -0.51%
- 1M
- 1.45%
- YTD
- 31.68%
- 6M
- 37.89%
- 1Y
- 63.68%
- 3Y*
- 20.31%
- 5Y*
- 17.81%
- 10Y*
- 9.05%
UIQK.DE
- 1D
- -1.26%
- 1M
- 1.24%
- YTD
- 22.10%
- 6M
- 22.34%
- 1Y
- 28.12%
- 3Y*
- 10.29%
- 5Y*
- 12.61%
- 10Y*
- 8.63%
LYTR.DE vs. UIQK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYTR.DE Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc | 31.68% | 17.61% | 13.31% | -15.11% | 27.05% | 52.41% | -19.51% | 14.38% | -6.19% | -11.98% |
UIQK.DE UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 22.10% | -1.67% | 10.72% | -4.23% | 22.43% | 46.71% | -8.90% | 12.48% | -6.36% | -6.03% |
Correlation
The correlation between LYTR.DE and UIQK.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 27, 2013 | 0.88 |
The correlation between LYTR.DE and UIQK.DE has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.
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
LYTR.DE vs. UIQK.DE — Risk / Return Rank
LYTR.DE
UIQK.DE
LYTR.DE vs. UIQK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.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.
| LYTR.DE | UIQK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.31 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.47 | 1.81 | +3.66 |
| Martin ratioReturn relative to average drawdown | 16.93 | 3.75 | +13.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LYTR.DE | UIQK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.83 | 1.11 | +1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.70 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.54 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.28 | -0.16 |
Drawdowns
LYTR.DE vs. UIQK.DE - Drawdown Comparison
The maximum LYTR.DE drawdown since its inception was -67.69%, which is greater than UIQK.DE's maximum drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and UIQK.DE.
Loading charts...
Drawdown Indicators
| LYTR.DE | UIQK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -40.58% | -27.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -15.84% | +4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -15.84% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -30.29% | -17.37% | -12.92% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -30.72% | -13.88% |
Current DrawdownCurrent decline from peak | -3.72% | -3.23% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -31.29% | -14.71% | -16.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 7.66% | -3.83% |
Volatility
LYTR.DE vs. UIQK.DE - Volatility Comparison
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) have volatilities of 5.20% and 5.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LYTR.DE | UIQK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 5.01% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 20.33% | 12.05% | +8.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.94% | 25.76% | -2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 17.74% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 15.90% | +2.30% |
LYTR.DE vs. UIQK.DE - Expense Ratio Comparison
LYTR.DE has a 0.30% expense ratio, which is lower than UIQK.DE's 0.34% expense ratio.
Dividends
LYTR.DE vs. UIQK.DE - Dividend Comparison
Neither LYTR.DE nor UIQK.DE has paid dividends to shareholders.
Frequently Asked Questions
LYTR.DE and UIQK.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYTR.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYTR.DE is cheaper with a 0.30% expense ratio, compared with 0.34% for UIQK.DE.
LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted, while UIQK.DE tracks UBS CMCI. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.30% for LYTR.DE and 0.34% for UIQK.DE.
Find the right allocation for LYTR.DE and UIQK.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