PortfoliosLab logoPortfoliosLab logo
MLPB vs. UCIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPB vs. UCIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) and ETRACS CMCI Total Return ETN Series B (UCIB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with MLPB having a 17.00% return and UCIB slightly higher at 17.40%. Over the past 10 years, MLPB has underperformed UCIB with an annualized return of 8.03%, while UCIB has yielded a comparatively higher 9.99% annualized return.


MLPB

1D
2.04%
1M
-6.13%
YTD
17.00%
6M
16.53%
1Y
18.65%
3Y*
21.94%
5Y*
18.51%
10Y*
8.03%

UCIB

1D
-0.15%
1M
-5.98%
YTD
17.40%
6M
17.51%
1Y
22.65%
3Y*
11.68%
5Y*
11.67%
10Y*
9.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPB vs. UCIB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
17.00%7.40%25.53%22.01%30.22%39.42%-30.80%5.69%-8.79%-9.71%
UCIB
ETRACS CMCI Total Return ETN Series B
17.40%8.97%6.58%-2.26%18.24%37.34%1.10%10.86%-9.48%5.85%

Correlation

The correlation between MLPB and UCIB is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.24

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

0.32

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

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2015

0.31

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

MLPB vs. UCIB — Risk / Return Rank

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

MLPB
MLPB Risk / Return Rank: 3939
Overall Rank
MLPB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MLPB Sortino Ratio Rank: 4040
Sortino Ratio Rank
MLPB Omega Ratio Rank: 3737
Omega Ratio Rank
MLPB Calmar Ratio Rank: 4141
Calmar Ratio Rank
MLPB Martin Ratio Rank: 3737
Martin Ratio Rank

UCIB
UCIB Risk / Return Rank: 2727
Overall Rank
UCIB Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
UCIB Sortino Ratio Rank: 2121
Sortino Ratio Rank
UCIB Omega Ratio Rank: 3535
Omega Ratio Rank
UCIB Calmar Ratio Rank: 2727
Calmar Ratio Rank
UCIB Martin Ratio Rank: 3030
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.

MLPB vs. UCIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) and ETRACS CMCI Total Return ETN Series B (UCIB). 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.


MLPBUCIBDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.24

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

1.93

1.28

+0.66

Martin ratioReturn relative to average drawdown

5.43

3.95

+1.48

MLPB vs. UCIB - Sharpe Ratio Comparison

The current MLPB Sharpe Ratio is 1.37, which is higher than the UCIB Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MLPB and UCIB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MLPB vs. UCIB - Drawdown Comparison

The maximum MLPB drawdown since its inception was -71.93%, which is greater than UCIB's maximum drawdown of -51.29%. Use the drawdown chart below to compare losses from any high point for MLPB and UCIB.


Loading charts...

Drawdown Indicators


MLPBUCIBDifference

Max Drawdown

Largest peak-to-trough decline

-71.93%

-51.29%

-20.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-17.82%

+8.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-17.82%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

-20.95%

+0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-71.93%

-36.94%

-34.99%

Current Drawdown

Current decline from peak

-6.86%

-17.82%

+10.96%

Average Drawdown

Average peak-to-trough decline

-14.78%

-21.03%

+6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

5.76%

-2.32%

Volatility

MLPB vs. UCIB - Volatility Comparison

The current volatility for ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) is 5.33%, while ETRACS CMCI Total Return ETN Series B (UCIB) has a volatility of 7.47%. This indicates that MLPB experiences smaller price fluctuations and is considered to be less risky than UCIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MLPBUCIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

7.47%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

31.71%

-21.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

32.37%

-18.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

26.86%

-6.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.16%

23.33%

+3.83%

MLPB vs. UCIB - Expense Ratio Comparison

MLPB has a 0.85% expense ratio, which is higher than UCIB's 0.55% expense ratio.


Dividends

MLPB vs. UCIB - Dividend Comparison

MLPB's dividend yield for the trailing twelve months is around 5.99%, while UCIB has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
5.99%6.51%5.95%6.37%6.00%6.98%11.93%7.98%8.11%7.23%6.85%
UCIB
ETRACS CMCI Total Return ETN Series B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MLPB and UCIB have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCIB has higher volatility (7.47%) compared to MLPB (5.33%). In terms of maximum drawdown, MLPB dropped -71.93% vs UCIB's -51.29%.

On 10-year performance, UCIB leads with 9.99% vs 8.03% for MLPB. On fees, UCIB is cheaper at 0.55% per year. On volatility, MLPB has been the lower-risk option at 5.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UCIB has performed better with a 9.99% return vs 8.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UCIB is cheaper with a 0.55% expense ratio, compared with 0.85% for MLPB.

MLPB has the higher dividend yield at 5.99%, compared with 0.00% for UCIB.

MLPB is categorized as MLPs, while UCIB is Commodities. MLPB tracks Alerian MLP Infrastructure Index, while UCIB tracks UBS Bloomberg CMCI Index. Their fees differ too: 0.85% for MLPB and 0.55% for UCIB.

MLPB currently has the higher Sharpe Ratio (1.37 vs 0.70), 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

Find the right allocation for MLPB and UCIB

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