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UC15.L vs. COMT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

UC15.L vs. COMT

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) and iShares Commodities Select Strategy ETF (COMT).

UC15.L and COMT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UC15.L is a passively managed fund by UBS that tracks the performance of the UBS CMCI. It was launched on Dec 20, 2010. COMT is an actively managed fund by iShares. It was launched on Oct 15, 2014.

Performance

UC15.L vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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UC15.L vs. COMT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc		16.32%2.57%6.44%-6.52%29.97%36.11%-2.49%5.31%-5.25%-2.80%
COMT
iShares Commodities Select Strategy ETF		36.14%-1.48%7.81%-11.23%33.65%38.18%-21.04%6.60%-1.13%2.04%
Different Trading Currencies

UC15.L is traded in GBp, while COMT is traded in USD. To make them comparable, the COMT values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC15.L achieves a 16.32% return, which is significantly lower than COMT's 36.14% return. Over the past 10 years, UC15.L has underperformed COMT with an annualized return of 10.31%, while COMT has yielded a comparatively higher 10.86% annualized return.

UC15.L

1D
-2.23%
1M
6.87%
YTD
16.32%
6M
21.05%
1Y
16.42%
3Y*
7.30%
5Y*
14.01%
10Y*
10.31%

COMT

1D
-1.62%
1M
15.95%
YTD
36.14%
6M
36.43%
1Y
32.22%
3Y*
10.93%
5Y*
16.07%
10Y*
10.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc

iShares Commodities Select Strategy ETF

Often compared with UC15.L:
UC15.L vs. SGLN.LUC15.L vs. VUSA.LUC15.L vs. ENCG.LUC15.L vs. CMFP.LUC15.L vs. XBCU.LUC15.L vs. GDIG.LUC15.L vs. UD06.L
Often compared with COMT:
COMT vs. PDBCCOMT vs. GSGCOMT vs. VCMDXCOMT vs. COMCOMT vs. CMDYCOMT vs. BCICOMT vs. FTGC

UC15.L vs. COMT - Expense Ratio Comparison

UC15.L has a 0.34% expense ratio, which is lower than COMT's 0.48% expense ratio.

COMT
iShares Commodities Select Strategy ETF
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc

Return for Risk

UC15.L vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UC15.L
UC15.L Risk / Return Rank: 6363
Overall Rank
UC15.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
UC15.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
UC15.L Omega Ratio Rank: 5353
Omega Ratio Rank
UC15.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
UC15.L Martin Ratio Rank: 5858
Martin Ratio Rank
COMT
COMT Risk / Return Rank: 8484
Overall Rank
COMT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 8686
Sortino Ratio Rank
COMT Omega Ratio Rank: 8282
Omega Ratio Rank
COMT Calmar Ratio Rank: 8989
Calmar Ratio Rank
COMT Martin Ratio Rank: 7777
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.

UC15.L vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) and iShares Commodities Select Strategy ETF (COMT). 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.

UC15.LCOMTDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.53

-0.39

Sortino ratio

Return per unit of downside risk

1.55

2.11

-0.56

Omega ratio

Gain probability vs. loss probability

1.21

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

2.70

2.82

-0.12

Martin ratio

Return relative to average drawdown

6.32

6.39

-0.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UC15.L vs. COMT - Sharpe Ratio Comparison

The current UC15.L Sharpe Ratio is 1.13, which is comparable to the COMT Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of UC15.L and COMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

UC15.LCOMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.53

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.77

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.57

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.28

+0.04

Correlation

The correlation between UC15.L and COMT is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

UC15.L vs. COMT - Dividend Comparison

UC15.L has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.78%.

TTM20252024202320222021202020192018201720162015
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COMT
iShares Commodities Select Strategy ETF		5.78%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%

Drawdowns

UC15.L vs. COMT - Drawdown Comparison

The maximum UC15.L drawdown since its inception was -42.93%, smaller than the maximum COMT drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for UC15.L and COMT.

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Drawdown Indicators

UC15.LCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-42.93%

-51.89%

+8.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-11.84%

+3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.43%

-29.00%

+11.57%

Max Drawdown (10Y)

Largest decline over 10 years

-30.26%

-39.22%

+8.96%

Current Drawdown

Current decline from peak

-2.90%

-2.83%

-0.07%

Average Drawdown

Average peak-to-trough decline

-15.34%

-24.38%

+9.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

4.17%

-1.53%

Volatility

UC15.L vs. COMT - Volatility Comparison

The current volatility for UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) is 6.90%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 11.80%. This indicates that UC15.L experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UC15.LCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

11.80%

-4.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

16.20%

-5.75%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

21.22%

-6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

20.85%

-6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

19.21%

-4.49%