UC15.L vs. UD06.L
Compare and contrast key facts about UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) and UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L).
UC15.L and UD06.L 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. UD06.L is a passively managed fund by UBS that tracks the performance of the UBS BCOM Constant Maturity Commodity (GBP Hedged). It was launched on Mar 1, 2018. Both UC15.L and UD06.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
UC15.L vs. UD06.L - Performance Comparison
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UC15.L vs. UD06.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -3.63% |
UD06.L UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc | 16.50% | 17.64% | 4.23% | -6.66% | 16.62% | 29.24% | 0.29% | 3.70% | -11.14% |
Returns By Period
The year-to-date returns for both investments are quite close, with UC15.L having a 16.32% return and UD06.L slightly higher at 16.50%.
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%
UD06.L
- 1D
- 0.32%
- 1M
- 5.04%
- YTD
- 16.50%
- 6M
- 23.46%
- 1Y
- 25.57%
- 3Y*
- 11.53%
- 5Y*
- 13.50%
- 10Y*
- —
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UC15.L vs. UD06.L - Expense Ratio Comparison
Both UC15.L and UD06.L have an expense ratio of 0.34%.
Return for Risk
UC15.L vs. UD06.L — Risk / Return Rank
UC15.L
UD06.L
UC15.L vs. UD06.L - 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 UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L). 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.L | UD06.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.81 | -0.68 |
Sortino ratioReturn per unit of downside risk | 1.55 | 2.36 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.70 | 3.75 | -1.05 |
Martin ratioReturn relative to average drawdown | 6.32 | 10.53 | -4.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UC15.L | UD06.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.81 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.92 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.59 | -0.27 |
Correlation
The correlation between UC15.L and UD06.L is 0.69, 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. UD06.L - Dividend Comparison
Neither UC15.L nor UD06.L has paid dividends to shareholders.
Drawdowns
UC15.L vs. UD06.L - Drawdown Comparison
The maximum UC15.L drawdown since its inception was -42.93%, which is greater than UD06.L's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for UC15.L and UD06.L.
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Drawdown Indicators
| UC15.L | UD06.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.93% | -32.66% | -10.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -8.82% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -17.43% | -23.45% | +6.02% |
Max Drawdown (10Y)Largest decline over 10 years | -30.26% | — | — |
Current DrawdownCurrent decline from peak | -2.90% | -0.65% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -15.34% | -11.96% | -3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.42% | +0.22% |
Volatility
UC15.L vs. UD06.L - Volatility Comparison
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) has a higher volatility of 6.90% compared to UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L) at 4.63%. This indicates that UC15.L's price experiences larger fluctuations and is considered to be riskier than UD06.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UC15.L | UD06.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 4.63% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 10.83% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 14.04% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 14.65% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.72% | 13.67% | +1.05% |