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

Performance

UC15.L vs. XGLE.L - 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 Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC15.L is traded in GBp, while XGLE.L is traded in EUR. To make them comparable, the XGLE.L 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 21.49% return, which is significantly higher than XGLE.L's -0.71% return. Over the past 10 years, UC15.L has outperformed XGLE.L with an annualized return of 9.68%, while XGLE.L has yielded a comparatively lower 0.62% annualized return.


UC15.L

1D
-1.31%
1M
0.83%
YTD
21.49%
6M
20.94%
1Y
31.35%
3Y*
10.32%
5Y*
12.77%
10Y*
9.68%

XGLE.L

1D
0.14%
1M
0.04%
YTD
-0.71%
6M
-0.83%
1Y
2.93%
3Y*
2.48%
5Y*
-2.16%
10Y*
0.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC15.L vs. XGLE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
21.49%2.57%6.44%-6.52%29.97%36.11%-2.49%5.31%-5.25%-2.80%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
-0.71%5.95%-2.94%4.66%-14.01%-9.34%10.68%0.57%1.78%4.23%

Correlation

The correlation between UC15.L and XGLE.L is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.29

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

-0.14

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

-0.14

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2013

0.07

The correlation between UC15.L and XGLE.L shifts across timeframes, from -0.29 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UC15.L vs. XGLE.L — 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: 7171
Overall Rank
UC15.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UC15.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
UC15.L Omega Ratio Rank: 6565
Omega Ratio Rank
UC15.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
UC15.L Martin Ratio Rank: 7575
Martin Ratio Rank

XGLE.L
XGLE.L Risk / Return Rank: 99
Overall Rank
XGLE.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XGLE.L Sortino Ratio Rank: 88
Sortino Ratio Rank
XGLE.L Omega Ratio Rank: 88
Omega Ratio Rank
XGLE.L Calmar Ratio Rank: 99
Calmar Ratio Rank
XGLE.L Martin Ratio Rank: 99
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. XGLE.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 Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.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.LXGLE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+2.06

Omega ratioGain probability vs. loss probability

1.39

1.08

+0.30

Calmar ratioReturn relative to maximum drawdown

5.23

0.57

+4.65

Martin ratioReturn relative to average drawdown

13.93

1.28

+12.65

UC15.L vs. XGLE.L - Sharpe Ratio Comparison

The current UC15.L Sharpe Ratio is 2.12, which is higher than the XGLE.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of UC15.L and XGLE.L, 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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Sharpe Ratios by Period


UC15.LXGLE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

0.46

+1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

-0.29

+1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.07

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.24

+0.10

Drawdowns

UC15.L vs. XGLE.L - Drawdown Comparison

The maximum UC15.L drawdown since its inception was -42.93%, which is greater than XGLE.L's maximum drawdown of -26.78%. Use the drawdown chart below to compare losses from any high point for UC15.L and XGLE.L.


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Drawdown Indicators


UC15.LXGLE.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.93%

-26.78%

-16.15%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

-4.53%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-13.98%

-6.20%

-7.78%

Max Drawdown (5Y)

Largest decline over 5 years

-17.43%

-20.99%

+3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-30.26%

-26.78%

-3.48%

Current Drawdown

Current decline from peak

-3.53%

-18.93%

+15.40%

Average Drawdown

Average peak-to-trough decline

-15.17%

-10.13%

-5.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.04%

+0.28%

Volatility

UC15.L vs. XGLE.L - Volatility Comparison

UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) has a higher volatility of 5.07% compared to Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) at 2.02%. This indicates that UC15.L's price experiences larger fluctuations and is considered to be riskier than XGLE.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.LXGLE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

2.02%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

4.33%

+8.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

5.58%

+9.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

7.50%

+7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.80%

8.54%

+6.26%

UC15.L vs. XGLE.L - Expense Ratio Comparison

UC15.L has a 0.34% expense ratio, which is higher than XGLE.L's 0.15% expense ratio.


Dividends

UC15.L vs. XGLE.L - Dividend Comparison

Neither UC15.L nor XGLE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UC15.L and XGLE.L have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGLE.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGLE.L is cheaper with a 0.15% expense ratio, compared with 0.34% for UC15.L.

UC15.L is categorized as Commodities, while XGLE.L is European Government Bonds. UC15.L tracks UBS CMCI, while XGLE.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: UBS and DWS. Their fees differ too: 0.34% for UC15.L and 0.15% for XGLE.L.

Portfolio Optimizer

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