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UCIB vs. BDCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCIB vs. BDCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS CMCI Total Return ETN Series B (UCIB) and ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UCIB achieves a 23.71% return, which is significantly higher than BDCX's -9.12% return.


UCIB

1D
2.52%
1M
0.75%
YTD
23.71%
6M
24.60%
1Y
32.69%
3Y*
14.28%
5Y*
12.32%
10Y*
10.57%

BDCX

1D
3.87%
1M
-7.74%
YTD
-9.12%
6M
-11.17%
1Y
-14.37%
3Y*
4.52%
5Y*
2.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCIB vs. BDCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UCIB
ETRACS CMCI Total Return ETN Series B
23.71%8.97%6.58%-2.26%18.24%37.34%27.99%
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-9.12%-10.42%15.32%35.33%-17.67%52.70%24.50%

Correlation

The correlation between UCIB and BDCX is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.10

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.19

The correlation between UCIB and BDCX shifts across timeframes, from -0.02 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UCIB vs. BDCX — Risk / Return Rank

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

UCIB
UCIB Risk / Return Rank: 3939
Overall Rank
UCIB Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UCIB Sortino Ratio Rank: 2828
Sortino Ratio Rank
UCIB Omega Ratio Rank: 5050
Omega Ratio Rank
UCIB Calmar Ratio Rank: 4343
Calmar Ratio Rank
UCIB Martin Ratio Rank: 4444
Martin Ratio Rank

BDCX
BDCX Risk / Return Rank: 55
Overall Rank
BDCX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BDCX Sortino Ratio Rank: 55
Sortino Ratio Rank
BDCX Omega Ratio Rank: 55
Omega Ratio Rank
BDCX Calmar Ratio Rank: 55
Calmar Ratio Rank
BDCX Martin Ratio Rank: 55
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.

UCIB vs. BDCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS CMCI Total Return ETN Series B (UCIB) and ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX). 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.


UCIBBDCXDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+2.10

Omega ratioGain probability vs. loss probability

1.31

0.93

+0.37

Calmar ratioReturn relative to maximum drawdown

2.12

-0.47

+2.59

Martin ratioReturn relative to average drawdown

7.10

-0.84

+7.94

UCIB vs. BDCX - Sharpe Ratio Comparison

The current UCIB Sharpe Ratio is 1.03, which is higher than the BDCX Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of UCIB and BDCX, 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


UCIBBDCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

-0.53

+1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.08

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.45

-0.06

Drawdowns

UCIB vs. BDCX - Drawdown Comparison

The maximum UCIB drawdown since its inception was -36.94%, which is greater than BDCX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for UCIB and BDCX.


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Drawdown Indicators


UCIBBDCXDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-34.96%

-1.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.53%

-30.46%

+14.93%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-33.39%

+17.21%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

-34.96%

+14.01%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

Current Drawdown

Current decline from peak

-13.40%

-26.14%

+12.74%

Average Drawdown

Average peak-to-trough decline

-9.06%

-10.08%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

17.20%

-12.58%

Volatility

UCIB vs. BDCX - Volatility Comparison

ETRACS CMCI Total Return ETN Series B (UCIB) has a higher volatility of 16.26% compared to ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) at 8.67%. This indicates that UCIB's price experiences larger fluctuations and is considered to be riskier than BDCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCIBBDCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.26%

8.67%

+7.59%

Volatility (6M)

Calculated over the trailing 6-month period

31.13%

22.74%

+8.39%

Volatility (1Y)

Calculated over the trailing 1-year period

31.80%

27.47%

+4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.76%

26.56%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.23%

26.94%

-3.71%

UCIB vs. BDCX - Expense Ratio Comparison

UCIB has a 0.55% expense ratio, which is lower than BDCX's 0.95% expense ratio.


Dividends

UCIB vs. BDCX - Dividend Comparison

UCIB has not paid dividends to shareholders, while BDCX's dividend yield for the trailing twelve months is around 19.69%.


PositionTTM202520242023202220212020
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
19.69%19.17%15.28%14.71%17.47%11.52%6.32%
UCIB
ETRACS CMCI Total Return ETN Series B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UCIB and BDCX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCIB has higher volatility (16.26%) compared to BDCX (8.67%). In terms of maximum drawdown, UCIB dropped -36.94% vs BDCX's -34.96%.

On 5-year performance, UCIB leads with 12.32% vs 2.16% for BDCX. On fees, UCIB is cheaper at 0.55% per year. On volatility, BDCX has been the lower-risk option at 8.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UCIB has performed better with a 12.32% return vs 2.16%. 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 0.95% for BDCX.

BDCX has the higher dividend yield at 19.69%, compared with 0.00% for UCIB.

UCIB is categorized as Commodities, while BDCX is Leveraged Equities. UCIB tracks UBS Bloomberg CMCI Index, while BDCX tracks MVIS US Business Development Companies (150%). Their fees differ too: 0.55% for UCIB and 0.95% for BDCX.

UCIB currently has the higher Sharpe Ratio (1.03 vs -0.53), 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

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