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UCIB vs. BYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCIB vs. BYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS CMCI Total Return ETN Series B (UCIB) and iShares Yield Optimized Bond ETF (BYLD). 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 17.40% return, which is significantly higher than BYLD's 1.50% return. Over the past 10 years, UCIB has outperformed BYLD with an annualized return of 9.99%, while BYLD has yielded a comparatively lower 2.97% annualized return.


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%

BYLD

1D
0.04%
1M
0.88%
YTD
1.50%
6M
1.48%
1Y
6.22%
3Y*
6.54%
5Y*
2.21%
10Y*
2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCIB vs. BYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BYLD
iShares Yield Optimized Bond ETF
1.50%8.41%4.17%8.30%-10.33%-1.25%4.25%12.79%-1.50%4.75%

Correlation

The correlation between UCIB and BYLD is -0.25, 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

-0.25

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

0.00

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

0.02

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

0.03

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

0.03

The correlation between UCIB and BYLD shifts across timeframes, from -0.25 (1 year) to 0.03 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

UCIB vs. BYLD — Risk / Return Rank

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

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

BYLD
BYLD Risk / Return Rank: 5252
Overall Rank
BYLD Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BYLD Sortino Ratio Rank: 5353
Sortino Ratio Rank
BYLD Omega Ratio Rank: 5151
Omega Ratio Rank
BYLD Calmar Ratio Rank: 4949
Calmar Ratio Rank
BYLD Martin Ratio Rank: 5656
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. BYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS CMCI Total Return ETN Series B (UCIB) and iShares Yield Optimized Bond ETF (BYLD). 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.


UCIBBYLDDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.22

1.31

-0.08

Calmar ratioReturn relative to maximum drawdown

1.28

2.30

-1.02

Martin ratioReturn relative to average drawdown

3.95

9.29

-5.34

UCIB vs. BYLD - Sharpe Ratio Comparison

The current UCIB Sharpe Ratio is 0.70, which is lower than the BYLD Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of UCIB and BYLD, 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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Drawdowns

UCIB vs. BYLD - Drawdown Comparison

The maximum UCIB drawdown since its inception was -51.29%, which is greater than BYLD's maximum drawdown of -14.75%. Use the drawdown chart below to compare losses from any high point for UCIB and BYLD.


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Drawdown Indicators


UCIBBYLDDifference

Max Drawdown

Largest peak-to-trough decline

-51.29%

-14.75%

-36.54%

Max Drawdown (1Y)

Largest decline over 1 year

-17.82%

-2.71%

-15.11%

Max Drawdown (3Y)

Largest decline over 3 years

-17.82%

-3.94%

-13.88%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

-14.65%

-6.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

-14.75%

-22.19%

Current Drawdown

Current decline from peak

-17.82%

-0.13%

-17.69%

Average Drawdown

Average peak-to-trough decline

-21.03%

-2.50%

-18.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

0.67%

+5.09%

Volatility

UCIB vs. BYLD - Volatility Comparison

ETRACS CMCI Total Return ETN Series B (UCIB) has a higher volatility of 7.47% compared to iShares Yield Optimized Bond ETF (BYLD) at 1.13%. This indicates that UCIB's price experiences larger fluctuations and is considered to be riskier than BYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCIBBYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.47%

1.13%

+6.34%

Volatility (6M)

Calculated over the trailing 6-month period

31.71%

3.06%

+28.65%

Volatility (1Y)

Calculated over the trailing 1-year period

32.37%

3.85%

+28.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.86%

5.21%

+21.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

5.43%

+17.90%

UCIB vs. BYLD - Expense Ratio Comparison

UCIB has a 0.55% expense ratio, which is higher than BYLD's 0.17% expense ratio.


Dividends

UCIB vs. BYLD - Dividend Comparison

UCIB has not paid dividends to shareholders, while BYLD's dividend yield for the trailing twelve months is around 5.35%.


PositionTTM20252024202320222021202020192018201720162015
BYLD
iShares Yield Optimized Bond ETF
5.35%5.32%5.31%4.45%3.39%2.18%3.41%3.67%4.22%3.22%3.14%3.37%
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%0.00%

Frequently Asked Questions


UCIB and BYLD have a correlation of -0.25, 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 BYLD (1.13%). In terms of maximum drawdown, UCIB dropped -51.29% vs BYLD's -14.75%.

On 10-year performance, UCIB leads with 9.99% vs 2.97% for BYLD. On fees, BYLD is cheaper at 0.17% per year. On volatility, BYLD has been the lower-risk option at 1.13%. 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 2.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BYLD is cheaper with a 0.17% expense ratio, compared with 0.55% for UCIB.

BYLD has the higher dividend yield at 5.35%, compared with 0.00% for UCIB.

UCIB is categorized as Commodities, while BYLD is Intermediate Core-Plus Bond. UCIB tracks UBS Bloomberg CMCI Index, while BYLD tracks Morningstar U.S. Bond Market Yield-Optimized Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.55% for UCIB and 0.17% for BYLD.

BYLD currently has the higher Sharpe Ratio (1.62 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 UCIB and BYLD

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