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UCIB vs. CERY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCIB vs. CERY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS CMCI Total Return ETN Series B (UCIB) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). 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 20.67% return, which is significantly lower than CERY's 29.88% return.


UCIB

1D
-1.83%
1M
-5.93%
YTD
20.67%
6M
21.76%
1Y
29.68%
3Y*
13.51%
5Y*
11.77%
10Y*
10.30%

CERY

1D
0.06%
1M
-1.63%
YTD
29.88%
6M
30.50%
1Y
44.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCIB vs. CERY - Yearly Performance Comparison


Correlation

The correlation between UCIB and CERY is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2024

0.56

Over the past year, UCIB and CERY have become more correlated (0.77) than their long-term average of 0.56, meaning their price movements have been converging.

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Return for Risk

UCIB vs. CERY — Risk / Return Rank

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

UCIB
UCIB Risk / Return Rank: 3636
Overall Rank
UCIB Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
UCIB Sortino Ratio Rank: 2626
Sortino Ratio Rank
UCIB Omega Ratio Rank: 4545
Omega Ratio Rank
UCIB Calmar Ratio Rank: 3939
Calmar Ratio Rank
UCIB Martin Ratio Rank: 4141
Martin Ratio Rank

CERY
CERY Risk / Return Rank: 8787
Overall Rank
CERY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CERY Sortino Ratio Rank: 8181
Sortino Ratio Rank
CERY Omega Ratio Rank: 8383
Omega Ratio Rank
CERY Calmar Ratio Rank: 9292
Calmar Ratio Rank
CERY Martin Ratio Rank: 9090
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. CERY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS CMCI Total Return ETN Series B (UCIB) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). 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.


UCIBCERYDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-2.28

Omega ratioGain probability vs. loss probability

1.29

1.51

-0.22

Calmar ratioReturn relative to maximum drawdown

1.92

6.38

-4.46

Martin ratioReturn relative to average drawdown

6.55

20.66

-14.11

UCIB vs. CERY - Sharpe Ratio Comparison

The current UCIB Sharpe Ratio is 0.94, which is lower than the CERY Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of UCIB and CERY, 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


UCIBCERYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

2.90

-1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

2.00

-1.62

Drawdowns

UCIB vs. CERY - Drawdown Comparison

The maximum UCIB drawdown since its inception was -36.94%, which is greater than CERY's maximum drawdown of -10.05%. Use the drawdown chart below to compare losses from any high point for UCIB and CERY.


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Drawdown Indicators


UCIBCERYDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-10.05%

-26.89%

Max Drawdown (1Y)

Largest decline over 1 year

-15.53%

-6.98%

-8.55%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

Current Drawdown

Current decline from peak

-15.53%

-3.71%

-11.82%

Average Drawdown

Average peak-to-trough decline

-9.06%

-2.11%

-6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

2.15%

+2.39%

Volatility

UCIB vs. CERY - Volatility Comparison

ETRACS CMCI Total Return ETN Series B (UCIB) has a higher volatility of 16.62% compared to SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) at 4.94%. This indicates that UCIB's price experiences larger fluctuations and is considered to be riskier than CERY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCIBCERYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.62%

4.94%

+11.68%

Volatility (6M)

Calculated over the trailing 6-month period

31.05%

13.29%

+17.76%

Volatility (1Y)

Calculated over the trailing 1-year period

31.72%

15.37%

+16.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.74%

14.71%

+12.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.22%

14.71%

+8.51%

UCIB vs. CERY - Expense Ratio Comparison

UCIB has a 0.55% expense ratio, which is higher than CERY's 0.28% expense ratio.


Dividends

UCIB vs. CERY - Dividend Comparison

UCIB has not paid dividends to shareholders, while CERY's dividend yield for the trailing twelve months is around 3.85%.


Frequently Asked Questions


UCIB and CERY have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCIB has higher volatility (16.62%) compared to CERY (4.94%). In terms of maximum drawdown, UCIB dropped -36.94% vs CERY's -10.05%.

On 1-year performance, CERY leads with 44.30% vs 29.68% for UCIB. On fees, CERY is cheaper at 0.28% per year. On volatility, CERY has been the lower-risk option at 4.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CERY has performed better with a 44.30% return vs 29.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CERY is cheaper with a 0.28% expense ratio, compared with 0.55% for UCIB.

CERY has the higher dividend yield at 3.85%, compared with 0.00% for UCIB.

UCIB tracks UBS Bloomberg CMCI Index, while CERY tracks Bloomberg Enhanced Roll Yield Total Return Index. They also come from different issuers: UBS and State Street. Their fees differ too: 0.55% for UCIB and 0.28% for CERY.

CERY currently has the higher Sharpe Ratio (2.90 vs 0.94), 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.

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