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UCIB vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCIB vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS CMCI Total Return ETN Series B (UCIB) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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 COMB's 26.81% 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%

COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCIB vs. COMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCIB
ETRACS CMCI Total Return ETN Series B
20.67%8.97%6.58%-2.26%18.24%37.34%1.10%10.86%-9.48%11.73%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
26.81%15.12%5.24%-7.75%14.56%26.34%-2.95%7.02%-11.41%4.98%

Correlation

The correlation between UCIB and COMB is 0.76, 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

0.76

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

0.55

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

0.64

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.63

The correlation between UCIB and COMB shifts across timeframes, from 0.55 (3 years) to 0.76 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UCIB vs. COMB — 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

COMB
COMB Risk / Return Rank: 7171
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 7171
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. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS CMCI Total Return ETN Series B (UCIB) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


UCIBCOMBDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.29

1.41

-0.13

Calmar ratioReturn relative to maximum drawdown

1.92

5.08

-3.16

Martin ratioReturn relative to average drawdown

6.55

13.24

-6.69

UCIB vs. COMB - Sharpe Ratio Comparison

The current UCIB Sharpe Ratio is 0.94, which is lower than the COMB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of UCIB and COMB, 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


UCIBCOMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

2.29

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.68

-0.24

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

0.52

-0.14

Drawdowns

UCIB vs. COMB - Drawdown Comparison

The maximum UCIB drawdown since its inception was -36.94%, which is greater than COMB's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for UCIB and COMB.


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Drawdown Indicators


UCIBCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-33.50%

-3.44%

Max Drawdown (1Y)

Largest decline over 1 year

-15.53%

-7.69%

-7.84%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-11.35%

-4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

-26.63%

+5.68%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

Current Drawdown

Current decline from peak

-15.53%

-4.35%

-11.18%

Average Drawdown

Average peak-to-trough decline

-9.06%

-12.06%

+3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

2.94%

+1.60%

Volatility

UCIB vs. COMB - Volatility Comparison

ETRACS CMCI Total Return ETN Series B (UCIB) has a higher volatility of 16.62% compared to GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) at 5.14%. This indicates that UCIB's price experiences larger fluctuations and is considered to be riskier than COMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCIBCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.62%

5.14%

+11.48%

Volatility (6M)

Calculated over the trailing 6-month period

31.05%

14.99%

+16.06%

Volatility (1Y)

Calculated over the trailing 1-year period

31.72%

17.02%

+14.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.74%

16.70%

+10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.22%

15.13%

+8.09%

UCIB vs. COMB - Expense Ratio Comparison

UCIB has a 0.55% expense ratio, which is higher than COMB's 0.25% expense ratio.


Dividends

UCIB vs. COMB - Dividend Comparison

UCIB has not paid dividends to shareholders, while COMB's dividend yield for the trailing twelve months is around 7.14%.


PositionTTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
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%

Frequently Asked Questions


UCIB and COMB have a correlation of 0.76, 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 COMB (5.14%). In terms of maximum drawdown, UCIB dropped -36.94% vs COMB's -33.50%.

On 5-year performance, UCIB leads with 11.77% vs 11.27% for COMB. On fees, COMB is cheaper at 0.25% per year. On volatility, COMB has been the lower-risk option at 5.14%. 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 11.77% return vs 11.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB is cheaper with a 0.25% expense ratio, compared with 0.55% for UCIB.

COMB has the higher dividend yield at 7.14%, compared with 0.00% for UCIB.

They also come from different issuers: UBS and GraniteShares. Their fees differ too: 0.55% for UCIB and 0.25% for COMB.

COMB currently has the higher Sharpe Ratio (2.29 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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