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UCIB vs. HDLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCIB vs. HDLB - 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 Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB). 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 23.75% return, which is significantly lower than HDLB's 25.86% return.


UCIB

1D
0.00%
1M
6.70%
6M
20.34%
YTD
23.75%
1Y
32.01%
3Y*
11.45%
5Y*
12.44%
10Y*
10.54%
ALL TIME*
4.77%

HDLB

1D
0.59%
1M
6.90%
6M
10.29%
YTD
25.86%
1Y
27.43%
3Y*
31.59%
5Y*
14.45%
10Y*
ALL TIME*
6.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$43.33K$56.22K$58.39K
$582.36K$305.70K$123.29K

UCIB vs. HDLB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UCIB
ETRACS CMCI Total Return ETN Series B
23.75%8.97%6.58%-2.26%18.24%37.34%1.10%4.58%
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
25.86%27.26%28.21%-4.12%-11.46%62.67%-50.94%8.33%

Correlation

The correlation between UCIB and HDLB is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

Correlation (3Y)
Balances recent behavior with more history.

0.07

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2019

0.21

The correlation between UCIB and HDLB shifts across timeframes, from -0.03 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UCIB vs. HDLB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UCIB
UCIB Risk / Return Rank: 4040
Overall Rank
UCIB Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UCIB Sortino Ratio Rank: 3535
Sortino Ratio Rank
UCIB Omega Ratio Rank: 5454
Omega Ratio Rank
UCIB Calmar Ratio Rank: 3939
Calmar Ratio Rank
UCIB Martin Ratio Rank: 3838
Martin Ratio Rank

HDLB
HDLB Risk / Return Rank: 3939
Overall Rank
HDLB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HDLB Sortino Ratio Rank: 3939
Sortino Ratio Rank
HDLB Omega Ratio Rank: 3737
Omega Ratio Rank
HDLB Calmar Ratio Rank: 4646
Calmar Ratio Rank
HDLB Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UCIB vs. HDLB - 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 Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB). 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.


UCIBHDLBDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratioReturn relative to maximum drawdown

1.42

1.70

-0.29

Martin ratioReturn relative to average drawdown

4.13

3.66

+0.47

UCIB vs. HDLB - Sharpe Ratio Comparison

The current UCIB Sharpe Ratio is 0.81, which is comparable to the HDLB Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of UCIB and HDLB, 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. HDLB - Drawdown Comparison

The maximum UCIB drawdown since its inception was -51.29%, smaller than the maximum HDLB drawdown of -78.70%. Use the drawdown chart below to compare losses from any high point for UCIB and HDLB.


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Drawdown Indicators


UCIBHDLBDifference

Max Drawdown

Largest peak-to-trough decline

-51.29%

-78.70%

+27.41%

Max Drawdown (1Y)

Largest decline over 1 year

-22.67%

-16.17%

-6.50%

Max Drawdown (3Y)

Largest decline over 3 years

-22.67%

-20.94%

-1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-22.67%

-43.81%

+21.14%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

Current Drawdown

Current decline from peak

-13.37%

-5.07%

-8.30%

Average Drawdown

Average peak-to-trough decline

-20.97%

-26.99%

+6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.77%

7.52%

+0.25%

Volatility

UCIB vs. HDLB - Volatility Comparison

ETRACS CMCI Total Return ETN Series B (UCIB) has a higher volatility of 22.90% compared to ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) at 11.18%. This indicates that UCIB's price experiences larger fluctuations and is considered to be riskier than HDLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCIBHDLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.90%

11.18%

+11.72%

Volatility (6M)

Calculated over the trailing 6-month period

36.85%

21.85%

+15.00%

Volatility (1Y)

Calculated over the trailing 1-year period

39.64%

28.69%

+10.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.70%

31.07%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.45%

43.42%

-18.97%

UCIB vs. HDLB - Expense Ratio Comparison

UCIB has a 0.55% expense ratio, which is lower than HDLB's 1.65% expense ratio.


Dividends

UCIB vs. HDLB - Dividend Comparison

UCIB has not paid dividends to shareholders, while HDLB's dividend yield for the trailing twelve months is around 10.13%.


PositionTTM2025202420232022202120202019
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
10.13%12.20%10.09%12.36%10.86%8.07%16.23%0.97%
UCIB
ETRACS CMCI Total Return ETN Series B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UCIB and HDLB have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCIB has higher volatility (22.90%) compared to HDLB (11.18%). In terms of maximum drawdown, UCIB dropped -51.29% vs HDLB's -78.70%.

On 5-year performance, HDLB leads with 14.45% vs 12.44% for UCIB. On fees, UCIB is cheaper at 0.55% per year. On volatility, HDLB has been the lower-risk option at 11.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HDLB has performed better with a 14.45% return vs 12.44%. 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 1.65% for HDLB.

HDLB has the higher dividend yield at 10.13%, compared with 0.00% for UCIB.

UCIB is categorized as Commodities, while HDLB is Leveraged Equities. UCIB tracks UBS Bloomberg CMCI Index, while HDLB tracks Solactive US High Dividend Low Volatility (USD)(TR) (200%). Their fees differ too: 0.55% for UCIB and 1.65% for HDLB.

HDLB currently has the higher Sharpe Ratio (0.96 vs 0.81), 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 HDLB

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