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UCIB vs. HGER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCIB vs. HGER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS CMCI Total Return ETN Series B (UCIB) and Harbor Commodity All-Weather Strategy ETF (HGER). 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 lower than HGER's 27.03% 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%

HGER

1D
-0.85%
1M
-3.84%
YTD
27.03%
6M
26.30%
1Y
39.42%
3Y*
20.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCIB vs. HGER - Yearly Performance Comparison


2026 (YTD)2025202420232022
UCIB
ETRACS CMCI Total Return ETN Series B
23.71%8.97%6.58%-2.26%7.29%
HGER
Harbor Commodity All-Weather Strategy ETF
27.03%20.08%9.25%1.93%9.77%

Correlation

The correlation between UCIB and HGER is 0.68, 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

0.68

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

0.51

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2022

0.59

The correlation between UCIB and HGER shifts across timeframes, from 0.51 (3 years) to 0.68 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UCIB vs. HGER — 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

HGER
HGER Risk / Return Rank: 7777
Overall Rank
HGER Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HGER Sortino Ratio Rank: 6868
Sortino Ratio Rank
HGER Omega Ratio Rank: 7474
Omega Ratio Rank
HGER Calmar Ratio Rank: 8787
Calmar Ratio Rank
HGER Martin Ratio Rank: 8282
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. HGER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS CMCI Total Return ETN Series B (UCIB) and Harbor Commodity All-Weather Strategy ETF (HGER). 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.


UCIBHGERDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.31

1.43

-0.13

Calmar ratioReturn relative to maximum drawdown

2.12

4.90

-2.78

Martin ratioReturn relative to average drawdown

7.10

16.29

-9.20

UCIB vs. HGER - Sharpe Ratio Comparison

The current UCIB Sharpe Ratio is 1.03, which is lower than the HGER Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of UCIB and HGER, 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


UCIBHGERDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

2.35

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

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

0.89

-0.50

Drawdowns

UCIB vs. HGER - Drawdown Comparison

The maximum UCIB drawdown since its inception was -36.94%, which is greater than HGER's maximum drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for UCIB and HGER.


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Drawdown Indicators


UCIBHGERDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-23.31%

-13.63%

Max Drawdown (1Y)

Largest decline over 1 year

-15.53%

-8.09%

-7.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-8.84%

-7.34%

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

-13.40%

-5.80%

-7.60%

Average Drawdown

Average peak-to-trough decline

-9.06%

-7.65%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

2.43%

+2.19%

Volatility

UCIB vs. HGER - Volatility Comparison

ETRACS CMCI Total Return ETN Series B (UCIB) has a higher volatility of 16.26% compared to Harbor Commodity All-Weather Strategy ETF (HGER) at 4.06%. This indicates that UCIB's price experiences larger fluctuations and is considered to be riskier than HGER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCIBHGERDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.26%

4.06%

+12.20%

Volatility (6M)

Calculated over the trailing 6-month period

31.13%

14.55%

+16.58%

Volatility (1Y)

Calculated over the trailing 1-year period

31.80%

16.90%

+14.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.76%

17.61%

+9.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.23%

17.61%

+5.62%

UCIB vs. HGER - Expense Ratio Comparison

UCIB has a 0.55% expense ratio, which is lower than HGER's 0.68% expense ratio.


Dividends

UCIB vs. HGER - Dividend Comparison

UCIB has not paid dividends to shareholders, while HGER's dividend yield for the trailing twelve months is around 5.58%.


PositionTTM2025202420232022
HGER
Harbor Commodity All-Weather Strategy ETF
5.58%7.09%3.28%7.24%0.64%
UCIB
ETRACS CMCI Total Return ETN Series B
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UCIB and HGER have a correlation of 0.68, 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 HGER (4.06%). In terms of maximum drawdown, UCIB dropped -36.94% vs HGER's -23.31%.

On 3-year performance, HGER leads with 20.87% vs 14.28% for UCIB. On fees, UCIB is cheaper at 0.55% per year. On volatility, HGER has been the lower-risk option at 4.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HGER has performed better with a 20.87% return vs 14.28%. 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 0.68% for HGER.

HGER has the higher dividend yield at 5.58%, compared with 0.00% for UCIB.

UCIB tracks UBS Bloomberg CMCI Index, while HGER tracks Quantix Commodity Index - Benchmark TR Net. They also come from different issuers: UBS and Harbor. Their fees differ too: 0.55% for UCIB and 0.68% for HGER.

HGER currently has the higher Sharpe Ratio (2.35 vs 1.03), 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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