PortfoliosLab logoPortfoliosLab logo
UCIB vs. HMOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCIB vs. HMOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS CMCI Total Return ETN Series B (UCIB) and Hartford Municipal Opportunities ETF (HMOP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UCIB achieves a 20.67% return, which is significantly higher than HMOP's 1.60% 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%

HMOP

1D
0.08%
1M
0.76%
YTD
1.60%
6M
1.88%
1Y
6.92%
3Y*
4.61%
5Y*
1.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCIB vs. HMOP - 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%3.13%
HMOP
Hartford Municipal Opportunities ETF
1.60%4.70%2.52%6.83%-8.37%1.80%5.52%7.77%1.59%0.05%

Correlation

The correlation between UCIB and HMOP is -0.24, 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

-0.24

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

-0.04

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2017

-0.03

Over the past year, the inverse relationship between UCIB and HMOP has strengthened: their correlation has moved from -0.03 to -0.24, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UCIB vs. HMOP — 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

HMOP
HMOP Risk / Return Rank: 7070
Overall Rank
HMOP Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
HMOP Sortino Ratio Rank: 8585
Sortino Ratio Rank
HMOP Omega Ratio Rank: 8686
Omega Ratio Rank
HMOP Calmar Ratio Rank: 5252
Calmar Ratio Rank
HMOP Martin Ratio Rank: 5050
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. HMOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS CMCI Total Return ETN Series B (UCIB) and Hartford Municipal Opportunities ETF (HMOP). 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.


UCIBHMOPDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-2.44

Omega ratioGain probability vs. loss probability

1.29

1.53

-0.25

Calmar ratioReturn relative to maximum drawdown

1.92

2.57

-0.65

Martin ratioReturn relative to average drawdown

6.55

8.36

-1.80

UCIB vs. HMOP - Sharpe Ratio Comparison

The current UCIB Sharpe Ratio is 0.94, which is lower than the HMOP Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of UCIB and HMOP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


UCIBHMOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

2.56

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.36

+0.08

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

0.64

-0.27

Drawdowns

UCIB vs. HMOP - Drawdown Comparison

The maximum UCIB drawdown since its inception was -36.94%, which is greater than HMOP's maximum drawdown of -13.12%. Use the drawdown chart below to compare losses from any high point for UCIB and HMOP.


Loading charts...

Drawdown Indicators


UCIBHMOPDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-13.12%

-23.82%

Max Drawdown (1Y)

Largest decline over 1 year

-15.53%

-2.70%

-12.83%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-4.81%

-11.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

-13.12%

-7.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

Current Drawdown

Current decline from peak

-15.53%

-0.71%

-14.82%

Average Drawdown

Average peak-to-trough decline

-9.06%

-2.47%

-6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

0.83%

+3.71%

Volatility

UCIB vs. HMOP - Volatility Comparison

ETRACS CMCI Total Return ETN Series B (UCIB) has a higher volatility of 16.62% compared to Hartford Municipal Opportunities ETF (HMOP) at 0.77%. This indicates that UCIB's price experiences larger fluctuations and is considered to be riskier than HMOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UCIBHMOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.62%

0.77%

+15.85%

Volatility (6M)

Calculated over the trailing 6-month period

31.05%

1.78%

+29.27%

Volatility (1Y)

Calculated over the trailing 1-year period

31.72%

2.71%

+29.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.74%

3.86%

+22.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.22%

4.26%

+18.96%

UCIB vs. HMOP - Expense Ratio Comparison

UCIB has a 0.55% expense ratio, which is higher than HMOP's 0.29% expense ratio.


Dividends

UCIB vs. HMOP - Dividend Comparison

UCIB has not paid dividends to shareholders, while HMOP's dividend yield for the trailing twelve months is around 3.45%.


PositionTTM20252024202320222021202020192018
HMOP
Hartford Municipal Opportunities ETF
3.45%3.40%3.22%2.92%2.12%1.67%5.26%2.87%2.27%
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%

Frequently Asked Questions


UCIB and HMOP have a correlation of -0.24, 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 HMOP (0.77%). In terms of maximum drawdown, UCIB dropped -36.94% vs HMOP's -13.12%.

On 5-year performance, UCIB leads with 11.77% vs 1.40% for HMOP. On fees, HMOP is cheaper at 0.29% per year. On volatility, HMOP has been the lower-risk option at 0.77%. 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 1.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HMOP is cheaper with a 0.29% expense ratio, compared with 0.55% for UCIB.

HMOP has the higher dividend yield at 3.45%, compared with 0.00% for UCIB.

UCIB is categorized as Commodities, while HMOP is Municipal Bonds. They also come from different issuers: UBS and Hartford. Their fees differ too: 0.55% for UCIB and 0.29% for HMOP.

HMOP currently has the higher Sharpe Ratio (2.56 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.

Portfolio Optimizer

Find the right allocation for UCIB and HMOP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer