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UCIB vs. MLPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UCIB vs. MLPR - 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 Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). The values are adjusted to include any dividend payments, if applicable.

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UCIB vs. MLPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UCIB
ETRACS CMCI Total Return ETN Series B
17.46%8.97%6.58%-2.26%18.24%37.34%27.99%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
24.29%9.83%31.57%35.87%41.04%57.33%-9.51%

Returns By Period

In the year-to-date period, UCIB achieves a 17.46% return, which is significantly lower than MLPR's 24.29% return.


UCIB

1D
-0.87%
1M
8.87%
YTD
17.46%
6M
21.31%
1Y
24.14%
3Y*
10.68%
5Y*
14.15%
10Y*
10.41%

MLPR

1D
-1.21%
1M
1.32%
YTD
24.29%
6M
30.59%
1Y
15.78%
3Y*
32.28%
5Y*
32.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UCIB vs. MLPR - Expense Ratio Comparison

UCIB has a 0.55% expense ratio, which is lower than MLPR's 0.95% expense ratio.


Return for Risk

UCIB vs. MLPR — Risk / Return Rank

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

UCIB
UCIB Risk / Return Rank: 6565
Overall Rank
UCIB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
UCIB Sortino Ratio Rank: 5858
Sortino Ratio Rank
UCIB Omega Ratio Rank: 7171
Omega Ratio Rank
UCIB Calmar Ratio Rank: 7575
Calmar Ratio Rank
UCIB Martin Ratio Rank: 5757
Martin Ratio Rank

MLPR
MLPR Risk / Return Rank: 3030
Overall Rank
MLPR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 3131
Sortino Ratio Rank
MLPR Omega Ratio Rank: 3434
Omega Ratio Rank
MLPR Calmar Ratio Rank: 2828
Calmar Ratio Rank
MLPR Martin Ratio Rank: 2323
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. MLPR - 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 Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). 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.


UCIBMLPRDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.57

+0.52

Sortino ratio

Return per unit of downside risk

1.51

0.86

+0.64

Omega ratio

Gain probability vs. loss probability

1.27

1.13

+0.13

Calmar ratio

Return relative to maximum drawdown

1.98

0.62

+1.36

Martin ratio

Return relative to average drawdown

5.65

1.44

+4.21

UCIB vs. MLPR - Sharpe Ratio Comparison

The current UCIB Sharpe Ratio is 1.09, which is higher than the MLPR Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of UCIB and MLPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UCIBMLPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.57

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

1.09

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.93

-0.53

Correlation

The correlation between UCIB and MLPR is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UCIB vs. MLPR - Dividend Comparison

UCIB has not paid dividends to shareholders, while MLPR's dividend yield for the trailing twelve months is around 9.14%.


TTM202520242023202220212020
UCIB
ETRACS CMCI Total Return ETN Series B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.14%10.85%9.57%10.08%7.49%10.69%4.21%

Drawdowns

UCIB vs. MLPR - Drawdown Comparison

The maximum UCIB drawdown since its inception was -36.94%, smaller than the maximum MLPR drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for UCIB and MLPR.


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Drawdown Indicators


UCIBMLPRDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-48.98%

+12.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-24.45%

+13.28%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

-28.66%

+7.71%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

Current Drawdown

Current decline from peak

-0.87%

-4.17%

+3.30%

Average Drawdown

Average peak-to-trough decline

-9.12%

-9.09%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

10.53%

-6.62%

Volatility

UCIB vs. MLPR - Volatility Comparison

ETRACS CMCI Total Return ETN Series B (UCIB) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) have volatilities of 5.12% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCIBMLPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

4.93%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

14.06%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

28.04%

-5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.02%

29.60%

-5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.62%

34.01%

-12.39%