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UCIB vs. MLPR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, UCIB achieves a 23.71% return, which is significantly lower than MLPR's 32.05% 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%

MLPR

1D
1.73%
1M
0.37%
YTD
32.05%
6M
27.22%
1Y
38.02%
3Y*
32.94%
5Y*
27.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCIB vs. MLPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UCIB
ETRACS CMCI Total Return ETN Series B
23.71%8.97%6.58%-2.26%18.24%37.34%27.99%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
32.05%9.83%31.57%35.87%41.04%57.33%-9.51%

Correlation

The correlation between UCIB and MLPR is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

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

0.22

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.33

The correlation between UCIB and MLPR shifts across timeframes, from 0.22 (3 years) to 0.33 (all time), reflecting how their relationship changes across market environments.

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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: 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

MLPR
MLPR Risk / Return Rank: 5454
Overall Rank
MLPR Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 5151
Sortino Ratio Rank
MLPR Omega Ratio Rank: 5252
Omega Ratio Rank
MLPR Calmar Ratio Rank: 5656
Calmar Ratio Rank
MLPR Martin Ratio Rank: 5353
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 ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.31

1.32

-0.01

Calmar ratioReturn relative to maximum drawdown

2.12

2.73

-0.62

Martin ratioReturn relative to average drawdown

7.10

8.80

-1.70

UCIB vs. MLPR - Sharpe Ratio Comparison

The current UCIB Sharpe Ratio is 1.03, which is lower than the MLPR Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of UCIB and MLPR, 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


UCIBMLPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.87

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.93

-0.47

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

0.94

-0.55

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

-15.53%

-13.97%

-1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-24.45%

+8.27%

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

-13.40%

-5.46%

-7.94%

Average Drawdown

Average peak-to-trough decline

-9.06%

-8.94%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

4.33%

+0.29%

Volatility

UCIB vs. MLPR - Volatility Comparison

ETRACS CMCI Total Return ETN Series B (UCIB) has a higher volatility of 16.26% compared to ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) at 8.30%. This indicates that UCIB's price experiences larger fluctuations and is considered to be riskier than MLPR based on this measure. 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

16.26%

8.30%

+7.96%

Volatility (6M)

Calculated over the trailing 6-month period

31.13%

14.80%

+16.33%

Volatility (1Y)

Calculated over the trailing 1-year period

31.80%

20.58%

+11.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.76%

29.52%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.23%

33.74%

-10.51%

UCIB vs. MLPR - Expense Ratio Comparison

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


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 8.85%.


PositionTTM202520242023202220212020
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
8.85%10.85%9.57%10.08%7.49%10.69%4.21%
UCIB
ETRACS CMCI Total Return ETN Series B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UCIB and MLPR have a correlation of 0.28, 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 MLPR (8.30%). In terms of maximum drawdown, UCIB dropped -36.94% vs MLPR's -48.98%.

On 5-year performance, MLPR leads with 27.33% vs 12.32% for UCIB. On fees, UCIB is cheaper at 0.55% per year. On volatility, MLPR has been the lower-risk option at 8.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MLPR has performed better with a 27.33% return vs 12.32%. 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 0.95% for MLPR.

MLPR has the higher dividend yield at 8.85%, compared with 0.00% for UCIB.

UCIB is categorized as Commodities, while MLPR is Leveraged Equities. UCIB tracks UBS Bloomberg CMCI Index, while MLPR tracks Alerian MLP Index (150%). Their fees differ too: 0.55% for UCIB and 0.95% for MLPR.

MLPR currently has the higher Sharpe Ratio (1.87 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.

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