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UCIB vs. RLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCIB vs. RLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS CMCI Total Return ETN Series B (UCIB) and State Street Multi-Asset Real Return ETF (RLY). 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 higher than RLY's 15.29% return. Over the past 10 years, UCIB has outperformed RLY with an annualized return of 10.54%, while RLY has yielded a comparatively lower 8.16% annualized 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%

RLY

1D
-0.42%
1M
3.64%
6M
8.40%
YTD
15.29%
1Y
27.11%
3Y*
12.93%
5Y*
10.64%
10Y*
8.16%
ALL TIME*
4.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.13M$7.99M$7.88M
$582.36K$305.70K$123.29K

UCIB vs. RLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCIB
ETRACS CMCI Total Return ETN Series B
23.75%8.97%6.58%-2.26%18.24%37.34%1.10%10.86%-9.48%5.85%
RLY
State Street Multi-Asset Real Return ETF
15.29%20.26%2.53%2.56%7.86%22.85%-0.59%15.63%-11.72%10.40%

Correlation

The correlation between UCIB and RLY is 0.40, which is low. Their historical price movements had little consistent relationship.


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

0.40

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

0.38

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

0.50

Correlation (10Y)
Provides a long-term view across more market conditions.

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2015

0.46

The correlation between UCIB and RLY shifts across timeframes, from 0.38 (3 years) to 0.50 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UCIB vs. RLY — 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

RLY
RLY Risk / Return Rank: 9090
Overall Rank
RLY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RLY Sortino Ratio Rank: 9292
Sortino Ratio Rank
RLY Omega Ratio Rank: 9292
Omega Ratio Rank
RLY Calmar Ratio Rank: 8888
Calmar Ratio Rank
RLY Martin Ratio Rank: 8686
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. RLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS CMCI Total Return ETN Series B (UCIB) and State Street Multi-Asset Real Return ETF (RLY). 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.


UCIBRLYDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.26

1.47

-0.21

Calmar ratioReturn relative to maximum drawdown

1.42

3.61

-2.19

Martin ratioReturn relative to average drawdown

4.13

12.56

-8.42

UCIB vs. RLY - Sharpe Ratio Comparison

The current UCIB Sharpe Ratio is 0.81, which is lower than the RLY Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of UCIB and RLY, 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. RLY - Drawdown Comparison

The maximum UCIB drawdown since its inception was -51.29%, which is greater than RLY's maximum drawdown of -37.75%. Use the drawdown chart below to compare losses from any high point for UCIB and RLY.


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Drawdown Indicators


UCIBRLYDifference

Max Drawdown

Largest peak-to-trough decline

-51.29%

-37.75%

-13.54%

Max Drawdown (1Y)

Largest decline over 1 year

-22.67%

-7.54%

-15.13%

Max Drawdown (3Y)

Largest decline over 3 years

-22.67%

-10.08%

-12.59%

Max Drawdown (5Y)

Largest decline over 5 years

-22.67%

-18.94%

-3.73%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

-34.17%

-2.77%

Current Drawdown

Current decline from peak

-13.37%

-3.15%

-10.22%

Average Drawdown

Average peak-to-trough decline

-20.97%

-9.40%

-11.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.77%

2.16%

+5.61%

Volatility

UCIB vs. RLY - Volatility Comparison

ETRACS CMCI Total Return ETN Series B (UCIB) has a higher volatility of 22.90% compared to State Street Multi-Asset Real Return ETF (RLY) at 2.61%. This indicates that UCIB's price experiences larger fluctuations and is considered to be riskier than RLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCIBRLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.90%

2.61%

+20.29%

Volatility (6M)

Calculated over the trailing 6-month period

36.85%

8.06%

+28.79%

Volatility (1Y)

Calculated over the trailing 1-year period

39.64%

10.61%

+29.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.70%

13.46%

+15.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.45%

13.80%

+10.65%

UCIB vs. RLY - Expense Ratio Comparison

UCIB has a 0.55% expense ratio, which is higher than RLY's 0.50% expense ratio.


Dividends

UCIB vs. RLY - Dividend Comparison

UCIB has not paid dividends to shareholders, while RLY's dividend yield for the trailing twelve months is around 3.07%.


PositionTTM20252024202320222021202020192018201720162015
RLY
State Street Multi-Asset Real Return ETF
3.07%3.24%3.31%3.71%5.66%12.15%2.16%3.45%2.76%1.85%2.07%1.80%
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%0.00%0.00%0.00%

Frequently Asked Questions


UCIB and RLY have a correlation of 0.40, 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 RLY (2.61%). In terms of maximum drawdown, UCIB dropped -51.29% vs RLY's -37.75%.

On 10-year performance, UCIB leads with 10.54% vs 8.16% for RLY. On fees, RLY is cheaper at 0.50% per year. On volatility, RLY has been the lower-risk option at 2.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UCIB has performed better with a 10.54% return vs 8.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RLY is cheaper with a 0.50% expense ratio, compared with 0.55% for UCIB.

RLY has the higher dividend yield at 3.07%, compared with 0.00% for UCIB.

UCIB is categorized as Commodities, while RLY is Global Allocation. UCIB tracks UBS Bloomberg CMCI Index, while RLY tracks Bloomberg U.S. Government Inflation-Linked Bond Index. They also come from different issuers: UBS and State Street. Their fees differ too: 0.55% for UCIB and 0.50% for RLY.

RLY currently has the higher Sharpe Ratio (2.57 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 RLY

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