UCIB vs. VOO
Compare and contrast key facts about ETRACS CMCI Total Return ETN Series B (UCIB) and Vanguard S&P 500 ETF (VOO).
UCIB and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UCIB is a passively managed fund by UBS that tracks the performance of the UBS Bloomberg CMCI Index. It was launched on Oct 8, 2015. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both UCIB and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UCIB or VOO.
Key characteristics
| UCIB | VOO | |
|---|---|---|
| YTD Return | 5.13% | 23.27% |
| 1Y Return | 1.11% | 40.74% |
| 3Y Return (Ann) | 6.98% | 9.79% |
| 5Y Return (Ann) | 11.96% | 15.52% |
| Sharpe Ratio | 0.05 | 3.45 |
| Sortino Ratio | 0.26 | 4.57 |
| Omega Ratio | 1.04 | 1.65 |
| Calmar Ratio | 0.08 | 4.15 |
| Martin Ratio | 0.23 | 22.76 |
| Ulcer Index | 6.03% | 1.83% |
| Daily Std Dev | 27.06% | 12.05% |
| Max Drawdown | -32.90% | -33.99% |
| Current Drawdown | -8.18% | -0.78% |
Correlation
The correlation between UCIB and VOO is 0.27, 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.
Performance
UCIB vs. VOO - Performance Comparison
In the year-to-date period, UCIB achieves a 5.13% return, which is significantly lower than VOO's 23.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UCIB vs. VOO - Expense Ratio Comparison
UCIB has a 0.55% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
UCIB vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETRACS CMCI Total Return ETN Series B (UCIB) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
UCIB vs. VOO - Dividend Comparison
UCIB has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UCIB ETRACS CMCI Total Return ETN Series B | 0.00% | 0.00% | 0.00% | 0.00% | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
UCIB vs. VOO - Drawdown Comparison
The maximum UCIB drawdown since its inception was -32.90%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UCIB and VOO. For additional features, visit the drawdowns tool.
Volatility
UCIB vs. VOO - Volatility Comparison
ETRACS CMCI Total Return ETN Series B (UCIB) has a higher volatility of 8.14% compared to Vanguard S&P 500 ETF (VOO) at 2.50%. This indicates that UCIB's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.