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

Performance

UCIB vs. XBCU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS CMCI Total Return ETN Series B (UCIB) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UCIB vs. XBCU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCIB
ETRACS CMCI Total Return ETN Series B
17.48%8.97%6.58%-2.26%18.24%37.34%1.10%10.86%-9.48%5.85%
XBCU.L
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
15.88%26.09%8.64%-9.97%20.96%39.63%-1.34%7.54%-11.30%5.31%

Returns By Period

In the year-to-date period, UCIB achieves a 17.48% return, which is significantly higher than XBCU.L's 15.88% return. Both investments have delivered pretty close results over the past 10 years, with UCIB having a 10.41% annualized return and XBCU.L not far ahead at 10.62%.


UCIB

1D
0.01%
1M
7.33%
YTD
17.48%
6M
21.42%
1Y
23.92%
3Y*
10.68%
5Y*
14.15%
10Y*
10.41%

XBCU.L

1D
-1.36%
1M
1.65%
YTD
15.88%
6M
28.73%
1Y
30.53%
3Y*
15.02%
5Y*
16.99%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


UCIB vs. XBCU.L - Expense Ratio Comparison

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


Return for Risk

UCIB vs. XBCU.L — Risk / Return Rank

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

UCIB
UCIB Risk / Return Rank: 6262
Overall Rank
UCIB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
UCIB Sortino Ratio Rank: 5454
Sortino Ratio Rank
UCIB Omega Ratio Rank: 6868
Omega Ratio Rank
UCIB Calmar Ratio Rank: 7575
Calmar Ratio Rank
UCIB Martin Ratio Rank: 5858
Martin Ratio Rank

XBCU.L
XBCU.L Risk / Return Rank: 7878
Overall Rank
XBCU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XBCU.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
XBCU.L Omega Ratio Rank: 7474
Omega Ratio Rank
XBCU.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
XBCU.L Martin Ratio Rank: 7373
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. XBCU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS CMCI Total Return ETN Series B (UCIB) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L). 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.


UCIBXBCU.LDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.56

-0.48

Sortino ratio

Return per unit of downside risk

1.50

2.00

-0.50

Omega ratio

Gain probability vs. loss probability

1.26

1.29

-0.03

Calmar ratio

Return relative to maximum drawdown

2.16

3.22

-1.05

Martin ratio

Return relative to average drawdown

6.17

8.53

-2.36

UCIB vs. XBCU.L - Sharpe Ratio Comparison

The current UCIB Sharpe Ratio is 1.08, which is lower than the XBCU.L Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of UCIB and XBCU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


UCIBXBCU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.56

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.91

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.64

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.25

+0.15

Correlation

The correlation between UCIB and XBCU.L is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UCIB vs. XBCU.L - Dividend Comparison

Neither UCIB nor XBCU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UCIB vs. XBCU.L - Drawdown Comparison

The maximum UCIB drawdown since its inception was -36.94%, smaller than the maximum XBCU.L drawdown of -62.92%. Use the drawdown chart below to compare losses from any high point for UCIB and XBCU.L.


Loading graphics...

Drawdown Indicators


UCIBXBCU.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-62.92%

+25.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-12.60%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

-27.83%

+6.88%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

-37.15%

+0.21%

Current Drawdown

Current decline from peak

-0.86%

-4.38%

+3.52%

Average Drawdown

Average peak-to-trough decline

-9.11%

-30.03%

+20.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

3.59%

+0.32%

Volatility

UCIB vs. XBCU.L - Volatility Comparison

The current volatility for ETRACS CMCI Total Return ETN Series B (UCIB) is 5.11%, while Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) has a volatility of 5.69%. This indicates that UCIB experiences smaller price fluctuations and is considered to be less risky than XBCU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


UCIBXBCU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

5.69%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

15.71%

15.45%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

22.28%

19.52%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.02%

18.72%

+5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.62%

16.54%

+5.08%