UD06.L vs. COMX.L
Compare and contrast key facts about UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L) and WisdomTree Broad Commodities UCITS ETF (COMX.L).
UD06.L and COMX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UD06.L is a passively managed fund by UBS that tracks the performance of the UBS BCOM Constant Maturity Commodity (GBP Hedged). It was launched on Mar 1, 2018. COMX.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Commodity. It was launched on Nov 29, 2021. Both UD06.L and COMX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
UD06.L vs. COMX.L - Performance Comparison
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UD06.L vs. COMX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UD06.L UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc | 16.13% | 17.64% | 4.23% | -6.66% | 16.62% | 0.55% |
COMX.L WisdomTree Broad Commodities UCITS ETF | 26.81% | 8.58% | 6.24% | -12.51% | 28.76% | -25.70% |
Returns By Period
In the year-to-date period, UD06.L achieves a 16.13% return, which is significantly lower than COMX.L's 26.81% return.
UD06.L
- 1D
- -0.19%
- 1M
- 5.88%
- YTD
- 16.13%
- 6M
- 23.20%
- 1Y
- 25.60%
- 3Y*
- 11.42%
- 5Y*
- 13.43%
- 10Y*
- —
COMX.L
- 1D
- 0.52%
- 1M
- 14.69%
- YTD
- 26.81%
- 6M
- 34.94%
- 1Y
- 30.08%
- 3Y*
- 11.61%
- 5Y*
- —
- 10Y*
- —
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UD06.L vs. COMX.L - Expense Ratio Comparison
UD06.L has a 0.34% expense ratio, which is higher than COMX.L's 0.19% expense ratio.
Return for Risk
UD06.L vs. COMX.L — Risk / Return Rank
UD06.L
COMX.L
UD06.L vs. COMX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L) and WisdomTree Broad Commodities UCITS ETF (COMX.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.
| UD06.L | COMX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 0.67 | +1.14 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.29 | +1.08 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.85 | 1.16 | +1.69 |
Martin ratioReturn relative to average drawdown | 8.99 | 2.21 | +6.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UD06.L | COMX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.67 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.15 | +0.44 |
Correlation
The correlation between UD06.L and COMX.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
UD06.L vs. COMX.L - Dividend Comparison
Neither UD06.L nor COMX.L has paid dividends to shareholders.
Drawdowns
UD06.L vs. COMX.L - Drawdown Comparison
The maximum UD06.L drawdown since its inception was -32.66%, which is greater than COMX.L's maximum drawdown of -28.64%. Use the drawdown chart below to compare losses from any high point for UD06.L and COMX.L.
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Drawdown Indicators
| UD06.L | COMX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -28.64% | -4.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -25.58% | +16.76% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -2.53% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -11.96% | -18.17% | +6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 13.47% | -10.67% |
Volatility
UD06.L vs. COMX.L - Volatility Comparison
The current volatility for UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L) is 4.63%, while WisdomTree Broad Commodities UCITS ETF (COMX.L) has a volatility of 7.93%. This indicates that UD06.L experiences smaller price fluctuations and is considered to be less risky than COMX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UD06.L | COMX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 7.93% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 43.02% | -32.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 44.44% | -30.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.65% | 32.60% | -17.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.68% | 32.60% | -18.92% |