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UD06.L vs. ENCG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UD06.L vs. ENCG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L) and L&G Multi-Strategy Enhanced Commodities UCITS ETF (ENCG.L). The values are adjusted to include any dividend payments, if applicable.

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UD06.L vs. ENCG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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%7.88%
ENCG.L
L&G Multi-Strategy Enhanced Commodities UCITS ETF
23.96%0.89%5.39%-7.83%38.17%13.94%

Returns By Period

In the year-to-date period, UD06.L achieves a 16.13% return, which is significantly lower than ENCG.L's 23.96% 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*

ENCG.L

1D
-0.48%
1M
13.93%
YTD
23.96%
6M
24.96%
1Y
20.73%
3Y*
8.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UD06.L vs. ENCG.L - Expense Ratio Comparison

UD06.L has a 0.34% expense ratio, which is higher than ENCG.L's 0.30% expense ratio.


Return for Risk

UD06.L vs. ENCG.L — Risk / Return Rank

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

UD06.L
UD06.L Risk / Return Rank: 8585
Overall Rank
UD06.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
UD06.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
UD06.L Omega Ratio Rank: 8585
Omega Ratio Rank
UD06.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
UD06.L Martin Ratio Rank: 8080
Martin Ratio Rank

ENCG.L
ENCG.L Risk / Return Rank: 6363
Overall Rank
ENCG.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ENCG.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
ENCG.L Omega Ratio Rank: 6464
Omega Ratio Rank
ENCG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
ENCG.L Martin Ratio Rank: 4141
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.

UD06.L vs. ENCG.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 L&G Multi-Strategy Enhanced Commodities UCITS ETF (ENCG.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.LENCG.LDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.27

+0.54

Sortino ratio

Return per unit of downside risk

2.36

1.74

+0.63

Omega ratio

Gain probability vs. loss probability

1.34

1.24

+0.10

Calmar ratio

Return relative to maximum drawdown

2.85

1.92

+0.94

Martin ratio

Return relative to average drawdown

8.99

3.92

+5.07

UD06.L vs. ENCG.L - Sharpe Ratio Comparison

The current UD06.L Sharpe Ratio is 1.82, which is higher than the ENCG.L Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of UD06.L and ENCG.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.


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Sharpe Ratios by Period


UD06.LENCG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.27

+0.54

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

0.83

-0.25

Correlation

The correlation between UD06.L and ENCG.L is 0.69, 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

UD06.L vs. ENCG.L - Dividend Comparison

Neither UD06.L nor ENCG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UD06.L vs. ENCG.L - Drawdown Comparison

The maximum UD06.L drawdown since its inception was -32.66%, which is greater than ENCG.L's maximum drawdown of -26.32%. Use the drawdown chart below to compare losses from any high point for UD06.L and ENCG.L.


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Drawdown Indicators


UD06.LENCG.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

-26.32%

-6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-10.85%

+2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.45%

Current Drawdown

Current decline from peak

-0.97%

-0.48%

-0.49%

Average Drawdown

Average peak-to-trough decline

-11.96%

-13.48%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

5.21%

-2.41%

Volatility

UD06.L vs. ENCG.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 L&G Multi-Strategy Enhanced Commodities UCITS ETF (ENCG.L) has a volatility of 6.97%. This indicates that UD06.L experiences smaller price fluctuations and is considered to be less risky than ENCG.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.LENCG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

6.97%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

11.40%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

14.05%

16.24%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

17.84%

-3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.68%

17.84%

-4.16%