UD06.L vs. UC15.L
Compare and contrast key facts about UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L).
UD06.L and UC15.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. UC15.L is a passively managed fund by UBS that tracks the performance of the UBS CMCI. It was launched on Dec 20, 2010. Both UD06.L and UC15.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. UC15.L - Performance Comparison
Loading graphics...
UD06.L vs. UC15.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UD06.L UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc | 16.50% | 17.64% | 4.23% | -6.66% | 16.62% | 29.24% | 0.29% | 3.70% | -11.14% |
UC15.L UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 16.32% | 2.57% | 6.44% | -6.52% | 29.97% | 36.11% | -2.49% | 5.31% | -3.63% |
Returns By Period
The year-to-date returns for both stocks are quite close, with UD06.L having a 16.50% return and UC15.L slightly lower at 16.32%.
UD06.L
- 1D
- 0.32%
- 1M
- 5.04%
- YTD
- 16.50%
- 6M
- 23.46%
- 1Y
- 25.57%
- 3Y*
- 11.53%
- 5Y*
- 13.50%
- 10Y*
- —
UC15.L
- 1D
- -2.23%
- 1M
- 6.87%
- YTD
- 16.32%
- 6M
- 21.05%
- 1Y
- 16.42%
- 3Y*
- 7.30%
- 5Y*
- 14.01%
- 10Y*
- 10.31%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
UD06.L vs. UC15.L - Expense Ratio Comparison
Both UD06.L and UC15.L have an expense ratio of 0.34%.
Return for Risk
UD06.L vs. UC15.L — Risk / Return Rank
UD06.L
UC15.L
UD06.L vs. UC15.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 UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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 | UC15.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 1.13 | +0.68 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.55 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.75 | 2.70 | +1.05 |
Martin ratioReturn relative to average drawdown | 10.53 | 6.32 | +4.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| UD06.L | UC15.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.13 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.97 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.32 | +0.27 |
Correlation
The correlation between UD06.L and UC15.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. UC15.L - Dividend Comparison
Neither UD06.L nor UC15.L has paid dividends to shareholders.
Drawdowns
UD06.L vs. UC15.L - Drawdown Comparison
The maximum UD06.L drawdown since its inception was -32.66%, smaller than the maximum UC15.L drawdown of -42.93%. Use the drawdown chart below to compare losses from any high point for UD06.L and UC15.L.
Loading graphics...
Drawdown Indicators
| UD06.L | UC15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -42.93% | +10.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -8.81% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | -17.43% | -6.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.26% | — |
Current DrawdownCurrent decline from peak | -0.65% | -2.90% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -11.96% | -15.34% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.64% | -0.22% |
Volatility
UD06.L vs. UC15.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 UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) has a volatility of 6.90%. This indicates that UD06.L experiences smaller price fluctuations and is considered to be less risky than UC15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| UD06.L | UC15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 6.90% | -2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 10.45% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 14.43% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.65% | 14.44% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.67% | 14.72% | -1.05% |