UD07.L vs. ETRA.L
Compare and contrast key facts about UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) and L&G New Energy Commodities UCITS ETF USD Acc (ETRA.L).
UD07.L and ETRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UD07.L is a passively managed fund by UBS that tracks the performance of the UBS BCOM Constant Maturity. It was launched on May 25, 2017. ETRA.L is a passively managed fund by L&G that tracks the performance of the Solactive Energy Transition Commodity Total Return Index. It was launched on Apr 15, 2024. Both UD07.L and ETRA.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
UD07.L vs. ETRA.L - Performance Comparison
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UD07.L vs. ETRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
UD07.L UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc | 16.20% | 9.88% | -1.89% |
ETRA.L L&G New Energy Commodities UCITS ETF USD Acc | 10.07% | 19.38% | -2.27% |
Returns By Period
In the year-to-date period, UD07.L achieves a 16.20% return, which is significantly higher than ETRA.L's 10.07% return.
UD07.L
- 1D
- -2.44%
- 1M
- 3.95%
- YTD
- 16.20%
- 6M
- 23.46%
- 1Y
- 20.46%
- 3Y*
- 8.78%
- 5Y*
- 14.78%
- 10Y*
- —
ETRA.L
- 1D
- -0.49%
- 1M
- 2.14%
- YTD
- 10.07%
- 6M
- 24.41%
- 1Y
- 25.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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UD07.L vs. ETRA.L - Expense Ratio Comparison
UD07.L has a 0.34% expense ratio, which is lower than ETRA.L's 0.65% expense ratio.
Return for Risk
UD07.L vs. ETRA.L — Risk / Return Rank
UD07.L
ETRA.L
UD07.L vs. ETRA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) and L&G New Energy Commodities UCITS ETF USD Acc (ETRA.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.
| UD07.L | ETRA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 1.77 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.90 | 2.39 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.33 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.02 | +0.16 |
Martin ratioReturn relative to average drawdown | 7.59 | 8.81 | -1.23 |
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
| UD07.L | ETRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.77 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.04 | -0.64 |
Correlation
The correlation between UD07.L and ETRA.L is 0.68, 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
UD07.L vs. ETRA.L - Dividend Comparison
Neither UD07.L nor ETRA.L has paid dividends to shareholders.
Drawdowns
UD07.L vs. ETRA.L - Drawdown Comparison
The maximum UD07.L drawdown since its inception was -39.71%, which is greater than ETRA.L's maximum drawdown of -15.11%. Use the drawdown chart below to compare losses from any high point for UD07.L and ETRA.L.
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Drawdown Indicators
| UD07.L | ETRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.71% | -15.11% | -24.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | -8.76% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -39.71% | — | — |
Current DrawdownCurrent decline from peak | -15.14% | -0.80% | -14.34% |
Average DrawdownAverage peak-to-trough decline | -18.93% | -6.71% | -12.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.98% | -0.25% |
Volatility
UD07.L vs. ETRA.L - Volatility Comparison
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) has a higher volatility of 6.65% compared to L&G New Energy Commodities UCITS ETF USD Acc (ETRA.L) at 3.63%. This indicates that UD07.L's price experiences larger fluctuations and is considered to be riskier than ETRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UD07.L | ETRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.65% | 3.63% | +3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 11.29% | 11.38% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.28% | 14.32% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.71% | 12.98% | +15.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.87% | 12.98% | +10.89% |