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UD07.L vs. ETRA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UD07.L vs. ETRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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UD07.L vs. ETRA.L - Yearly Performance Comparison


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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

UD07.L
UD07.L Risk / Return Rank: 7474
Overall Rank
UD07.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
UD07.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
UD07.L Omega Ratio Rank: 6868
Omega Ratio Rank
UD07.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
UD07.L Martin Ratio Rank: 6767
Martin Ratio Rank

ETRA.L
ETRA.L Risk / Return Rank: 8282
Overall Rank
ETRA.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ETRA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
ETRA.L Omega Ratio Rank: 8181
Omega Ratio Rank
ETRA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
ETRA.L Martin Ratio Rank: 7474
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.

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.LETRA.LDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.77

-0.34

Sortino ratio

Return per unit of downside risk

1.90

2.39

-0.48

Omega ratio

Gain probability vs. loss probability

1.27

1.33

-0.07

Calmar ratio

Return relative to maximum drawdown

3.18

3.02

+0.16

Martin ratio

Return relative to average drawdown

7.59

8.81

-1.23

UD07.L vs. ETRA.L - Sharpe Ratio Comparison

The current UD07.L Sharpe Ratio is 1.43, which is comparable to the ETRA.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of UD07.L and ETRA.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


UD07.LETRA.LDifference

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.


Tickers have no history of dividend payments

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.LETRA.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-15.14%

-0.80%

-14.34%

Average Drawdown

Average peak-to-trough decline

-18.93%

-6.71%

-12.22%

Ulcer Index

Depth 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.LETRA.LDifference

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%