UD07.L vs. UC15.L
Compare and contrast key facts about UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L).
UD07.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. 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. 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 UD07.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
UD07.L vs. UC15.L - Performance Comparison
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UD07.L vs. UC15.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UD07.L UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc | 16.85% | 9.88% | 6.26% | -10.97% | 32.08% | 31.93% | -1.26% | 2.82% | -2.04% |
UC15.L UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 17.44% | 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 investments are quite close, with UD07.L having a 16.85% return and UC15.L slightly higher at 17.44%.
UD07.L
- 1D
- 0.55%
- 1M
- 3.81%
- YTD
- 16.85%
- 6M
- 23.29%
- 1Y
- 21.41%
- 3Y*
- 8.57%
- 5Y*
- 14.91%
- 10Y*
- —
UC15.L
- 1D
- 0.73%
- 1M
- 6.52%
- YTD
- 17.44%
- 6M
- 22.00%
- 1Y
- 17.81%
- 3Y*
- 7.16%
- 5Y*
- 14.23%
- 10Y*
- 10.57%
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UD07.L vs. UC15.L - Expense Ratio Comparison
Both UD07.L and UC15.L have an expense ratio of 0.34%.
Return for Risk
UD07.L vs. UC15.L — Risk / Return Rank
UD07.L
UC15.L
UD07.L vs. UC15.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 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.
| UD07.L | UC15.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 1.23 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.67 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.93 | 3.60 | +0.33 |
Martin ratioReturn relative to average drawdown | 10.33 | 9.63 | +0.70 |
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 | UC15.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.23 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.99 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.32 | +0.09 |
Correlation
The correlation between UD07.L and UC15.L is 0.90, 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
UD07.L vs. UC15.L - Dividend Comparison
Neither UD07.L nor UC15.L has paid dividends to shareholders.
Drawdowns
UD07.L vs. UC15.L - Drawdown Comparison
The maximum UD07.L drawdown since its inception was -39.71%, smaller than the maximum UC15.L drawdown of -42.93%. Use the drawdown chart below to compare losses from any high point for UD07.L and UC15.L.
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Drawdown Indicators
| UD07.L | UC15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.71% | -42.93% | +3.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.51% | -6.18% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -39.71% | -17.43% | -22.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.26% | — |
Current DrawdownCurrent decline from peak | -14.68% | -1.96% | -12.72% |
Average DrawdownAverage peak-to-trough decline | -18.93% | -15.34% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.31% | +0.17% |
Volatility
UD07.L vs. UC15.L - Volatility Comparison
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) have volatilities of 6.56% and 6.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UD07.L | UC15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 6.76% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 10.42% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.29% | 14.41% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.70% | 14.43% | +14.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.87% | 14.71% | +9.16% |