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UIQK.DE vs. EXXY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIQK.DE vs. EXXY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) and iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UIQK.DE achieves a 17.07% return, which is significantly higher than EXXY.DE's 15.12% return. Over the past 10 years, UIQK.DE has outperformed EXXY.DE with an annualized return of 8.02%, while EXXY.DE has yielded a comparatively lower 4.76% annualized return.


UIQK.DE

1D
0.54%
1M
-5.07%
YTD
17.07%
6M
19.04%
1Y
24.09%
3Y*
8.78%
5Y*
11.67%
10Y*
8.02%

EXXY.DE

1D
0.64%
1M
-8.11%
YTD
15.12%
6M
15.79%
1Y
26.55%
3Y*
8.85%
5Y*
10.00%
10Y*
4.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIQK.DE vs. EXXY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UIQK.DE
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
17.07%-1.67%10.72%-4.23%22.43%46.71%-8.90%12.48%-6.36%-6.03%
EXXY.DE
iShares Diversified Commodity Swap UCITS ETF (DE)
15.12%3.90%10.13%-10.88%20.77%39.23%-14.34%8.73%-6.17%-12.22%

Correlation

The correlation between UIQK.DE and EXXY.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2010

0.83

The correlation between UIQK.DE and EXXY.DE has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

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Return for Risk

UIQK.DE vs. EXXY.DE — Risk / Return Rank

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

UIQK.DE
UIQK.DE Risk / Return Rank: 5959
Overall Rank
UIQK.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
UIQK.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
UIQK.DE Omega Ratio Rank: 4949
Omega Ratio Rank
UIQK.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
UIQK.DE Martin Ratio Rank: 6666
Martin Ratio Rank

EXXY.DE
EXXY.DE Risk / Return Rank: 4646
Overall Rank
EXXY.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
EXXY.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
EXXY.DE Omega Ratio Rank: 4444
Omega Ratio Rank
EXXY.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
EXXY.DE Martin Ratio Rank: 5353
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.

UIQK.DE vs. EXXY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) and iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UIQK.DEEXXY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.28

1.26

+0.03

Calmar ratioReturn relative to maximum drawdown

3.11

2.22

+0.89

Martin ratioReturn relative to average drawdown

10.57

8.06

+2.52

UIQK.DE vs. EXXY.DE - Sharpe Ratio Comparison

The current UIQK.DE Sharpe Ratio is 1.65, which is comparable to the EXXY.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of UIQK.DE and EXXY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UIQK.DE vs. EXXY.DE - Drawdown Comparison

The maximum UIQK.DE drawdown since its inception was -63.18%, roughly equal to the maximum EXXY.DE drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for UIQK.DE and EXXY.DE.


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Drawdown Indicators


UIQK.DEEXXY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.18%

-65.59%

+2.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-11.92%

+4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-15.43%

-16.32%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.37%

-28.01%

+10.64%

Max Drawdown (10Y)

Largest decline over 10 years

-30.71%

-33.55%

+2.84%

Current Drawdown

Current decline from peak

-7.22%

-22.55%

+15.33%

Average Drawdown

Average peak-to-trough decline

-33.70%

-40.03%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

3.29%

-1.02%

Volatility

UIQK.DE vs. EXXY.DE - Volatility Comparison

The current volatility for UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) is 3.50%, while iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a volatility of 4.13%. This indicates that UIQK.DE experiences smaller price fluctuations and is considered to be less risky than EXXY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIQK.DEEXXY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

4.13%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

17.28%

-4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

18.91%

-4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

17.65%

-2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

15.37%

-0.92%

UIQK.DE vs. EXXY.DE - Expense Ratio Comparison

UIQK.DE has a 0.34% expense ratio, which is lower than EXXY.DE's 0.46% expense ratio.


Dividends

UIQK.DE vs. EXXY.DE - Dividend Comparison

Neither UIQK.DE nor EXXY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UIQK.DE and EXXY.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIQK.DE is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIQK.DE is cheaper with a 0.34% expense ratio, compared with 0.46% for EXXY.DE.

UIQK.DE tracks UBS CMCI, while EXXY.DE tracks Bloomberg Commodity. They also come from different issuers: UBS and iShares. Their fees differ too: 0.34% for UIQK.DE and 0.46% for EXXY.DE.

Portfolio Optimizer

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