Simulation Settings
Category: Commodities
Period: August 1953 - November 2024 (~71 years)
Consolidated Returns as of 30 November 2024
Consolidated Returns as of 30 November 2024
Currency:
EUR
1.00€
Initial Capital
December 1994
December 1994
4.79€
Final Capital
November 2024
November 2024
5.36%
Yearly Return
16.77
Std Deviation
-56.78%
Max Drawdown
166months
Recovery Period
1.00€
Initial Capital
August 1953
August 1953
88.18€
Final Capital
November 2024
November 2024
6.48%
Yearly Return
16.12
Std Deviation
-56.78%
Max Drawdown
166months
Recovery Period
The UBS CMCI Composite SF (UIQK.DE) ETF covers to the following investment themes:
- Asset Class: Commodity
- Commodity: Broad Diversified
As of November 2024, in the previous 30 Years, the UBS CMCI Composite SF (UIQK.DE) ETF obtained a 5.36% compound annual return, with a 16.77% standard deviation. It suffered a maximum drawdown of -56.78% that required 166 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
Table of contents
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The UBS CMCI Composite SF (UIQK.DE) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | UIQK.DE Weight▾ | Currency |
|---|---|---|---|
| Ivy Portfolio To EUR | Mebane Faber | 20.00% | EUR |
| Ivy Portfolio To EUR Bond Hedged | Mebane Faber | 20.00% | EUR |
| 7Twelve Portfolio To EUR | Craig Israelsen | 16.66% | EUR |
| 7Twelve Portfolio To EUR Bond Hedged | Craig Israelsen | 16.66% | EUR |
| All Weather Portfolio To EUR | Ray Dalio | 7.50% | EUR |
| All Weather Portfolio To EUR Bond Hedged | Ray Dalio | 7.50% | EUR |
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Investment Returns as of Nov 30, 2024
The UBS CMCI Composite SF (UIQK.DE) ETF guaranteed the following returns.
Returns are calculated in EUR, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
UBS CMCI COMPOSITE SF (UIQK.DE) ETF
1 August 1953 - 30 November 2024 (~71 years)
Live Update: December 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (11M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX (~71Y) |
|||
| Investment Return | --- | --- | 8.87 | 3.18 | -0.34 | 6.29 | 12.24 | 4.68 | 5.36 | 6.48 | |||
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | |||||||||||||
Capital Growth as of Nov 30, 2024
An investment of 1€, from December 1994 to November 2024,
would be worth 4.79€, with a total return of 378.79% (5.36% annualized).
The Inflation Adjusted Capital would be 2.60€, with a net total return of 160.03% (3.24% annualized).
The Inflation Adjusted Capital would be 2.60€, with a net total return of 160.03% (3.24% annualized).
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An investment of 1€, from August 1953 to November 2024,
would be worth 88.18€, with a total return of 8717.82% (6.48% annualized).
The Inflation Adjusted Capital would be 13.47€, with a net total return of 1246.55% (3.71% annualized).
The Inflation Adjusted Capital would be 13.47€, with a net total return of 1246.55% (3.71% annualized).
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Investment Metrics as of Nov 30, 2024
Metrics of UBS CMCI Composite SF (UIQK.DE) ETF, updated as of 30 November 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
UBS CMCI COMPOSITE SF (UIQK.DE) ETF
Advanced Metrics
1 August 1953 - 30 November 2024 (~71 years)
Swipe left to see all data
| Metrics as of Nov 30, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(11M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~71Y) |
|
| Investment Return (%) | 8.87 | 3.18 | 7.27 | -0.34 | 6.29 | 10.52 | 12.24 | 4.68 | 2.89 | 5.36 | 6.48 |
| Growth of 1€ | 1.09 | 1.03 | 1.07 | 1.00 | 1.06 | 1.35 | 1.78 | 1.58 | 1.77 | 4.79 | 88.18 |
| Euro Inflation (%) | 2.41 | 0.00 | 0.24 | 0.57 | 2.58 | 4.95 | 3.86 | 2.42 | 2.11 | 2.06 | 2.67 |
| Pending updates, the monthly inflation of Nov 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -3.95 | -8.41 | -14.40 | -25.99 | -32.46 | -56.78 | -56.78 | -56.78 | |||
| Start to Recovery (# months) | 31* | 7* | 31* | 14 | 72 | 166 | 166 | 166 | |||
| Start (yyyy mm) | 2024 05 | 2022 05 | 2020 01 | 2015 05 | 2008 07 | 2008 07 | 2008 07 | ||||
| Start to Bottom (# months) | 4 | 13 | 4 | 60 | 142 | 142 | 142 | ||||
| Bottom (yyyy mm) | 2024 08 | 2023 05 | 2020 04 | 2020 04 | 2020 04 | 2020 04 | 2020 04 | ||||
| Bottom to End (# months) | 3 | 18 | 10 | 12 | 24 | 24 | 24 | ||||
| End (yyyy mm) | - | - | 2021 02 | 2021 04 | 2022 04 | 2022 04 | 2022 04 | ||||
| Longest Drawdown Depth (%) |
same |
same |
-14.40 |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | 31* | ||||||||||
| Start (yyyy mm) | 2024 05 | 2022 05 | 2022 05 | 2015 05 | 2008 07 | 2008 07 | 2008 07 | ||||
| Start to Bottom (# months) | 4 | 13 | 13 | 60 | 142 | 142 | 142 | ||||
| Bottom (yyyy mm) | 2024 08 | 2023 05 | 2023 05 | 2020 04 | 2020 04 | 2020 04 | 2020 04 | ||||
| Bottom to End (# months) | 3 | 18 | 18 | 12 | 24 | 24 | 24 | ||||
| End (yyyy mm) | - | - | - | 2021 04 | 2022 04 | 2022 04 | 2022 04 | ||||
| Longest negative period (# months) | 9 | 31 | 31 | 76 | 197* | 242 | 242 | ||||
| Start (yyyy mm) | 2023 12 | 2022 04 | 2022 04 | 2014 12 | 2008 07 | 2000 09 | 2000 09 | ||||
| End (yyyy mm) | 2024 08 | 2024 10 | 2024 10 | 2021 03 | 2024 11 | 2020 10 | 2020 10 | ||||
| Annualized Return (%) | -1.22 | -0.23 | -0.23 | -0.50 | 0.00 | -0.34 | -0.34 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -27.42 | -8.91 | -19.99 | -25.99 | -35.71 | -62.18 | -62.18 | -62.18 | |||
| Start to Recovery (# months) | 197* | 7* | 31* | 14 | 77 | 197* | 197* | 197* | |||
| Start (yyyy mm) | 2024 05 | 2022 05 | 2020 01 | 2015 03 | 2008 07 | 2008 07 | 2008 07 | ||||
| Start to Bottom (# months) | 4 | 13 | 4 | 62 | 142 | 142 | 142 | ||||
| Bottom (yyyy mm) | 2024 08 | 2023 05 | 2020 04 | 2020 04 | 2020 04 | 2020 04 | 2020 04 | ||||
| Bottom to End (# months) | 3 | 18 | 10 | 15 | 55 | 55 | 55 | ||||
| End (yyyy mm) | - | - | 2021 02 | 2021 07 | - | - | - | ||||
| Longest Drawdown Depth (%) |
same |
same |
-19.99 |
same |
same |
same |
-31.20 | ||||
| Start to Recovery (# months) | 31* | 227 | |||||||||
| Start (yyyy mm) | 2024 05 | 2022 05 | 2022 05 | 2015 03 | 2008 07 | 2008 07 | 1954 02 | ||||
| Start to Bottom (# months) | 4 | 13 | 13 | 62 | 142 | 142 | 196 | ||||
| Bottom (yyyy mm) | 2024 08 | 2023 05 | 2023 05 | 2020 04 | 2020 04 | 2020 04 | 1970 05 | ||||
| Bottom to End (# months) | 3 | 18 | 18 | 15 | 55 | 55 | 31 | ||||
| End (yyyy mm) | - | - | - | 2021 07 | - | - | 1972 12 | ||||
| Longest negative period (# months) | 10 | 33* | 33* | 79 | 231 | 288 | 355 | ||||
| Start (yyyy mm) | 2023 12 | 2022 03 | 2022 03 | 2014 12 | 2005 07 | 1996 05 | 1990 10 | ||||
| End (yyyy mm) | 2024 09 | 2024 11 | 2024 11 | 2021 06 | 2024 09 | 2020 04 | 2020 04 | ||||
| Annualized Return (%) | -0.82 | -0.05 | -0.05 | -0.06 | -0.03 | -0.09 | -0.13 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 9.84 | 12.77 | 14.67 | 13.88 | 14.92 | 16.77 | 16.12 | ||||
| Sharpe Ratio | 0.11 | 0.53 | 0.68 | 0.22 | 0.09 | 0.18 | 0.14 | ||||
| Sortino Ratio | 0.15 | 0.81 | 0.91 | 0.31 | 0.13 | 0.26 | 0.21 | ||||
| Ulcer Index | 3.77 | 7.35 | 9.49 | 12.75 | 32.03 | 28.40 | 20.39 | ||||
| Ratio: Return / Standard Deviation | 0.64 | 0.82 | 0.83 | 0.34 | 0.19 | 0.32 | 0.40 | ||||
| Ratio: Return / Deepest Drawdown | 0.75 | 0.73 | 0.47 | 0.14 | 0.05 | 0.09 | 0.11 | ||||
| Positive Months (%) | 58.33 | 55.55 | 60.00 | 54.16 | 53.33 | 53.61 | 53.27 | ||||
| Positive Months | 7 | 20 | 36 | 65 | 128 | 193 | 456 | ||||
| Negative Months | 5 | 16 | 24 | 55 | 112 | 167 | 400 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 4.68 | 4.68 | 14.80 | 19.17 | |||||||
| Worst 10 Years Return (%) - Annualized | -5.26 | -5.26 | -5.26 | ||||||||
| Best 10 Years Return (%) - Annualized | 2.21 | 2.21 | 12.32 | 13.37 | |||||||
| Worst 10 Years Return (%) - Annualized | -6.38 | -6.38 | -6.38 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Nov 2024 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 91.49 | 28.04 | 22.31 | 14.80 | 6.01 | 5.36 | |||||
| Worst Rolling Return (%) - Annualized | -42.38 | -12.80 | -8.83 | -5.26 | -0.51 | ||||||
| Positive Periods (%) | 58.4 | 60.9 | 69.1 | 70.5 | 96.6 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 87.86 | 24.63 | 19.82 | 12.32 | 4.13 | 3.24 | |||||
| Worst Rolling Return (%) - Annualized | -42.29 | -13.33 | -9.48 | -6.38 | -2.07 | ||||||
| Positive Periods (%) | 54.1 | 56.9 | 59.8 | 58.5 | 85.1 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 7.41 | 12.13 | 16.19 | 32.36 | 24.27 | 28.75 | 28.68 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 9.42 | 15.61 | 21.11 | 37.44 | 28.83 | 31.46 | 34.36 | 5.60 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 10.71 | 17.85 | 24.27 | 39.85 | 31.15 | 33.37 | 37.94 | 9.78 | |||
| 99% CVaR - Conditional Value at Risk (%) | 12.81 | 21.48 | 29.41 | 41.69 | 33.26 | 35.44 | 41.73 | 9.78 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 65.83 | 21.34 | 13.29 | 5.95 | 4.23 | 6.27 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | --- | 3.86 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Aug 1953 - Nov 2024) | |||||||||||
| Best Rolling Return (%) - Annualized | 91.49 | 50.62 | 32.30 | 19.17 | 16.10 | 13.56 | |||||
| Worst Rolling Return (%) - Annualized | -42.38 | -12.80 | -8.83 | -5.26 | -0.51 | 2.19 | |||||
| Positive Periods (%) | 61.6 | 69.4 | 80.9 | 87.2 | 99.3 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 87.86 | 41.32 | 24.88 | 13.37 | 11.73 | 9.83 | |||||
| Worst Rolling Return (%) - Annualized | -42.29 | -14.18 | -9.48 | -6.38 | -2.07 | 0.31 | |||||
| Positive Periods (%) | 54.4 | 56.6 | 62.6 | 71.6 | 97.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 7.02 | 11.36 | 14.96 | 18.49 | 19.38 | 20.36 | 20.39 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 8.95 | 14.70 | 19.69 | 29.41 | 24.78 | 26.96 | 27.63 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 10.19 | 16.85 | 22.72 | 36.79 | 28.61 | 30.92 | 33.67 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 12.21 | 20.35 | 27.66 | 39.92 | 30.77 | 33.15 | 36.83 | 5.60 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 65.83 | 21.34 | 13.29 | 5.95 | 4.23 | 3.55 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | --- | 0.36 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Correlations as of Nov 30, 2024
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
The following table shows the monthly correlations of UBS CMCI Composite SF (UIQK.DE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
UBS CMCI COMPOSITE SF (UIQK.DE) ETF
Monthly correlations as of 30 November 2024
Swipe left to see all data
| Correlation vs UIQK.DE | |||||
|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | |
|
SXR8.DE
|
US Large Cap Blend | 0.26 | 0.35 | 0.35 | 0.28 |
|
ZPRR.DE
|
US Small Cap Blend | -0.28 | 0.37 | 0.37 | 0.31 |
|
IQQ7.DE
|
US REITs | -0.51 | 0.42 | 0.28 | 0.23 |
|
NQSE.DE
|
US Technology | -0.02 | 0.11 | 0.15 | 0.20 |
|
EUNL.DE
|
Developed Countries | 0.20 | 0.40 | 0.38 | 0.32 |
|
SXRT.DE
|
Euro Large Cap Blend | -0.10 | 0.40 | 0.32 | 0.20 |
|
IUSQ.DE
|
World All Countries | 0.21 | 0.42 | 0.40 | 0.31 |
|
IS3N.DE
|
Emerging Markets | 0.22 | 0.42 | 0.40 | 0.33 |
|
CEBW.DE
|
US Total Bond Market EUR Hdg | -0.52 | -0.24 | -0.25 | -0.10 |
|
IUSV.DE
|
US Long Term Treasuries EUR Hdg | -0.55 | -0.46 | -0.45 | -0.22 |
|
PR1H.DE
|
US Ultrashort Gov.Bonds EUR Hdg | -0.48 | -0.25 | -0.13 | -0.01 |
|
UEEF.DE
|
US High Yield Bonds EUR Hdg | -0.53 | 0.25 | 0.30 | 0.16 |
|
EUNU.DE
|
Global Aggregate Bond EUR Hdg | -0.17 | -0.16 | -0.11 | 0.07 |
|
SPF1.DE
|
Global Convertible Bonds EUR Hdg | -0.16 | 0.31 | 0.32 | 0.29 |
|
IS3C.DE
|
Emerg. Market Bonds EUR Hdg | -0.51 | 0.21 | 0.16 | 0.16 |
|
SYBA.DE
|
Euro Total Bond Market | -0.34 | -0.10 | -0.17 | -0.08 |
|
IBCL.DE
|
Euro Long Term Gov. Bonds | -0.33 | -0.16 | -0.21 | -0.15 |
|
EUN6.DE
|
Euro Ultrashort Gov. Bonds | -0.35 | -0.11 | -0.02 | 0.24 |
|
XHYG.DE
|
Euro High Yield Bonds | -0.63 | 0.36 | 0.31 | 0.28 |
|
IBCI.DE
|
Euro Inflation Linked Bonds | -0.27 | 0.26 | 0.15 | 0.12 |
|
PHAU
|
Gold | 0.46 | -0.10 | -0.02 | 0.22 |
Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
UBS CMCI COMPOSITE SF (UIQK.DE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
1 December 1994 - 30 November 2024 (30 Years)
1 August 1953 - 30 November 2024 (~71 years)
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Rolling Returns
For a detailed rolling return analysis, click here
UBS CMCI Composite SF (UIQK.DE) ETF: Rolling Returns
UBS CMCI Composite SF (UIQK.DE) ETF: Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
UBS CMCI COMPOSITE SF (UIQK.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 December 1994 - 30 November 2024 (30 Years)
1 August 1953 - 30 November 2024 (~71 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in UBS CMCI Composite SF (UIQK.DE) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from August 1953 to November 2024.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the UBS CMCI Composite SF (UIQK.DE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
UBS CMCI COMPOSITE SF (UIQK.DE) ETF
Monthly Returns Distribution
1 December 1994 - 30 November 2024 (30 Years)
1 August 1953 - 30 November 2024 (~71 years)
193 Positive Months (54%) - 167 Negative Months (46%)
456 Positive Months (53%) - 400 Negative Months (47%)
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Methodology
Returns, up to May 2014, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
Returns, up to May 2014, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing