UCIB

ETRACS CMCI Total Return ETN Series B
*Unless otherwise stated, data provided by FactSet.

UCIB Fund Description

UCIB tracks a broad-commodity index representing five commodity sectors. It uses a set of five futures contracts of different maturities to maintain exposure to each commodity.

UCIB Factset Analytics Insight

UCIB provides exposure to five commodity groups representing 23 commodities, which can vary at each bi-annual reviews. The note attempts to provide diversified exposure to a large basket of commodities by weighting each commodity sector by economic importance and each commodity by consumption. A mix of fundamental and liquidity are used, fundamental weights are derived from economic indicators such as CPI, PPI, and GDP, commodity-level consumption data and liquidity weights rely on combination of open interest and volume data. As a result, the ETN distributed sector weights more evenly. It attempts to beat contango by using up to five different futures contracts for each commodity, rather than simply one front-month contract, and by continuously rolling its exposure. The target contracts or Standard Constant Maturities are 3 months, 6 months, 1 year, 2 years, and 3 years for each commodity.

PERFORMANCE [as of 09/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
UCIB 5.34% 4.64% 29.56% 48.20% 9.51% 7.81% --
UCIB (NAV) 4.03% 5.04% 30.80% 51.04% 9.45% 8.56% --
S&P GSCI 7.21% 4.51% 35.37% 56.07% -1.32% 3.96% -5.17%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

UCIB Summary Data

UBS
ETRACS
10/08/15
Exchange-Traded Note
0.55%
$55.30M
$44.04K
0.46%

UCIB Portfolio Data

Futures
Laddered
Monthly
--

UCIB Index Data

Multi-Factor
Multi-Factor
S&P GSCI

UCIB Portfolio Management

0.55%
--
--
--

UCIB Tax Exposures

20.00% / 39.60%
--
No

UCIB Fund Structure

Exchange-Traded Note
No
N/A
UBS AG (London Branch)
Low
Medium
None

UCIB Factset Analytics Block Liquidity

As of 09/24/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of UCIB. UCIB is rated a 5 out of 5.

UCIB Tradability

2,264
$44.04K
975
$19.45K
0.46%
$0.09
-0.01%
1.58% / -1.09%
Potential
100.00%
50,000
0.02
0.00%
--
0
$19.92
5

UCIB Sector Breakdown


UCIB
Segment Benchmark
33.06%
55.10%
31.20%
20.70%
25.32%
9.42%
5.71%
5.14%
4.71%
9.64%

UCIB Tenor Strategy

UCIB's constant maturity strategy requires continuous rolling of furtures contracts.

UCIB Rolling Strategy

UCIB's laddered strategy is diversified across 5 constant maturities ranging from 3 months to 3 years.

UCIB Performance Statistics

0.84
0.73
--
--
0.00%