PortfolioMetrics

WUCT vs. USOI - ETF Comparison

WUCT - ETRACS Whitney U.S. Critical Technologies ETN

The ETRACS Whitney U.S. Critical Technologies ETN is an exchange-traded note that tracks the Solactive Whitney U.S. Critical Technologies Index, providing investors with exposure to a broad range of critical technologies in the US market.

USOI - ETRACS Crude Oil Shares Covered Call ETN

The ETRACS Crude Oil Shares Covered Call ETN is an exchange-traded note that tracks the performance of the Credit Suisse NASDAQ WTI Crude Oil FLOWS 106 Index, providing investors with exposure to the crude oil market through a buy-write strategy. The fund is designed to generate income through the sale of call options on its underlying holdings, while also providing a potential hedge against market volatility.

WUCTUSOI
Fund NameETRACS Whitney U.S. Critical Technologies ETNETRACS Crude Oil Shares Covered Call ETN
Fund ProviderUBSUBS
IndexSolactive Whitney U.S. Critical Technologies Index - Benchmark TR NetCredit Suisse NASDAQ WTI Crude Oil FLOWS 106 Index
Asset ClassEquityMulti-Asset
ListingUS-listedUS-listed
Expense Ratio0.55%0.85%
Inception Date2023-03-272017-04-25
CurrencyUSDUSD
RegionUnited StatesGlobal
Investment StyleBlendBlend
Market CapBlendBlend
SectorTechnologyEnergy
Sector DetailTechnology - BroadCrude Oil
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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