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AW1C.DE vs. BCFE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AW1C.DE vs. BCFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) and UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE). The values are adjusted to include any dividend payments, if applicable.

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AW1C.DE vs. BCFE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AW1C.DE
UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc
-3.47%6.94%24.89%24.93%-14.50%30.17%
BCFE.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc
12.99%16.62%3.14%-7.92%14.03%18.22%

Returns By Period

In the year-to-date period, AW1C.DE achieves a -3.47% return, which is significantly lower than BCFE.DE's 12.99% return.


AW1C.DE

1D
2.29%
1M
-3.74%
YTD
-3.47%
6M
3.00%
1Y
9.87%
3Y*
14.95%
5Y*
11.56%
10Y*

BCFE.DE

1D
-1.38%
1M
3.82%
YTD
12.99%
6M
20.96%
1Y
21.76%
3Y*
9.33%
5Y*
11.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AW1C.DE vs. BCFE.DE - Expense Ratio Comparison

AW1C.DE has a 0.15% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.


Return for Risk

AW1C.DE vs. BCFE.DE — Risk / Return Rank

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

AW1C.DE
AW1C.DE Risk / Return Rank: 2323
Overall Rank
AW1C.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
AW1C.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
AW1C.DE Omega Ratio Rank: 2929
Omega Ratio Rank
AW1C.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
AW1C.DE Martin Ratio Rank: 2020
Martin Ratio Rank

BCFE.DE
BCFE.DE Risk / Return Rank: 7979
Overall Rank
BCFE.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BCFE.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
BCFE.DE Omega Ratio Rank: 7575
Omega Ratio Rank
BCFE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
BCFE.DE Martin Ratio Rank: 7474
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.

AW1C.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) and UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.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.


AW1C.DEBCFE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.35

1.56

-1.20

Sortino ratio

Return per unit of downside risk

0.73

2.06

-1.34

Omega ratio

Gain probability vs. loss probability

1.13

1.30

-0.17

Calmar ratio

Return relative to maximum drawdown

0.60

3.41

-2.81

Martin ratio

Return relative to average drawdown

1.20

8.62

-7.42

AW1C.DE vs. BCFE.DE - Sharpe Ratio Comparison

The current AW1C.DE Sharpe Ratio is 0.35, which is lower than the BCFE.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of AW1C.DE and BCFE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AW1C.DEBCFE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

1.56

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.66

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.47

+0.19

Correlation

The correlation between AW1C.DE and BCFE.DE is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AW1C.DE vs. BCFE.DE - Dividend Comparison

Neither AW1C.DE nor BCFE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AW1C.DE vs. BCFE.DE - Drawdown Comparison

The maximum AW1C.DE drawdown since its inception was -22.40%, smaller than the maximum BCFE.DE drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for AW1C.DE and BCFE.DE.


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Drawdown Indicators


AW1C.DEBCFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.40%

-32.93%

+10.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-8.45%

-8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.40%

-27.28%

+4.88%

Current Drawdown

Current decline from peak

-14.96%

-1.85%

-13.11%

Average Drawdown

Average peak-to-trough decline

-5.84%

-13.93%

+8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.51%

2.51%

+6.00%

Volatility

AW1C.DE vs. BCFE.DE - Volatility Comparison

The current volatility for UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) is 4.35%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a volatility of 5.40%. This indicates that AW1C.DE experiences smaller price fluctuations and is considered to be less risky than BCFE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AW1C.DEBCFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

5.40%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

23.29%

10.94%

+12.35%

Volatility (1Y)

Calculated over the trailing 1-year period

27.78%

13.91%

+13.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.28%

17.43%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

15.28%

+2.93%