AW1C.DE vs. BCFU.DE
AW1C.DE (UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc) and BCFU.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) are both exchange-traded funds - AW1C.DE is a S&P 500 fund tracking the S&P 500® ESG Elite, while BCFU.DE is a Commodities fund tracking the UBS BCOM Constant Maturity. Both are passively managed. Over the past 5 years, AW1C.DE returned 15.78%/yr vs 13.04%/yr for BCFU.DE. At a 0.18 correlation, their price movements are largely independent. AW1C.DE charges 0.15%/yr vs 0.34%/yr for BCFU.DE.
Performance
AW1C.DE vs. BCFU.DE - Performance Comparison
Loading charts...
Different Trading Currencies
AW1C.DE is traded in EUR, while BCFU.DE is traded in USD. To make them comparable, the BCFU.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, AW1C.DE achieves a 21.11% return, which is significantly higher than BCFU.DE's 19.04% return.
AW1C.DE
- 1D
- -0.12%
- 1M
- 10.22%
- YTD
- 21.11%
- 6M
- 22.20%
- 1Y
- 39.06%
- 3Y*
- 21.18%
- 5Y*
- 15.78%
- 10Y*
- —
BCFU.DE
- 1D
- -1.32%
- 1M
- -1.37%
- YTD
- 19.04%
- 6M
- 20.49%
- 1Y
- 30.38%
- 3Y*
- 11.53%
- 5Y*
- 13.04%
- 10Y*
- —
AW1C.DE vs. BCFU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AW1C.DE UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc | 21.11% | 6.94% | 24.89% | 24.93% | -14.50% | 30.17% |
BCFU.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc | 19.06% | 5.83% | 11.25% | -8.45% | 23.71% | 25.98% |
Correlation
The correlation between AW1C.DE and BCFU.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2021 | 0.18 |
The correlation between AW1C.DE and BCFU.DE shifts across timeframes, from 0.03 (1 year) to 0.18 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AW1C.DE vs. BCFU.DE — Risk / Return Rank
AW1C.DE
BCFU.DE
AW1C.DE vs. BCFU.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 (USD) A-acc (BCFU.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.DE | BCFU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.35 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 4.30 | -1.97 |
| Martin ratioReturn relative to average drawdown | 4.43 | 9.99 | -5.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AW1C.DE | BCFU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.98 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.76 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.62 | +0.29 |
Drawdowns
AW1C.DE vs. BCFU.DE - Drawdown Comparison
The maximum AW1C.DE drawdown since its inception was -22.40%, smaller than the maximum BCFU.DE drawdown of -25.15%. Use the drawdown chart below to compare losses from any high point for AW1C.DE and BCFU.DE.
Loading charts...
Drawdown Indicators
| AW1C.DE | BCFU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.40% | -25.15% | +2.75% |
Max Drawdown (1Y)Largest decline over 1 year | -16.86% | -7.03% | -9.83% |
Max Drawdown (3Y)Largest decline over 3 years | -22.40% | -13.93% | -8.47% |
Max Drawdown (5Y)Largest decline over 5 years | -22.40% | -25.15% | +2.75% |
Current DrawdownCurrent decline from peak | -0.12% | -3.51% | +3.39% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -11.04% | +5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.90% | 3.03% | +5.87% |
Volatility
AW1C.DE vs. BCFU.DE - Volatility Comparison
The current volatility for UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) is 3.81%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE) has a volatility of 4.47%. This indicates that AW1C.DE experiences smaller price fluctuations and is considered to be less risky than BCFU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AW1C.DE | BCFU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 4.47% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 12.82% | -3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.24% | 15.29% | +9.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 16.95% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 15.33% | +2.78% |
AW1C.DE vs. BCFU.DE - Expense Ratio Comparison
AW1C.DE has a 0.15% expense ratio, which is lower than BCFU.DE's 0.34% expense ratio.
Dividends
AW1C.DE vs. BCFU.DE - Dividend Comparison
Neither AW1C.DE nor BCFU.DE has paid dividends to shareholders.
Frequently Asked Questions
AW1C.DE and BCFU.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AW1C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW1C.DE is cheaper with a 0.15% expense ratio, compared with 0.34% for BCFU.DE.
AW1C.DE is categorized as S&P 500, while BCFU.DE is Commodities. AW1C.DE tracks S&P 500® ESG Elite, while BCFU.DE tracks UBS BCOM Constant Maturity. Their fees differ too: 0.15% for AW1C.DE and 0.34% for BCFU.DE.
Find the right allocation for AW1C.DE and BCFU.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer