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BCFB.DE vs. UIQ4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCFB.DE vs. UIQ4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI Pacific (ex Japan) IMI Socially Responsible UCITS ETF (USD) A-acc (BCFB.DE) and UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCFB.DE achieves a 3.44% return, which is significantly higher than UIQ4.DE's 3.01% return.


BCFB.DE

1D
-0.92%
1M
-1.42%
YTD
3.44%
6M
4.36%
1Y
6.55%
3Y*
7.78%
5Y*
10Y*

UIQ4.DE

1D
0.18%
1M
2.17%
YTD
3.01%
6M
3.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCFB.DE vs. UIQ4.DE - Yearly Performance Comparison


Correlation

The correlation between BCFB.DE and UIQ4.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 11, 2025

0.48

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Return for Risk

BCFB.DE vs. UIQ4.DE — Risk / Return Rank

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

BCFB.DE
BCFB.DE Risk / Return Rank: 2020
Overall Rank
BCFB.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BCFB.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
BCFB.DE Omega Ratio Rank: 1717
Omega Ratio Rank
BCFB.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
BCFB.DE Martin Ratio Rank: 2323
Martin Ratio Rank

UIQ4.DE
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.

BCFB.DE vs. UIQ4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI Pacific (ex Japan) IMI Socially Responsible UCITS ETF (USD) A-acc (BCFB.DE) and UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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.


BCFB.DEUIQ4.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.95

Martin ratioReturn relative to average drawdown

2.82

BCFB.DE vs. UIQ4.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BCFB.DEUIQ4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.27

-0.87

Drawdowns

BCFB.DE vs. UIQ4.DE - Drawdown Comparison

The maximum BCFB.DE drawdown since its inception was -19.43%, which is greater than UIQ4.DE's maximum drawdown of -3.90%. Use the drawdown chart below to compare losses from any high point for BCFB.DE and UIQ4.DE.


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Drawdown Indicators


BCFB.DEUIQ4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.43%

-3.90%

-15.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-19.43%

Current Drawdown

Current decline from peak

-3.34%

-0.25%

-3.09%

Average Drawdown

Average peak-to-trough decline

-4.55%

-0.87%

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

Volatility

BCFB.DE vs. UIQ4.DE - Volatility Comparison


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Volatility by Period


BCFB.DEUIQ4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

7.67%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.32%

7.67%

+6.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.32%

7.67%

+6.65%

BCFB.DE vs. UIQ4.DE - Expense Ratio Comparison

BCFB.DE has a 0.19% expense ratio, which is lower than UIQ4.DE's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BCFB.DE vs. UIQ4.DE - Dividend Comparison

Neither BCFB.DE nor UIQ4.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BCFB.DE and UIQ4.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BCFB.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BCFB.DE is cheaper with a 0.19% expense ratio, compared with 0.21% for UIQ4.DE.

BCFB.DE is categorized as Asia Pacific Equities, while UIQ4.DE is Derivative Income. BCFB.DE tracks MSCI Pacific ex Japan IMI Extended SRI Low Carbon Select 5% Issuer Capped, while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.19% for BCFB.DE and 0.21% for UIQ4.DE.

Portfolio Optimizer

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