BCFB.DE vs. UIQ4.DE
BCFB.DE (UBS ETF (IE) MSCI Pacific (ex Japan) IMI Socially Responsible UCITS ETF (USD) A-acc) and UIQ4.DE (UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc) are both exchange-traded funds - BCFB.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan IMI Extended SRI Low Carbon Select 5% Issuer Capped, while UIQ4.DE is a Derivative Income fund tracking the Euro Equity Defensive Put Write Index. Both are passively managed. At a 0.48 correlation, their price movements are largely independent. BCFB.DE charges 0.19%/yr vs 0.21%/yr for UIQ4.DE.
Performance
BCFB.DE vs. UIQ4.DE - Performance Comparison
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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*
- —
BCFB.DE vs. UIQ4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BCFB.DE UBS ETF (IE) MSCI Pacific (ex Japan) IMI Socially Responsible UCITS ETF (USD) A-acc | 3.44% | 1.75% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc | 3.01% | 6.38% |
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
BCFB.DE
UIQ4.DE
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.DE | UIQ4.DE | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCFB.DE | UIQ4.DE | Difference | |
|---|---|---|---|
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.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.34% | -0.25% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -0.87% | -3.68% |
Ulcer IndexDepth 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.DE | UIQ4.DE | Difference | |
|---|---|---|---|
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.
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.
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