BCFE.DE vs. 4UBQ.DE
BCFE.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc) and 4UBQ.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc) are both exchange-traded funds - BCFE.DE is a Commodities fund tracking the UBS BCOM Constant Maturity (EUR Hedged), while 4UBQ.DE is a S&P 500 fund tracking the S&P 500 ESG. Both are passively managed. Over the past 5 years, BCFE.DE returned 9.76%/yr vs 15.51%/yr for 4UBQ.DE. At a 0.13 correlation, their price movements are largely independent. BCFE.DE charges 0.34%/yr vs 0.10%/yr for 4UBQ.DE.
Performance
BCFE.DE vs. 4UBQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BCFE.DE achieves a 17.15% return, which is significantly higher than 4UBQ.DE's 11.15% return.
BCFE.DE
- 1D
- -1.12%
- 1M
- -0.08%
- YTD
- 17.15%
- 6M
- 18.41%
- 1Y
- 28.89%
- 3Y*
- 12.43%
- 5Y*
- 9.76%
- 10Y*
- —
4UBQ.DE
- 1D
- 0.58%
- 1M
- 4.20%
- YTD
- 11.15%
- 6M
- 11.13%
- 1Y
- 28.46%
- 3Y*
- 18.50%
- 5Y*
- 15.51%
- 10Y*
- —
BCFE.DE vs. 4UBQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BCFE.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc | 17.15% | 16.62% | 3.14% | -7.92% | 14.03% | 30.33% | 14.92% |
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 11.15% | 5.39% | 31.02% | 24.03% | -13.92% | 43.62% | 8.66% |
Correlation
The correlation between BCFE.DE and 4UBQ.DE is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2020 | 0.13 |
The correlation between BCFE.DE and 4UBQ.DE shifts across timeframes, from -0.09 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BCFE.DE vs. 4UBQ.DE — Risk / Return Rank
BCFE.DE
4UBQ.DE
BCFE.DE vs. 4UBQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.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.
| BCFE.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.46 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.83 | 4.10 | +0.73 |
| Martin ratioReturn relative to average drawdown | 11.89 | 15.73 | -3.84 |
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
| BCFE.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.47 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.00 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 1.11 | -0.62 |
Drawdowns
BCFE.DE vs. 4UBQ.DE - Drawdown Comparison
The maximum BCFE.DE drawdown since its inception was -32.93%, which is greater than 4UBQ.DE's maximum drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for BCFE.DE and 4UBQ.DE.
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Drawdown Indicators
| BCFE.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -23.35% | -9.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.14% | -6.93% | +0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -11.00% | -23.35% | +12.35% |
Max Drawdown (5Y)Largest decline over 5 years | -27.28% | -23.35% | -3.93% |
Current DrawdownCurrent decline from peak | -4.36% | 0.00% | -4.36% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -4.02% | -9.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.81% | +0.69% |
Volatility
BCFE.DE vs. 4UBQ.DE - Volatility Comparison
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a higher volatility of 4.33% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) at 2.81%. This indicates that BCFE.DE's price experiences larger fluctuations and is considered to be riskier than 4UBQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCFE.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 2.81% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 7.61% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 11.53% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 15.27% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 15.39% | -0.09% |
BCFE.DE vs. 4UBQ.DE - Expense Ratio Comparison
BCFE.DE has a 0.34% expense ratio, which is higher than 4UBQ.DE's 0.10% expense ratio.
Dividends
BCFE.DE vs. 4UBQ.DE - Dividend Comparison
Neither BCFE.DE nor 4UBQ.DE has paid dividends to shareholders.
Frequently Asked Questions
BCFE.DE and 4UBQ.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 4UBQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBQ.DE is cheaper with a 0.10% expense ratio, compared with 0.34% for BCFE.DE.
BCFE.DE is categorized as Commodities, while 4UBQ.DE is S&P 500. BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged), while 4UBQ.DE tracks S&P 500 ESG. Their fees differ too: 0.34% for BCFE.DE and 0.10% for 4UBQ.DE.
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