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BCFE.DE vs. AW11.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCFE.DE vs. AW11.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) and UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc (AW11.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, BCFE.DE achieves a 17.15% return, which is significantly higher than AW11.DE's 9.77% return.


BCFE.DE

1D
-1.12%
1M
-2.28%
YTD
17.15%
6M
19.15%
1Y
29.80%
3Y*
12.43%
5Y*
9.76%
10Y*

AW11.DE

1D
0.07%
1M
5.23%
YTD
9.77%
6M
9.99%
1Y
24.49%
3Y*
15.28%
5Y*
11.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCFE.DE vs. AW11.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BCFE.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc
17.15%16.62%3.14%-7.92%14.03%18.86%
AW11.DE
UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc
9.77%7.84%22.18%18.68%-14.25%24.39%

Correlation

The correlation between BCFE.DE and AW11.DE is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2021

0.12

The correlation between BCFE.DE and AW11.DE shifts across timeframes, from -0.15 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BCFE.DE vs. AW11.DE — Risk / Return Rank

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

BCFE.DE
BCFE.DE Risk / Return Rank: 6969
Overall Rank
BCFE.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BCFE.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
BCFE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
BCFE.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
BCFE.DE Martin Ratio Rank: 6666
Martin Ratio Rank

AW11.DE
AW11.DE Risk / Return Rank: 7373
Overall Rank
AW11.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AW11.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
AW11.DE Omega Ratio Rank: 7676
Omega Ratio Rank
AW11.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
AW11.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.

BCFE.DE vs. AW11.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) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc (AW11.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.DEAW11.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.40

1.44

-0.04

Calmar ratioReturn relative to maximum drawdown

4.83

3.39

+1.44

Martin ratioReturn relative to average drawdown

11.89

13.65

-1.76

BCFE.DE vs. AW11.DE - Sharpe Ratio Comparison

The current BCFE.DE Sharpe Ratio is 2.14, which is comparable to the AW11.DE Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of BCFE.DE and AW11.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BCFE.DEAW11.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.34

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.85

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.91

-0.42

Drawdowns

BCFE.DE vs. AW11.DE - Drawdown Comparison

The maximum BCFE.DE drawdown since its inception was -32.93%, which is greater than AW11.DE's maximum drawdown of -20.84%. Use the drawdown chart below to compare losses from any high point for BCFE.DE and AW11.DE.


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Drawdown Indicators


BCFE.DEAW11.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.93%

-20.84%

-12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.14%

-7.19%

+1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-11.00%

-20.84%

+9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-27.28%

-20.84%

-6.44%

Current Drawdown

Current decline from peak

-4.36%

-0.15%

-4.21%

Average Drawdown

Average peak-to-trough decline

-13.69%

-4.45%

-9.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

1.79%

+0.71%

Volatility

BCFE.DE vs. AW11.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) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc (AW11.DE) at 2.49%. This indicates that BCFE.DE's price experiences larger fluctuations and is considered to be riskier than AW11.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.DEAW11.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

2.49%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

7.36%

+4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

10.41%

+3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

13.44%

+4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

13.33%

+1.97%

BCFE.DE vs. AW11.DE - Expense Ratio Comparison

BCFE.DE has a 0.34% expense ratio, which is higher than AW11.DE's 0.19% expense ratio.


Dividends

BCFE.DE vs. AW11.DE - Dividend Comparison

Neither BCFE.DE nor AW11.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BCFE.DE and AW11.DE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AW11.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AW11.DE is cheaper with a 0.19% expense ratio, compared with 0.34% for BCFE.DE.

BCFE.DE is categorized as Commodities, while AW11.DE is Global Equities. BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged), while AW11.DE tracks Solactive UBS Climate Aware Global Developed Equity CTB. Their fees differ too: 0.34% for BCFE.DE and 0.19% for AW11.DE.

Portfolio Optimizer

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