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

Performance

BCFE.DE vs. BCFU.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 ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
BCFE.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc
12.99%16.62%3.14%-7.92%14.03%30.33%-0.98%3.51%-10.71%7.70%
BCFU.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc
13.48%5.83%11.25%-8.45%23.71%43.40%-7.83%9.25%-3.00%0.16%
Different Trading Currencies

BCFE.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

The year-to-date returns for both investments are quite close, with BCFE.DE having a 12.99% return and BCFU.DE slightly higher at 13.48%.


BCFE.DE

1D
-1.38%
1M
3.82%
YTD
12.99%
6M
20.96%
1Y
21.76%
3Y*
9.33%
5Y*
11.64%
10Y*

BCFU.DE

1D
-2.58%
1M
3.56%
YTD
13.48%
6M
22.27%
1Y
14.44%
3Y*
8.69%
5Y*
14.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both BCFE.DE and BCFU.DE have an expense ratio of 0.34%.


Return for Risk

BCFE.DE vs. BCFU.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: 7979
Overall Rank
BCFE.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BCFE.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
BCFE.DE Omega Ratio Rank: 7575
Omega Ratio Rank
BCFE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
BCFE.DE Martin Ratio Rank: 7474
Martin Ratio Rank

BCFU.DE
BCFU.DE Risk / Return Rank: 8080
Overall Rank
BCFU.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BCFU.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
BCFU.DE Omega Ratio Rank: 7676
Omega Ratio Rank
BCFU.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
BCFU.DE Martin Ratio Rank: 7777
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. BCFU.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 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.


BCFE.DEBCFU.DEDifference

Sharpe ratio

Return per unit of total volatility

1.56

0.95

+0.61

Sortino ratio

Return per unit of downside risk

2.06

1.31

+0.75

Omega ratio

Gain probability vs. loss probability

1.30

1.18

+0.11

Calmar ratio

Return relative to maximum drawdown

3.41

2.09

+1.32

Martin ratio

Return relative to average drawdown

8.62

4.47

+4.15

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

The current BCFE.DE Sharpe Ratio is 1.56, which is higher than the BCFU.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of BCFE.DE and BCFU.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BCFE.DEBCFU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.95

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.83

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.60

-0.12

Correlation

The correlation between BCFE.DE and BCFU.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BCFE.DE vs. BCFU.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

BCFE.DE vs. BCFU.DE - Drawdown Comparison

The maximum BCFE.DE drawdown since its inception was -32.93%, which is greater than BCFU.DE's maximum drawdown of -25.15%. Use the drawdown chart below to compare losses from any high point for BCFE.DE and BCFU.DE.


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Drawdown Indicators


BCFE.DEBCFU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.93%

-28.81%

-4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-8.55%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-27.28%

-26.29%

-0.99%

Current Drawdown

Current decline from peak

-1.85%

-3.32%

+1.47%

Average Drawdown

Average peak-to-trough decline

-13.93%

-12.16%

-1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.42%

+0.09%

Volatility

BCFE.DE vs. BCFU.DE - Volatility Comparison

The current volatility for UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) is 5.40%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE) has a volatility of 6.71%. This indicates that BCFE.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.


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Volatility by Period


BCFE.DEBCFU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

6.71%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

11.89%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

15.14%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

16.84%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

15.30%

-0.02%