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

Performance

BCFE.DE vs. CMOE.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 Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.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 lower than CMOE.DE's 21.57% 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*

CMOE.DE

1D
-1.32%
1M
-1.55%
YTD
21.57%
6M
21.82%
1Y
33.83%
3Y*
13.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
BCFE.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc
17.15%16.62%3.14%-7.92%3.13%
CMOE.DE
Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc
21.57%14.96%2.92%-9.62%-0.48%

Correlation

The correlation between BCFE.DE and CMOE.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.94

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.94

The correlation between BCFE.DE and CMOE.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

BCFE.DE vs. CMOE.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

CMOE.DE
CMOE.DE Risk / Return Rank: 6363
Overall Rank
CMOE.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CMOE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMOE.DE Omega Ratio Rank: 6161
Omega Ratio Rank
CMOE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
CMOE.DE Martin Ratio Rank: 5959
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. CMOE.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 Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.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.DECMOE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

4.83

4.49

+0.34

Martin ratioReturn relative to average drawdown

11.89

10.26

+1.63

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

The current BCFE.DE Sharpe Ratio is 2.14, which is comparable to the CMOE.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of BCFE.DE and CMOE.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.DECMOE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.00

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.37

+0.12

Drawdowns

BCFE.DE vs. CMOE.DE - Drawdown Comparison

The maximum BCFE.DE drawdown since its inception was -32.93%, which is greater than CMOE.DE's maximum drawdown of -29.97%. Use the drawdown chart below to compare losses from any high point for BCFE.DE and CMOE.DE.


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Drawdown Indicators


BCFE.DECMOE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.93%

-29.97%

-2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-6.14%

-7.70%

+1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-11.00%

-11.83%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-27.28%

Current Drawdown

Current decline from peak

-4.36%

-5.48%

+1.12%

Average Drawdown

Average peak-to-trough decline

-13.69%

-19.33%

+5.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

3.38%

-0.88%

Volatility

BCFE.DE vs. CMOE.DE - Volatility Comparison

The current volatility for UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) is 4.33%, while Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.DE) has a volatility of 5.18%. This indicates that BCFE.DE experiences smaller price fluctuations and is considered to be less risky than CMOE.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.DECMOE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

5.18%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

15.26%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

17.28%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

16.62%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

16.62%

-1.32%

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

BCFE.DE has a 0.34% expense ratio, which is higher than CMOE.DE's 0.24% expense ratio.


Dividends

BCFE.DE vs. CMOE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, BCFE.DE and CMOE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CMOE.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMOE.DE is cheaper with a 0.24% expense ratio, compared with 0.34% for BCFE.DE.

BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged), while CMOE.DE tracks Bloomberg Commodity (EUR Hedged). They also come from different issuers: UBS and Invesco. Their fees differ too: 0.34% for BCFE.DE and 0.24% for CMOE.DE.

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