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

Performance

BCFE.DE vs. ETLF.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 L&G All Commodities UCITS ETF (ETLF.DE). The values are adjusted to include any dividend payments, if applicable.

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BCFE.DE vs. ETLF.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%3.48%
ETLF.DE
L&G All Commodities UCITS ETF
22.31%4.67%10.97%-10.24%21.51%40.15%-13.51%9.35%-5.45%2.32%

Returns By Period

In the year-to-date period, BCFE.DE achieves a 12.99% return, which is significantly lower than ETLF.DE's 22.31% return.


BCFE.DE

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

ETLF.DE

1D
-1.95%
1M
9.73%
YTD
22.31%
6M
31.92%
1Y
21.72%
3Y*
11.06%
5Y*
14.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

BCFE.DE has a 0.34% expense ratio, which is higher than ETLF.DE's 0.15% expense ratio.


Return for Risk

BCFE.DE vs. ETLF.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

ETLF.DE
ETLF.DE Risk / Return Rank: 6464
Overall Rank
ETLF.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ETLF.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
ETLF.DE Omega Ratio Rank: 6161
Omega Ratio Rank
ETLF.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
ETLF.DE Martin Ratio Rank: 4848
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. ETLF.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 L&G All Commodities UCITS ETF (ETLF.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.DEETLF.DEDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.24

+0.31

Sortino ratio

Return per unit of downside risk

2.06

1.70

+0.36

Omega ratio

Gain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratio

Return relative to maximum drawdown

3.41

2.53

+0.88

Martin ratio

Return relative to average drawdown

8.62

5.34

+3.28

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

The current BCFE.DE Sharpe Ratio is 1.56, which is comparable to the ETLF.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BCFE.DE and ETLF.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.DEETLF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.24

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.83

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.54

-0.06

Correlation

The correlation between BCFE.DE and ETLF.DE is 0.78, 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. ETLF.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

BCFE.DE vs. ETLF.DE - Drawdown Comparison

The maximum BCFE.DE drawdown since its inception was -32.93%, which is greater than ETLF.DE's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for BCFE.DE and ETLF.DE.


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Drawdown Indicators


BCFE.DEETLF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.93%

-28.78%

-4.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-11.91%

+3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-27.28%

-27.00%

-0.28%

Current Drawdown

Current decline from peak

-1.85%

-1.95%

+0.10%

Average Drawdown

Average peak-to-trough decline

-13.93%

-12.31%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

4.17%

-1.66%

Volatility

BCFE.DE vs. ETLF.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 L&G All Commodities UCITS ETF (ETLF.DE) has a volatility of 8.52%. This indicates that BCFE.DE experiences smaller price fluctuations and is considered to be less risky than ETLF.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.DEETLF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

8.52%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

13.94%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

17.39%

-3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

16.66%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

15.34%

-0.06%