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

Performance

BCFE.DE vs. GSDE.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 BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.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 8.60% return, which is significantly lower than GSDE.DE's 13.06% return.


BCFE.DE

1D
1.85%
1M
-8.04%
YTD
8.60%
6M
9.93%
1Y
19.73%
3Y*
9.07%
5Y*
8.54%
10Y*

GSDE.DE

1D
0.53%
1M
-8.51%
YTD
13.06%
6M
16.01%
1Y
32.11%
3Y*
13.45%
5Y*
12.28%
10Y*
-2.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
BCFE.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc
8.60%16.64%3.14%-7.90%14.00%30.29%-0.93%3.55%-10.75%4.20%
GSDE.DE
BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR
13.06%13.79%14.91%-12.92%21.31%39.05%-11.19%13.24%-67.88%4.12%

Correlation

The correlation between BCFE.DE and GSDE.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

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

0.77

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

0.77

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.72

The correlation between BCFE.DE and GSDE.DE has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.

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Return for Risk

BCFE.DE vs. GSDE.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: 4141
Overall Rank
BCFE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BCFE.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
BCFE.DE Omega Ratio Rank: 4343
Omega Ratio Rank
BCFE.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
BCFE.DE Martin Ratio Rank: 4646
Martin Ratio Rank

GSDE.DE
GSDE.DE Risk / Return Rank: 5959
Overall Rank
GSDE.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GSDE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
GSDE.DE Omega Ratio Rank: 5757
Omega Ratio Rank
GSDE.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
GSDE.DE Martin Ratio Rank: 6666
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. GSDE.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 BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BCFE.DEGSDE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratioReturn relative to maximum drawdown

1.52

2.77

-1.26

Martin ratioReturn relative to average drawdown

6.93

10.47

-3.53

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

The current BCFE.DE Sharpe Ratio is 1.37, which is comparable to the GSDE.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of BCFE.DE and GSDE.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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Drawdowns

BCFE.DE vs. GSDE.DE - Drawdown Comparison

The maximum BCFE.DE drawdown since its inception was -32.94%, smaller than the maximum GSDE.DE drawdown of -91.25%. Use the drawdown chart below to compare losses from any high point for BCFE.DE and GSDE.DE.


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Drawdown Indicators


BCFE.DEGSDE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.94%

-91.25%

+58.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-11.53%

-1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-15.26%

+2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-27.27%

-29.70%

+2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-91.25%

Current Drawdown

Current decline from peak

-11.34%

-78.08%

+66.74%

Average Drawdown

Average peak-to-trough decline

-13.35%

-72.32%

+58.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

3.06%

-0.22%

Volatility

BCFE.DE vs. GSDE.DE - Volatility Comparison

UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a higher volatility of 4.81% compared to BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) at 4.04%. This indicates that BCFE.DE's price experiences larger fluctuations and is considered to be riskier than GSDE.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.DEGSDE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

4.04%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.84%

16.55%

-3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

18.55%

-4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

17.94%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.18%

117.87%

-102.69%

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

BCFE.DE has a 0.34% expense ratio, which is lower than GSDE.DE's 0.39% expense ratio.


Dividends

BCFE.DE vs. GSDE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


BCFE.DE and GSDE.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BCFE.DE is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BCFE.DE is cheaper with a 0.34% expense ratio, compared with 0.39% for GSDE.DE.

BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged), while GSDE.DE tracks BNP Paribas Energy & Metals Enhanced Roll. They also come from different issuers: UBS and BNP Paribas. Their fees differ too: 0.34% for BCFE.DE and 0.39% for GSDE.DE.

Portfolio Optimizer

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