BCFE.DE vs. LYTR.DE
BCFE.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc) and LYTR.DE (Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc) are both Commodities funds - BCFE.DE tracks the UBS BCOM Constant Maturity (EUR Hedged) while LYTR.DE tracks the Bloomberg Energy and Metals Equal-Weighted. Both are passively managed. Over the past 5 years, BCFE.DE returned 9.76%/yr vs 17.81%/yr for LYTR.DE. A 0.73 correlation means they provide meaningful diversification when combined. BCFE.DE charges 0.34%/yr vs 0.30%/yr for LYTR.DE.
Performance
BCFE.DE vs. LYTR.DE - Performance Comparison
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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 LYTR.DE's 31.68% 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*
- —
LYTR.DE
- 1D
- -0.51%
- 1M
- 1.45%
- YTD
- 31.68%
- 6M
- 37.89%
- 1Y
- 63.68%
- 3Y*
- 20.31%
- 5Y*
- 17.81%
- 10Y*
- 9.05%
BCFE.DE vs. LYTR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCFE.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc | 17.15% | 16.62% | 3.14% | -7.92% | 14.03% | 30.33% | -0.98% | 3.51% | -10.71% | 7.70% |
LYTR.DE Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc | 31.68% | 17.61% | 13.31% | -15.11% | 27.05% | 52.41% | -19.51% | 14.38% | -6.19% | 2.91% |
Correlation
The correlation between BCFE.DE and LYTR.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017 | 0.73 |
The correlation between BCFE.DE and LYTR.DE has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
BCFE.DE vs. LYTR.DE — Risk / Return Rank
BCFE.DE
LYTR.DE
BCFE.DE vs. LYTR.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 Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.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.DE | LYTR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.48 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.83 | 5.47 | -0.64 |
| Martin ratioReturn relative to average drawdown | 11.89 | 16.93 | -5.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCFE.DE | LYTR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.83 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.91 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.12 | +0.38 |
Drawdowns
BCFE.DE vs. LYTR.DE - Drawdown Comparison
The maximum BCFE.DE drawdown since its inception was -32.93%, smaller than the maximum LYTR.DE drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for BCFE.DE and LYTR.DE.
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Drawdown Indicators
| BCFE.DE | LYTR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -67.69% | +34.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.14% | -11.84% | +5.70% |
Max Drawdown (3Y)Largest decline over 3 years | -11.00% | -17.04% | +6.04% |
Max Drawdown (5Y)Largest decline over 5 years | -27.28% | -30.29% | +3.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.60% | — |
Current DrawdownCurrent decline from peak | -4.36% | -3.72% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -31.29% | +17.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.83% | -1.33% |
Volatility
BCFE.DE vs. LYTR.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 Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) has a volatility of 5.20%. This indicates that BCFE.DE experiences smaller price fluctuations and is considered to be less risky than LYTR.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.DE | LYTR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.20% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 20.33% | -8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 22.94% | -9.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 19.40% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 18.20% | -2.90% |
BCFE.DE vs. LYTR.DE - Expense Ratio Comparison
BCFE.DE has a 0.34% expense ratio, which is higher than LYTR.DE's 0.30% expense ratio.
Dividends
BCFE.DE vs. LYTR.DE - Dividend Comparison
Neither BCFE.DE nor LYTR.DE has paid dividends to shareholders.
Frequently Asked Questions
BCFE.DE and LYTR.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYTR.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYTR.DE is cheaper with a 0.30% expense ratio, compared with 0.34% for BCFE.DE.
BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged), while LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.34% for BCFE.DE and 0.30% for LYTR.DE.
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