BCFE.DE vs. SXRS.DE
BCFE.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both Commodities funds - BCFE.DE tracks the UBS BCOM Constant Maturity (EUR Hedged) while SXRS.DE tracks the Bloomberg Commodity. Both are passively managed. Over the past 5 years, BCFE.DE returned 9.76%/yr vs 12.06%/yr for SXRS.DE. Their correlation of 0.80 suggests significant overlap in exposure. BCFE.DE charges 0.34%/yr vs 0.19%/yr for SXRS.DE.
Performance
BCFE.DE vs. SXRS.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 SXRS.DE's 23.84% 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*
- —
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
BCFE.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -12.13% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
Correlation
The correlation between BCFE.DE and SXRS.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.80 |
The correlation between BCFE.DE and SXRS.DE has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.
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Return for Risk
BCFE.DE vs. SXRS.DE — Risk / Return Rank
BCFE.DE
SXRS.DE
BCFE.DE vs. SXRS.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 iShares Diversified Commodity Swap UCITS ETF (SXRS.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 | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.83 | 4.00 | +0.83 |
| Martin ratioReturn relative to average drawdown | 11.89 | 8.95 | +2.94 |
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 | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.87 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.70 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.53 | -0.04 |
Drawdowns
BCFE.DE vs. SXRS.DE - Drawdown Comparison
The maximum BCFE.DE drawdown since its inception was -32.93%, which is greater than SXRS.DE's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for BCFE.DE and SXRS.DE.
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Drawdown Indicators
| BCFE.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -27.64% | -5.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.14% | -8.75% | +2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -11.00% | -16.03% | +5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.28% | -27.56% | +0.28% |
Current DrawdownCurrent decline from peak | -4.36% | -4.99% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -13.12% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.92% | -1.42% |
Volatility
BCFE.DE vs. SXRS.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 iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.76%. This indicates that BCFE.DE experiences smaller price fluctuations and is considered to be less risky than SXRS.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 | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.76% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 16.67% | -4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 18.76% | -4.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 17.13% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 15.85% | -0.55% |
BCFE.DE vs. SXRS.DE - Expense Ratio Comparison
BCFE.DE has a 0.34% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Dividends
BCFE.DE vs. SXRS.DE - Dividend Comparison
Neither BCFE.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
BCFE.DE and SXRS.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.34% for BCFE.DE.
BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged), while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: UBS and iShares. Their fees differ too: 0.34% for BCFE.DE and 0.19% for SXRS.DE.
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