BCFE.DE vs. UIMM.DE
BCFE.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc) and UIMM.DE (UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis) are both exchange-traded funds - BCFE.DE is a Commodities fund tracking the UBS BCOM Constant Maturity (EUR Hedged), while UIMM.DE is a Global Equities fund tracking the MSCI World SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, BCFE.DE returned 9.76%/yr vs 10.68%/yr for UIMM.DE. At a 0.17 correlation, their price movements are largely independent. BCFE.DE charges 0.34%/yr vs 0.22%/yr for UIMM.DE.
Performance
BCFE.DE vs. UIMM.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 higher than UIMM.DE's 9.75% 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*
- —
UIMM.DE
- 1D
- 0.19%
- 1M
- 4.65%
- YTD
- 9.75%
- 6M
- 9.94%
- 1Y
- 17.84%
- 3Y*
- 14.38%
- 5Y*
- 10.68%
- 10Y*
- 11.94%
BCFE.DE vs. UIMM.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% |
UIMM.DE UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis | 9.75% | 1.51% | 23.16% | 24.91% | -20.53% | 36.36% | 7.59% | 32.00% | -3.62% | 4.41% |
Correlation
The correlation between BCFE.DE and UIMM.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017 | 0.17 |
The correlation between BCFE.DE and UIMM.DE shifts across timeframes, from -0.13 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BCFE.DE vs. UIMM.DE — Risk / Return Rank
BCFE.DE
UIMM.DE
BCFE.DE vs. UIMM.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 UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.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 | UIMM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.26 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.83 | 1.82 | +3.01 |
| Martin ratioReturn relative to average drawdown | 11.89 | 6.31 | +5.58 |
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 | UIMM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.40 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.69 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.84 | -0.34 |
Drawdowns
BCFE.DE vs. UIMM.DE - Drawdown Comparison
The maximum BCFE.DE drawdown since its inception was -32.93%, roughly equal to the maximum UIMM.DE drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for BCFE.DE and UIMM.DE.
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Drawdown Indicators
| BCFE.DE | UIMM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -32.43% | -0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -6.14% | -9.67% | +3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -11.00% | -22.60% | +11.60% |
Max Drawdown (5Y)Largest decline over 5 years | -27.28% | -23.71% | -3.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.43% | — |
Current DrawdownCurrent decline from peak | -4.36% | 0.00% | -4.36% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -5.06% | -8.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.80% | -0.30% |
Volatility
BCFE.DE vs. UIMM.DE - Volatility Comparison
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a higher volatility of 4.33% compared to UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.DE) at 3.21%. This indicates that BCFE.DE's price experiences larger fluctuations and is considered to be riskier than UIMM.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 | UIMM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.21% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 9.27% | +2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 12.60% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 15.32% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 15.50% | -0.20% |
BCFE.DE vs. UIMM.DE - Expense Ratio Comparison
BCFE.DE has a 0.34% expense ratio, which is higher than UIMM.DE's 0.22% expense ratio.
Dividends
BCFE.DE vs. UIMM.DE - Dividend Comparison
BCFE.DE has not paid dividends to shareholders, while UIMM.DE's dividend yield for the trailing twelve months is around 0.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCFE.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UIMM.DE UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis | 0.86% | 1.02% | 1.02% | 1.13% | 1.42% | 0.97% | 1.27% | 1.60% | 1.91% | 1.94% | 1.92% | 1.80% |
Frequently Asked Questions
BCFE.DE and UIMM.DE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMM.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMM.DE is cheaper with a 0.22% expense ratio, compared with 0.34% for BCFE.DE.
BCFE.DE is categorized as Commodities, while UIMM.DE is Global Equities. BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged), while UIMM.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped. Their fees differ too: 0.34% for BCFE.DE and 0.22% for UIMM.DE.
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