BCFE.DE vs. UIQK.DE
BCFE.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc) and UIQK.DE (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) are both Commodities funds from UBS - BCFE.DE tracks the UBS BCOM Constant Maturity (EUR Hedged) while UIQK.DE tracks the UBS CMCI. Both are passively managed. Over the past 5 years, BCFE.DE returned 9.76%/yr vs 12.61%/yr for UIQK.DE. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.34% expense ratio.
Performance
BCFE.DE vs. UIQK.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 UIQK.DE's 22.10% return.
BCFE.DE
- 1D
- -1.12%
- 1M
- -2.28%
- YTD
- 17.15%
- 6M
- 19.15%
- 1Y
- 29.80%
- 3Y*
- 12.43%
- 5Y*
- 9.76%
- 10Y*
- —
UIQK.DE
- 1D
- -1.26%
- 1M
- -0.77%
- YTD
- 22.10%
- 6M
- 23.08%
- 1Y
- 28.80%
- 3Y*
- 10.29%
- 5Y*
- 12.61%
- 10Y*
- 8.63%
BCFE.DE vs. UIQK.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% |
UIQK.DE UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 22.10% | -1.67% | 10.72% | -4.23% | 22.43% | 46.71% | -8.90% | 12.48% | -6.36% | 6.32% |
Correlation
The correlation between BCFE.DE and UIQK.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017 | 0.72 |
The correlation between BCFE.DE and UIQK.DE has been stable across timeframes, ranging from 0.72 to 0.74 - a consistent structural relationship.
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Return for Risk
BCFE.DE vs. UIQK.DE — Risk / Return Rank
BCFE.DE
UIQK.DE
BCFE.DE vs. UIQK.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 (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.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 | UIQK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.31 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.83 | 1.81 | +3.02 |
| Martin ratioReturn relative to average drawdown | 11.89 | 3.75 | +8.14 |
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 | UIQK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.11 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.70 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.28 | +0.21 |
Drawdowns
BCFE.DE vs. UIQK.DE - Drawdown Comparison
The maximum BCFE.DE drawdown since its inception was -32.93%, smaller than the maximum UIQK.DE drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for BCFE.DE and UIQK.DE.
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Drawdown Indicators
| BCFE.DE | UIQK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -40.58% | +7.65% |
Max Drawdown (1Y)Largest decline over 1 year | -6.14% | -15.84% | +9.70% |
Max Drawdown (3Y)Largest decline over 3 years | -11.00% | -15.84% | +4.84% |
Max Drawdown (5Y)Largest decline over 5 years | -27.28% | -17.37% | -9.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.72% | — |
Current DrawdownCurrent decline from peak | -4.36% | -3.23% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -14.71% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 7.66% | -5.16% |
Volatility
BCFE.DE vs. UIQK.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 UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) has a volatility of 5.01%. This indicates that BCFE.DE experiences smaller price fluctuations and is considered to be less risky than UIQK.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 | UIQK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.01% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 12.05% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 25.76% | -11.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 17.74% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 15.90% | -0.60% |
BCFE.DE vs. UIQK.DE - Expense Ratio Comparison
Both BCFE.DE and UIQK.DE have an expense ratio of 0.34%.
Dividends
BCFE.DE vs. UIQK.DE - Dividend Comparison
Neither BCFE.DE nor UIQK.DE has paid dividends to shareholders.
Frequently Asked Questions
BCFE.DE and UIQK.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.34% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
BCFE.DE and UIQK.DE have the same expense ratio: 0.34% per year.
BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged), while UIQK.DE tracks UBS CMCI.
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