BCFS.DE vs. UIMA.DE
BCFS.DE (UBS US Equity Defensive Put Write SF UCITS ETF hEUR Acc) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) are both exchange-traded funds - BCFS.DE is a Options Trading fund tracking the US Equity Defensive Put Write (EUR Hedged) Index, while UIMA.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. A 0.51 correlation means they provide meaningful diversification when combined. BCFS.DE charges 0.24%/yr vs 0.10%/yr for UIMA.DE.
Performance
BCFS.DE vs. UIMA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BCFS.DE achieves a 4.49% return, which is significantly lower than UIMA.DE's 7.64% return.
BCFS.DE
- 1D
- 0.42%
- 1M
- 1.32%
- YTD
- 4.49%
- 6M
- 5.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UIMA.DE
- 1D
- 0.62%
- 1M
- 3.43%
- YTD
- 7.64%
- 6M
- 9.99%
- 1Y
- 16.53%
- 3Y*
- 13.82%
- 5Y*
- 10.02%
- 10Y*
- 9.17%
BCFS.DE vs. UIMA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BCFS.DE UBS US Equity Defensive Put Write SF UCITS ETF hEUR Acc | 4.49% | 4.64% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 7.64% | 10.33% |
Correlation
The correlation between BCFS.DE and UIMA.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 5, 2025 | 0.51 |
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Return for Risk
BCFS.DE vs. UIMA.DE — Risk / Return Rank
BCFS.DE
UIMA.DE
BCFS.DE vs. UIMA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS US Equity Defensive Put Write SF UCITS ETF hEUR Acc (BCFS.DE) and UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| BCFS.DE | UIMA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.29 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.09 | 0.49 | +2.60 |
Drawdowns
BCFS.DE vs. UIMA.DE - Drawdown Comparison
The maximum BCFS.DE drawdown since its inception was -2.21%, smaller than the maximum UIMA.DE drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for BCFS.DE and UIMA.DE.
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Drawdown Indicators
| BCFS.DE | UIMA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.21% | -35.78% | +33.57% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.42% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.25% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.78% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.50% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -0.17% | -5.66% | +5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.53% | — |
Volatility
BCFS.DE vs. UIMA.DE - Volatility Comparison
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Volatility by Period
| BCFS.DE | UIMA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.30% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.54% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 12.75% | -9.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.67% | 14.19% | -10.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.67% | 15.57% | -11.90% |
BCFS.DE vs. UIMA.DE - Expense Ratio Comparison
BCFS.DE has a 0.24% expense ratio, which is higher than UIMA.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BCFS.DE vs. UIMA.DE - Dividend Comparison
BCFS.DE has not paid dividends to shareholders, while UIMA.DE's dividend yield for the trailing twelve months is around 3.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCFS.DE UBS US Equity Defensive Put Write SF UCITS ETF hEUR 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% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 3.16% | 2.48% | 2.67% | 2.74% | 2.91% | 2.02% | 2.06% | 2.87% | 3.38% | 2.91% | 3.95% | 3.24% |
Frequently Asked Questions
BCFS.DE and UIMA.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMA.DE is cheaper with a 0.10% expense ratio, compared with 0.24% for BCFS.DE.
BCFS.DE is categorized as Options Trading, while UIMA.DE is Europe Equities. BCFS.DE tracks US Equity Defensive Put Write (EUR Hedged) Index, while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.24% for BCFS.DE and 0.10% for UIMA.DE.
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