BCFU.DE vs. AW1C.DE
BCFU.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) and AW1C.DE (UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc) are both exchange-traded funds - BCFU.DE is a Commodities fund tracking the UBS BCOM Constant Maturity, while AW1C.DE is a S&P 500 fund tracking the S&P 500® ESG Elite. Both are passively managed. Over the past 5 years, BCFU.DE returned 12.00%/yr vs 14.70%/yr for AW1C.DE. At a 0.19 correlation, their price movements are largely independent. BCFU.DE charges 0.34%/yr vs 0.15%/yr for AW1C.DE.
Performance
BCFU.DE vs. AW1C.DE - Performance Comparison
Loading charts...
Different Trading Currencies
BCFU.DE is traded in USD, while AW1C.DE is traded in EUR. To make them comparable, the AW1C.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BCFU.DE achieves a 17.70% return, which is significantly lower than AW1C.DE's 19.71% return.
BCFU.DE
- 1D
- -1.18%
- 1M
- -2.02%
- YTD
- 17.70%
- 6M
- 20.17%
- 1Y
- 32.61%
- 3Y*
- 14.58%
- 5Y*
- 12.00%
- 10Y*
- —
AW1C.DE
- 1D
- -0.00%
- 1M
- 10.76%
- YTD
- 19.71%
- 6M
- 23.10%
- 1Y
- 41.89%
- 3Y*
- 24.48%
- 5Y*
- 14.70%
- 10Y*
- —
BCFU.DE vs. AW1C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BCFU.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc | 17.70% | 19.44% | 4.91% | -5.62% | 16.93% | 19.61% |
AW1C.DE UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc | 19.71% | 20.73% | 17.75% | 28.88% | -19.21% | 23.61% |
Correlation
The correlation between BCFU.DE and AW1C.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2021 | 0.19 |
The correlation between BCFU.DE and AW1C.DE shifts across timeframes, from -0.03 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BCFU.DE vs. AW1C.DE — Risk / Return Rank
BCFU.DE
AW1C.DE
BCFU.DE vs. AW1C.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 (USD) A-acc (BCFU.DE) and UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.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.
| BCFU.DE | AW1C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.50 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.21 | 2.34 | +2.87 |
| Martin ratioReturn relative to average drawdown | 13.49 | 4.83 | +8.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BCFU.DE | AW1C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 1.65 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.77 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.85 | -0.16 |
Drawdowns
BCFU.DE vs. AW1C.DE - Drawdown Comparison
The maximum BCFU.DE drawdown since its inception was -28.81%, which is greater than AW1C.DE's maximum drawdown of -26.80%. Use the drawdown chart below to compare losses from any high point for BCFU.DE and AW1C.DE.
Loading charts...
Drawdown Indicators
| BCFU.DE | AW1C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.81% | -26.80% | -2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -17.81% | +11.58% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -18.60% | +7.87% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -26.80% | +0.51% |
Current DrawdownCurrent decline from peak | -4.34% | -0.00% | -4.34% |
Average DrawdownAverage peak-to-trough decline | -11.95% | -6.71% | -5.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 8.65% | -6.24% |
Volatility
BCFU.DE vs. AW1C.DE - Volatility Comparison
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE) has a higher volatility of 4.57% compared to UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) at 4.05%. This indicates that BCFU.DE's price experiences larger fluctuations and is considered to be riskier than AW1C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BCFU.DE | AW1C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 4.05% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 9.73% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.96% | 25.24% | -11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 18.99% | -2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.55% | 18.79% | -4.24% |
BCFU.DE vs. AW1C.DE - Expense Ratio Comparison
BCFU.DE has a 0.34% expense ratio, which is higher than AW1C.DE's 0.15% expense ratio.
Dividends
BCFU.DE vs. AW1C.DE - Dividend Comparison
Neither BCFU.DE nor AW1C.DE has paid dividends to shareholders.
Frequently Asked Questions
BCFU.DE and AW1C.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AW1C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW1C.DE is cheaper with a 0.15% expense ratio, compared with 0.34% for BCFU.DE.
BCFU.DE is categorized as Commodities, while AW1C.DE is S&P 500. BCFU.DE tracks UBS BCOM Constant Maturity, while AW1C.DE tracks S&P 500® ESG Elite. Their fees differ too: 0.34% for BCFU.DE and 0.15% for AW1C.DE.
Find the right allocation for BCFU.DE and AW1C.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer