BCFU.DE vs. AW1P.DE

Last updated Jun 5, 2026

BCFU.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) and AW1P.DE (UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc) are both exchange-traded funds - BCFU.DE is a Commodities fund tracking the UBS BCOM Constant Maturity, while AW1P.DE is a Global Equities fund tracking the MSCI ACWI SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 3 years, BCFU.DE returned 14.58%/yr vs 20.51%/yr for AW1P.DE. At a 0.19 correlation, their price movements are largely independent. BCFU.DE charges 0.34%/yr vs 0.25%/yr for AW1P.DE.

Performance

BCFU.DE vs. AW1P.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE) and UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

BCFU.DE is traded in USD, while AW1P.DE is traded in EUR. To make them comparable, the AW1P.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 higher than AW1P.DE's 13.59% 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*: —

AW1P.DE

• 1D: -0.71%
• 1M: 5.43%
• YTD: 13.59%
• 6M: 15.21%
• 1Y: 27.89%
• 3Y*: 20.51%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BCFU.DE vs. AW1P.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BCFU.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc	17.70%	19.44%	4.91%	-5.62%	1.63%
AW1P.DE UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc	13.59%	16.97%	18.22%	26.64%	-18.63%

Correlation

The correlation between BCFU.DE and AW1P.DE is -0.06, 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	-0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022	0.19

The correlation between BCFU.DE and AW1P.DE shifts across timeframes, from -0.06 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BCFU.DE vs. AW1P.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCFU.DE

BCFU.DE Risk / Return Rank: 74
BCFU.DE Sharpe Ratio Rank: 73
BCFU.DE Sortino Ratio Rank: 64
BCFU.DE Omega Ratio Rank: 73
BCFU.DE Calmar Ratio Rank: 89
BCFU.DE Martin Ratio Rank: 73

AW1P.DE

AW1P.DE Risk / Return Rank: 59
AW1P.DE Sharpe Ratio Rank: 55
AW1P.DE Sortino Ratio Rank: 56
AW1P.DE Omega Ratio Rank: 54
AW1P.DE Calmar Ratio Rank: 65
AW1P.DE Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BCFU.DE vs. AW1P.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) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.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	AW1P.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.33	1.91	+0.42
Sortino ratio: Return per unit of downside risk	2.93	2.79	+0.14
Omega ratio: Gain probability vs. loss probability	1.43	1.33	+0.10
Calmar ratio: Return relative to maximum drawdown	5.21	2.81	+2.40
Martin ratio: Return relative to average drawdown	13.49	10.99	+2.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BCFU.DE vs. AW1P.DE - Sharpe Ratio Comparison

The current BCFU.DE Sharpe Ratio is 2.33, which is comparable to the AW1P.DE Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of BCFU.DE and AW1P.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BCFU.DE	AW1P.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	1.91	+0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.68	+0.01

Drawdowns

BCFU.DE vs. AW1P.DE - Drawdown Comparison

The maximum BCFU.DE drawdown since its inception was -28.81%, which is greater than AW1P.DE's maximum drawdown of -26.93%. Use the drawdown chart below to compare losses from any high point for BCFU.DE and AW1P.DE.

Drawdown Indicators

	BCFU.DE	AW1P.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.81%	-26.93%	-1.88%
Max Drawdown (1Y) Largest decline over 1 year	-6.23%	-9.87%	+3.64%
Max Drawdown (3Y) Largest decline over 3 years	-10.73%	-20.37%	+9.64%
Max Drawdown (5Y) Largest decline over 5 years	-26.29%	—	—
Current Drawdown Current decline from peak	-4.34%	-0.74%	-3.60%
Average Drawdown Average peak-to-trough decline	-11.95%	-6.40%	-5.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	2.53%	-0.12%

Volatility

BCFU.DE vs. AW1P.DE - Volatility Comparison

UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE) and UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.DE) have volatilities of 4.57% and 4.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCFU.DE	AW1P.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	4.55%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	12.16%	11.23%	+0.93%
Volatility (1Y) Calculated over the trailing 1-year period	13.96%	14.58%	-0.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.36%	17.31%	-0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.55%	17.31%	-2.76%

BCFU.DE vs. AW1P.DE - Expense Ratio Comparison

BCFU.DE has a 0.34% expense ratio, which is higher than AW1P.DE's 0.25% expense ratio.

Dividends

BCFU.DE vs. AW1P.DE - Dividend Comparison

Neither BCFU.DE nor AW1P.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BCFU.DE and AW1P.DE in my portfolio?

BCFU.DE and AW1P.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BCFU.DE or AW1P.DE?

On fees, AW1P.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BCFU.DE or AW1P.DE?

AW1P.DE is cheaper with a 0.25% expense ratio, compared with 0.34% for BCFU.DE.

What is the main difference between BCFU.DE and AW1P.DE?

BCFU.DE is categorized as Commodities, while AW1P.DE is Global Equities. BCFU.DE tracks UBS BCOM Constant Maturity, while AW1P.DE tracks MSCI ACWI SRI Low Carbon Select 5% Issuer Capped. Their fees differ too: 0.34% for BCFU.DE and 0.25% for AW1P.DE.