BCFU.DE vs. C099.DE

Last updated Jun 5, 2026

BCFU.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) and C099.DE (Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc) are both Commodities funds - BCFU.DE tracks the UBS BCOM Constant Maturity while C099.DE tracks the Bloomberg Energy and Metals Equal-Weighted (EUR Hedged). Both are passively managed. Over the past 3 years, BCFU.DE returned 14.58%/yr vs 24.45%/yr for C099.DE. Their correlation of 0.83 suggests significant overlap in exposure. BCFU.DE charges 0.34%/yr vs 0.35%/yr for C099.DE.

Performance

BCFU.DE vs. C099.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 Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

BCFU.DE is traded in USD, while C099.DE is traded in EUR. To make them comparable, the C099.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 C099.DE's 27.44% 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*: —

C099.DE

• 1D: -0.38%
• 1M: -2.25%
• YTD: 27.44%
• 6M: 37.67%
• 1Y: 66.65%
• 3Y*: 24.45%
• 5Y*: —
• 10Y*: —

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

BCFU.DE vs. C099.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BCFU.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc	17.70%	19.44%	4.91%	-3.98%
C099.DE Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc	27.44%	46.33%	-1.15%	-5.27%

Correlation

The correlation between BCFU.DE and C099.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023	0.83

The correlation between BCFU.DE and C099.DE has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.

Return for Risk

BCFU.DE vs. C099.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

C099.DE

C099.DE Risk / Return Rank: 85
C099.DE Sharpe Ratio Rank: 89
C099.DE Sortino Ratio Rank: 79
C099.DE Omega Ratio Rank: 84
C099.DE Calmar Ratio Rank: 88
C099.DE Martin Ratio Rank: 86

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. C099.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 Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.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	C099.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.33	2.91	-0.59
Sortino ratio: Return per unit of downside risk	2.93	3.42	-0.49
Omega ratio: Gain probability vs. loss probability	1.43	1.49	-0.06
Calmar ratio: Return relative to maximum drawdown	5.21	4.95	+0.26
Martin ratio: Return relative to average drawdown	13.49	17.45	-3.95
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. C099.DE - Sharpe Ratio Comparison

The current BCFU.DE Sharpe Ratio is 2.33, which is comparable to the C099.DE Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of BCFU.DE and C099.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	C099.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	2.91	-0.59
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	0.90	-0.21

Drawdowns

BCFU.DE vs. C099.DE - Drawdown Comparison

The maximum BCFU.DE drawdown since its inception was -28.81%, which is greater than C099.DE's maximum drawdown of -16.35%. Use the drawdown chart below to compare losses from any high point for BCFU.DE and C099.DE.

Drawdown Indicators

	BCFU.DE	C099.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.81%	-16.35%	-12.46%
Max Drawdown (1Y) Largest decline over 1 year	-6.23%	-13.41%	+7.18%
Max Drawdown (3Y) Largest decline over 3 years	-10.73%	-16.35%	+5.62%
Max Drawdown (5Y) Largest decline over 5 years	-26.29%	—	—
Current Drawdown Current decline from peak	-4.34%	-5.56%	+1.22%
Average Drawdown Average peak-to-trough decline	-11.95%	-6.63%	-5.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	3.81%	-1.40%

Volatility

BCFU.DE vs. C099.DE - Volatility Comparison

The current volatility for UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE) is 4.57%, while Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.DE) has a volatility of 5.55%. This indicates that BCFU.DE experiences smaller price fluctuations and is considered to be less risky than C099.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCFU.DE	C099.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	5.55%	-0.98%
Volatility (6M) Calculated over the trailing 6-month period	12.16%	20.30%	-8.14%
Volatility (1Y) Calculated over the trailing 1-year period	13.96%	22.76%	-8.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.36%	20.38%	-4.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.55%	20.38%	-5.83%

BCFU.DE vs. C099.DE - Expense Ratio Comparison

BCFU.DE has a 0.34% expense ratio, which is lower than C099.DE's 0.35% expense ratio.

Dividends

BCFU.DE vs. C099.DE - Dividend Comparison

Neither BCFU.DE nor C099.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BCFU.DE and C099.DE in my portfolio?

BCFU.DE and C099.DE have a correlation of 0.83, 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 C099.DE?

On fees, BCFU.DE is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BCFU.DE or C099.DE?

BCFU.DE is cheaper with a 0.34% expense ratio, compared with 0.35% for C099.DE.

What is the main difference between BCFU.DE and C099.DE?

BCFU.DE tracks UBS BCOM Constant Maturity, while C099.DE tracks Bloomberg Energy and Metals Equal-Weighted (EUR Hedged). They also come from different issuers: UBS and Amundi. Their fees differ too: 0.34% for BCFU.DE and 0.35% for C099.DE.