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BCFU.DE vs. GSDE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCFU.DE vs. GSDE.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 BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BCFU.DE is traded in USD, while GSDE.DE is traded in EUR. To make them comparable, the GSDE.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 GSDE.DE's 22.44% 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*

GSDE.DE

1D
-0.57%
1M
-0.92%
YTD
22.44%
6M
26.28%
1Y
47.22%
3Y*
18.98%
5Y*
13.78%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
BCFU.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc
17.70%19.44%4.91%-5.62%16.93%32.04%1.23%6.92%-6.42%5.98%
GSDE.DE
BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR
22.44%28.41%8.36%-10.13%14.89%27.73%-2.52%10.92%-8.24%15.76%

Correlation

The correlation between BCFU.DE and GSDE.DE is 0.87, 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

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2017

0.80

The correlation between BCFU.DE and GSDE.DE has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

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Return for Risk

BCFU.DE vs. GSDE.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: 7474
Overall Rank
BCFU.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BCFU.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
BCFU.DE Omega Ratio Rank: 7373
Omega Ratio Rank
BCFU.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
BCFU.DE Martin Ratio Rank: 7373
Martin Ratio Rank

GSDE.DE
GSDE.DE Risk / Return Rank: 7474
Overall Rank
GSDE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GSDE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
GSDE.DE Omega Ratio Rank: 7373
Omega Ratio Rank
GSDE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
GSDE.DE Martin Ratio Rank: 6969
Martin Ratio Rank
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. GSDE.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 BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.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.DEGSDE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.43

1.47

-0.04

Calmar ratioReturn relative to maximum drawdown

5.21

5.23

-0.02

Martin ratioReturn relative to average drawdown

13.49

15.32

-1.82

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

The current BCFU.DE Sharpe Ratio is 2.33, which is comparable to the GSDE.DE Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of BCFU.DE and GSDE.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.


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Sharpe Ratios by Period


BCFU.DEGSDE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.59

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.75

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.06

+0.62

Drawdowns

BCFU.DE vs. GSDE.DE - Drawdown Comparison

The maximum BCFU.DE drawdown since its inception was -28.81%, smaller than the maximum GSDE.DE drawdown of -78.26%. Use the drawdown chart below to compare losses from any high point for BCFU.DE and GSDE.DE.


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Drawdown Indicators


BCFU.DEGSDE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.81%

-78.26%

+49.45%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-8.98%

+2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-10.73%

-12.49%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

-28.96%

+2.67%

Max Drawdown (10Y)

Largest decline over 10 years

-28.96%

Current Drawdown

Current decline from peak

-4.34%

-30.75%

+26.41%

Average Drawdown

Average peak-to-trough decline

-11.95%

-57.08%

+45.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

3.07%

-0.66%

Volatility

BCFU.DE vs. GSDE.DE - Volatility Comparison

UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE) and BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) have volatilities of 4.57% and 4.57%, 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.


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Volatility by Period


BCFU.DEGSDE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.57%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

16.11%

-3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

13.96%

18.15%

-4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

18.08%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

16.03%

-1.48%

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

BCFU.DE has a 0.34% expense ratio, which is lower than GSDE.DE's 0.39% expense ratio.


Dividends

BCFU.DE vs. GSDE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


BCFU.DE and GSDE.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

BCFU.DE is cheaper with a 0.34% expense ratio, compared with 0.39% for GSDE.DE.

BCFU.DE tracks UBS BCOM Constant Maturity, while GSDE.DE tracks BNP Paribas Energy & Metals Enhanced Roll. They also come from different issuers: UBS and BNP Paribas. Their fees differ too: 0.34% for BCFU.DE and 0.39% for GSDE.DE.

Portfolio Optimizer

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