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BCFU.DE vs. S5SD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCFU.DE vs. S5SD.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 S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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 S5SD.DE is traded in EUR. To make them comparable, the S5SD.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 S5SD.DE's 9.74% 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*

S5SD.DE

1D
0.74%
1M
4.74%
YTD
9.74%
6M
11.22%
1Y
30.58%
3Y*
21.60%
5Y*
14.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCFU.DE vs. S5SD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%-0.69%
S5SD.DE
UBS S&P 500 Scored & Screened UCITS ETF USD dis
9.74%18.84%23.50%27.79%-18.72%32.18%18.64%2.03%

Correlation

The correlation between BCFU.DE and S5SD.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

0.13

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

0.19

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2019

0.24

The correlation between BCFU.DE and S5SD.DE shifts across timeframes, from -0.06 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BCFU.DE vs. S5SD.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

S5SD.DE
S5SD.DE Risk / Return Rank: 7878
Overall Rank
S5SD.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
S5SD.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
S5SD.DE Omega Ratio Rank: 7878
Omega Ratio Rank
S5SD.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
S5SD.DE Martin Ratio Rank: 8080
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. S5SD.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 S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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.DES5SD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.43

1.47

-0.04

Calmar ratioReturn relative to maximum drawdown

5.21

3.38

+1.83

Martin ratioReturn relative to average drawdown

13.49

14.71

-1.21

BCFU.DE vs. S5SD.DE - Sharpe Ratio Comparison

The current BCFU.DE Sharpe Ratio is 2.33, which is comparable to the S5SD.DE Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of BCFU.DE and S5SD.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.DES5SD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.64

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.88

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.81

-0.12

Drawdowns

BCFU.DE vs. S5SD.DE - Drawdown Comparison

The maximum BCFU.DE drawdown since its inception was -28.81%, smaller than the maximum S5SD.DE drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for BCFU.DE and S5SD.DE.


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Drawdown Indicators


BCFU.DES5SD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.81%

-33.45%

+4.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-9.02%

+2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-10.73%

-20.09%

+9.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

-24.07%

-2.22%

Current Drawdown

Current decline from peak

-4.34%

-0.13%

-4.21%

Average Drawdown

Average peak-to-trough decline

-11.95%

-5.49%

-6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.07%

+0.34%

Volatility

BCFU.DE vs. S5SD.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 S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.95%. This indicates that BCFU.DE's price experiences larger fluctuations and is considered to be riskier than S5SD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCFU.DES5SD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

2.95%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

8.22%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

13.96%

11.55%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

16.00%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

18.16%

-3.61%

BCFU.DE vs. S5SD.DE - Expense Ratio Comparison

BCFU.DE has a 0.34% expense ratio, which is higher than S5SD.DE's 0.12% expense ratio.


Dividends

BCFU.DE vs. S5SD.DE - Dividend Comparison

BCFU.DE has not paid dividends to shareholders, while S5SD.DE's dividend yield for the trailing twelve months is around 0.63%.


PositionTTM2025202420232022202120202019
BCFU.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
S5SD.DE
UBS S&P 500 Scored & Screened UCITS ETF USD dis
0.63%0.86%0.82%1.05%1.21%0.82%1.33%0.39%

Frequently Asked Questions


BCFU.DE and S5SD.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.

On fees, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.34% for BCFU.DE.

BCFU.DE is categorized as Commodities, while S5SD.DE is S&P 500. BCFU.DE tracks UBS BCOM Constant Maturity, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.34% for BCFU.DE and 0.12% for S5SD.DE.

Portfolio Optimizer

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