BCFU.DE vs. SHY
BCFU.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) and SHY (iShares 1-3 Year Treasury Bond ETF) are both exchange-traded funds - BCFU.DE is a Commodities fund tracking the UBS BCOM Constant Maturity, while SHY is a Government Bonds fund tracking the ICE US Treasury 1-3 Year Index. Both are passively managed. Over the past 5 years, BCFU.DE returned 12.00%/yr vs 1.73%/yr for SHY. At a correlation of -0.05, they often move in opposite directions. BCFU.DE charges 0.34%/yr vs 0.15%/yr for SHY.
Performance
BCFU.DE vs. SHY - Performance Comparison
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Returns By Period
In the year-to-date period, BCFU.DE achieves a 17.70% return, which is significantly higher than SHY's 0.50% 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*
- —
SHY
- 1D
- 0.07%
- 1M
- 0.10%
- YTD
- 0.50%
- 6M
- 0.84%
- 1Y
- 3.20%
- 3Y*
- 4.04%
- 5Y*
- 1.73%
- 10Y*
- 1.66%
BCFU.DE vs. SHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.50% | 4.95% | 3.92% | 4.16% | -3.88% | -0.71% | 3.03% | 3.38% | 1.46% | -0.10% |
Correlation
The correlation between BCFU.DE and SHY is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017 | -0.05 |
The correlation between BCFU.DE and SHY shifts across timeframes, from -0.16 (1 year) to -0.02 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BCFU.DE vs. SHY — Risk / Return Rank
BCFU.DE
SHY
BCFU.DE vs. SHY - 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 iShares 1-3 Year Treasury Bond ETF (SHY). 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 | SHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.49 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.21 | 3.62 | +1.59 |
| Martin ratioReturn relative to average drawdown | 13.49 | 14.74 | -1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCFU.DE | SHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 2.42 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.88 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.29 | -0.60 |
Drawdowns
BCFU.DE vs. SHY - Drawdown Comparison
The maximum BCFU.DE drawdown since its inception was -28.81%, which is greater than SHY's maximum drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for BCFU.DE and SHY.
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Drawdown Indicators
| BCFU.DE | SHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.81% | -5.71% | -23.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -0.89% | -5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -0.97% | -9.76% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -5.71% | -20.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.71% | — |
Current DrawdownCurrent decline from peak | -4.34% | -0.23% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -11.95% | -0.52% | -11.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 0.22% | +2.19% |
Volatility
BCFU.DE vs. SHY - 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 iShares 1-3 Year Treasury Bond ETF (SHY) at 0.35%. This indicates that BCFU.DE's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCFU.DE | SHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 0.35% | +4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 0.93% | +11.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.96% | 1.34% | +12.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 1.98% | +14.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.55% | 1.57% | +12.98% |
BCFU.DE vs. SHY - Expense Ratio Comparison
BCFU.DE has a 0.34% expense ratio, which is higher than SHY's 0.15% expense ratio.
Dividends
BCFU.DE vs. SHY - Dividend Comparison
BCFU.DE has not paid dividends to shareholders, while SHY's dividend yield for the trailing twelve months is around 3.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.68% | 3.81% | 3.92% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% |
Frequently Asked Questions
BCFU.DE and SHY have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SHY is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SHY is cheaper with a 0.15% expense ratio, compared with 0.34% for BCFU.DE.
BCFU.DE is categorized as Commodities, while SHY is Government Bonds. BCFU.DE tracks UBS BCOM Constant Maturity, while SHY tracks ICE US Treasury 1-3 Year Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.34% for BCFU.DE and 0.15% for SHY.
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