BCFU.DE vs. SXRS.DE
BCFU.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both Commodities funds - BCFU.DE tracks the UBS BCOM Constant Maturity while SXRS.DE tracks the Bloomberg Commodity. Both are passively managed. Over the past 5 years, BCFU.DE returned 12.00%/yr vs 11.02%/yr for SXRS.DE. Their correlation of 0.91 suggests significant overlap in exposure. BCFU.DE charges 0.34%/yr vs 0.19%/yr for SXRS.DE.
Performance
BCFU.DE vs. SXRS.DE - Performance Comparison
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Different Trading Currencies
BCFU.DE is traded in USD, while SXRS.DE is traded in EUR. To make them comparable, the SXRS.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 SXRS.DE's 22.41% 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*
- —
SXRS.DE
- 1D
- -1.44%
- 1M
- -3.71%
- YTD
- 22.41%
- 6M
- 24.07%
- 1Y
- 37.52%
- 3Y*
- 15.61%
- 5Y*
- 11.02%
- 10Y*
- —
BCFU.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -10.36% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 22.41% | 18.23% | 4.61% | -7.61% | 14.04% | 28.96% | -4.90% | 7.40% | -11.70% |
Correlation
The correlation between BCFU.DE and SXRS.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.91 |
The correlation between BCFU.DE and SXRS.DE has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
BCFU.DE vs. SXRS.DE — Risk / Return Rank
BCFU.DE
SXRS.DE
BCFU.DE vs. SXRS.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 iShares Diversified Commodity Swap UCITS ETF (SXRS.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 | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.38 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.21 | 4.95 | +0.26 |
| Martin ratioReturn relative to average drawdown | 13.49 | 11.48 | +2.01 |
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 | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 2.09 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.64 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.50 | +0.19 |
Drawdowns
BCFU.DE vs. SXRS.DE - Drawdown Comparison
The maximum BCFU.DE drawdown since its inception was -28.81%, smaller than the maximum SXRS.DE drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for BCFU.DE and SXRS.DE.
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Drawdown Indicators
| BCFU.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.81% | -33.05% | +4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -7.54% | +1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -11.46% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -26.46% | +0.17% |
Current DrawdownCurrent decline from peak | -4.34% | -5.55% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -11.95% | -13.36% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 3.26% | -0.85% |
Volatility
BCFU.DE vs. SXRS.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 iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.75%. This indicates that BCFU.DE experiences smaller price fluctuations and is considered to be less risky than SXRS.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.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 5.75% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 16.10% | -3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.96% | 17.85% | -3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 17.07% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.55% | 15.82% | -1.27% |
BCFU.DE vs. SXRS.DE - Expense Ratio Comparison
BCFU.DE has a 0.34% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Dividends
BCFU.DE vs. SXRS.DE - Dividend Comparison
Neither BCFU.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, BCFU.DE and SXRS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.34% for BCFU.DE.
BCFU.DE tracks UBS BCOM Constant Maturity, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: UBS and iShares. Their fees differ too: 0.34% for BCFU.DE and 0.19% for SXRS.DE.
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