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

Performance

BCFU.DE vs. TLT - 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 iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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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 TLT's -0.05% 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*

TLT

1D
0.22%
1M
0.48%
YTD
-0.05%
6M
-1.27%
1Y
3.48%
3Y*
-1.67%
5Y*
-6.27%
10Y*
-1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCFU.DE vs. TLT - 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%
TLT
iShares 20+ Year Treasury Bond ETF
-0.05%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%3.49%

Correlation

The correlation between BCFU.DE and TLT is -0.17, 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

-0.17

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

-0.05

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

-0.08

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

-0.10

The correlation between BCFU.DE and TLT shifts across timeframes, from -0.17 (1 year) to -0.05 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BCFU.DE vs. TLT — 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

TLT
TLT Risk / Return Rank: 1414
Overall Rank
TLT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1414
Sortino Ratio Rank
TLT Omega Ratio Rank: 1313
Omega Ratio Rank
TLT Calmar Ratio Rank: 1515
Calmar Ratio Rank
TLT Martin Ratio Rank: 1515
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. TLT - 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 20+ Year Treasury Bond ETF (TLT). 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.DETLTDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.43

1.07

+0.36

Calmar ratioReturn relative to maximum drawdown

5.21

0.46

+4.75

Martin ratioReturn relative to average drawdown

13.49

1.14

+12.35

BCFU.DE vs. TLT - Sharpe Ratio Comparison

The current BCFU.DE Sharpe Ratio is 2.33, which is higher than the TLT Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of BCFU.DE and TLT, 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.DETLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

0.36

+1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

-0.40

+1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.26

+0.43

Drawdowns

BCFU.DE vs. TLT - Drawdown Comparison

The maximum BCFU.DE drawdown since its inception was -28.81%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for BCFU.DE and TLT.


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Drawdown Indicators


BCFU.DETLTDifference

Max Drawdown

Largest peak-to-trough decline

-28.81%

-48.35%

+19.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-7.58%

+1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-10.73%

-19.18%

+8.45%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

-43.70%

+17.41%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-4.34%

-40.31%

+35.97%

Average Drawdown

Average peak-to-trough decline

-11.95%

-13.82%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

3.05%

-0.64%

Volatility

BCFU.DE vs. TLT - 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 20+ Year Treasury Bond ETF (TLT) at 2.71%. This indicates that BCFU.DE's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCFU.DETLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

2.71%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

6.50%

+5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

13.96%

9.77%

+4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

15.86%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

14.90%

-0.35%

BCFU.DE vs. TLT - Expense Ratio Comparison

BCFU.DE has a 0.34% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

BCFU.DE vs. TLT - Dividend Comparison

BCFU.DE has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.58%.


PositionTTM20252024202320222021202020192018201720162015
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%
TLT
iShares 20+ Year Treasury Bond ETF
4.58%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


BCFU.DE and TLT have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLT is cheaper with a 0.15% expense ratio, compared with 0.34% for BCFU.DE.

BCFU.DE is categorized as Commodities, while TLT is Government Bonds. BCFU.DE tracks UBS BCOM Constant Maturity, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.34% for BCFU.DE and 0.15% for TLT.

Portfolio Optimizer

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