PortfoliosLab logoPortfoliosLab logo
EN4C.DE vs. BCFU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EN4C.DE vs. BCFU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) and UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EN4C.DE is traded in EUR, while BCFU.DE is traded in USD. To make them comparable, the BCFU.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EN4C.DE achieves a 24.44% return, which is significantly higher than BCFU.DE's 19.04% return.


EN4C.DE

1D
-1.57%
1M
-2.39%
YTD
24.44%
6M
23.57%
1Y
30.49%
3Y*
9.70%
5Y*
10Y*

BCFU.DE

1D
-1.32%
1M
-1.37%
YTD
19.04%
6M
20.49%
1Y
30.38%
3Y*
11.53%
5Y*
13.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EN4C.DE vs. BCFU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EN4C.DE
L&G Multi-Strategy Enhanced Commodities UCITS ETF
24.44%-3.13%9.93%-5.63%29.83%10.18%
BCFU.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc
19.04%5.83%11.25%-8.45%23.71%8.18%

Correlation

The correlation between EN4C.DE and BCFU.DE is 0.89, 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

0.89

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

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2021

0.87

The correlation between EN4C.DE and BCFU.DE has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EN4C.DE vs. BCFU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EN4C.DE
EN4C.DE Risk / Return Rank: 5252
Overall Rank
EN4C.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EN4C.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
EN4C.DE Omega Ratio Rank: 4848
Omega Ratio Rank
EN4C.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
EN4C.DE Martin Ratio Rank: 5050
Martin Ratio Rank

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
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.

EN4C.DE vs. BCFU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) and UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.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.


EN4C.DEBCFU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.29

1.35

-0.06

Calmar ratioReturn relative to maximum drawdown

3.44

4.30

-0.86

Martin ratioReturn relative to average drawdown

8.36

9.99

-1.63

EN4C.DE vs. BCFU.DE - Sharpe Ratio Comparison

The current EN4C.DE Sharpe Ratio is 1.69, which is comparable to the BCFU.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of EN4C.DE and BCFU.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.


Loading charts...

Sharpe Ratios by Period


EN4C.DEBCFU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.98

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.62

+0.10

Drawdowns

EN4C.DE vs. BCFU.DE - Drawdown Comparison

The maximum EN4C.DE drawdown since its inception was -25.41%, roughly equal to the maximum BCFU.DE drawdown of -25.15%. Use the drawdown chart below to compare losses from any high point for EN4C.DE and BCFU.DE.


Loading charts...

Drawdown Indicators


EN4C.DEBCFU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.41%

-25.15%

-0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-7.03%

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-17.63%

-13.93%

-3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

Current Drawdown

Current decline from peak

-4.02%

-3.51%

-0.51%

Average Drawdown

Average peak-to-trough decline

-13.89%

-11.04%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.03%

+0.61%

Volatility

EN4C.DE vs. BCFU.DE - Volatility Comparison

L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) has a higher volatility of 5.98% compared to UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE) at 4.47%. This indicates that EN4C.DE's price experiences larger fluctuations and is considered to be riskier than BCFU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EN4C.DEBCFU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

4.47%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

12.82%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

15.29%

+2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

16.95%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

15.33%

+2.78%

EN4C.DE vs. BCFU.DE - Expense Ratio Comparison

EN4C.DE has a 0.30% expense ratio, which is lower than BCFU.DE's 0.34% expense ratio.


Dividends

EN4C.DE vs. BCFU.DE - Dividend Comparison

Neither EN4C.DE nor BCFU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EN4C.DE and BCFU.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EN4C.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EN4C.DE is cheaper with a 0.30% expense ratio, compared with 0.34% for BCFU.DE.

EN4C.DE tracks Barclays Backwardation Tilt Multi-Strategy Capped, while BCFU.DE tracks UBS BCOM Constant Maturity. They also come from different issuers: Legal & General and UBS. Their fees differ too: 0.30% for EN4C.DE and 0.34% for BCFU.DE.

Portfolio Optimizer

Find the right allocation for EN4C.DE and BCFU.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer