FRCJ.DE vs. BCFE.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and BCFE.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - FRCJ.DE is a Japan Equities fund tracking the MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while BCFE.DE is a Commodities fund tracking the UBS BCOM Constant Maturity (EUR Hedged). Both are passively managed. Over the past 5 years, FRCJ.DE returned 7.85%/yr vs 8.98%/yr for BCFE.DE. At a 0.13 correlation, their price movements are largely independent. FRCJ.DE charges 0.19%/yr vs 0.34%/yr for BCFE.DE.
Performance
FRCJ.DE vs. BCFE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FRCJ.DE achieves a 16.62% return, which is significantly higher than BCFE.DE's 13.76% return.
FRCJ.DE
- 1D
- -1.54%
- 1M
- 3.48%
- 6M
- 11.09%
- YTD
- 16.62%
- 1Y
- 35.68%
- 3Y*
- 15.30%
- 5Y*
- 7.85%
- 10Y*
- 7.71%
BCFE.DE
- 1D
- 0.11%
- 1M
- 0.90%
- 6M
- 10.73%
- YTD
- 13.76%
- 1Y
- 24.11%
- 3Y*
- 10.02%
- 5Y*
- 8.98%
- 10Y*
- —
FRCJ.DE vs. BCFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 16.62% | 13.40% | 13.07% | 10.16% | -14.97% | 4.12% | 9.94% | 28.93% | -12.80% | 8.01% |
BCFE.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc | 13.76% | 16.64% | 3.14% | -7.90% | 14.00% | 30.29% | -0.93% | 3.55% | -10.75% | 4.20% |
Correlation
The correlation between FRCJ.DE and BCFE.DE is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since May 25, 2017 | 0.13 |
The correlation between FRCJ.DE and BCFE.DE shifts across timeframes, from -0.10 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FRCJ.DE vs. BCFE.DE — Risk / Return Rank
FRCJ.DE
BCFE.DE
FRCJ.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) and UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FRCJ.DE | BCFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 1.85 | +1.54 |
| Martin ratioReturn relative to average drawdown | 11.61 | 6.57 | +5.04 |
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Drawdowns
FRCJ.DE vs. BCFE.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, smaller than the maximum BCFE.DE drawdown of -32.94%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and BCFE.DE.
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Drawdown Indicators
| FRCJ.DE | BCFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -32.94% | +6.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -12.95% | +2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -12.95% | -4.03% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -27.27% | +5.23% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | — | — |
Current DrawdownCurrent decline from peak | -2.05% | -7.12% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -13.33% | +6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.66% | -0.59% |
Volatility
FRCJ.DE vs. BCFE.DE - Volatility Comparison
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) has a higher volatility of 6.28% compared to UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) at 4.71%. This indicates that FRCJ.DE's price experiences larger fluctuations and is considered to be riskier than BCFE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCJ.DE | BCFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 4.71% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 12.42% | +2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 14.50% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 17.53% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 15.16% | +1.33% |
FRCJ.DE vs. BCFE.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.
Dividends
FRCJ.DE vs. BCFE.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, while BCFE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BCFE.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 0.98% | 1.78% | 1.62% | 1.59% | 1.82% | 1.31% | 1.40% | 1.44% | 1.61% | 1.43% | 1.26% |
Frequently Asked Questions
FRCJ.DE and BCFE.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRCJ.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRCJ.DE is cheaper with a 0.19% expense ratio, compared with 0.34% for BCFE.DE.
FRCJ.DE is categorized as Japan Equities, while BCFE.DE is Commodities. FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged). Their fees differ too: 0.19% for FRCJ.DE and 0.34% for BCFE.DE.
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