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HEZU vs. BCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEZU vs. BCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI Eurozone ETF (HEZU) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HEZU achieves a 12.57% return, which is significantly lower than BCI's 15.26% return.


HEZU

1D
-1.85%
1M
3.67%
YTD
12.57%
6M
12.77%
1Y
25.57%
3Y*
19.18%
5Y*
12.84%
10Y*
13.14%

BCI

1D
-1.23%
1M
-9.78%
YTD
15.26%
6M
13.54%
1Y
23.04%
3Y*
11.40%
5Y*
9.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEZU vs. BCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HEZU
iShares Currency Hedged MSCI Eurozone ETF
12.57%25.93%10.63%22.98%-9.54%23.51%0.52%29.48%-10.23%6.45%
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
15.26%15.07%5.47%-8.79%15.09%26.18%-2.77%7.06%-11.21%3.81%

Correlation

The correlation between HEZU and BCI is -0.11, 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

-0.11

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

0.07

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

0.15

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2017

0.21

The correlation between HEZU and BCI shifts across timeframes, from -0.11 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HEZU vs. BCI — Risk / Return Rank

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

HEZU
HEZU Risk / Return Rank: 5252
Overall Rank
HEZU Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HEZU Sortino Ratio Rank: 5252
Sortino Ratio Rank
HEZU Omega Ratio Rank: 5050
Omega Ratio Rank
HEZU Calmar Ratio Rank: 5050
Calmar Ratio Rank
HEZU Martin Ratio Rank: 5656
Martin Ratio Rank

BCI
BCI Risk / Return Rank: 3939
Overall Rank
BCI Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 3737
Sortino Ratio Rank
BCI Omega Ratio Rank: 3939
Omega Ratio Rank
BCI Calmar Ratio Rank: 3636
Calmar Ratio Rank
BCI Martin Ratio Rank: 4444
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.

HEZU vs. BCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI Eurozone ETF (HEZU) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). 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.


HEZUBCIDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

2.34

1.76

+0.58

Martin ratioReturn relative to average drawdown

9.21

6.95

+2.26

HEZU vs. BCI - Sharpe Ratio Comparison

The current HEZU Sharpe Ratio is 1.65, which is comparable to the BCI Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of HEZU and BCI, 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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Drawdowns

HEZU vs. BCI - Drawdown Comparison

The maximum HEZU drawdown since its inception was -38.80%, which is greater than BCI's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for HEZU and BCI.


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Drawdown Indicators


HEZUBCIDifference

Max Drawdown

Largest peak-to-trough decline

-38.80%

-32.69%

-6.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-13.12%

+2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-14.83%

-13.12%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-22.79%

-26.50%

+3.71%

Max Drawdown (10Y)

Largest decline over 10 years

-38.80%

Current Drawdown

Current decline from peak

-1.85%

-13.12%

+11.27%

Average Drawdown

Average peak-to-trough decline

-5.81%

-11.99%

+6.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

3.34%

-0.56%

Volatility

HEZU vs. BCI - Volatility Comparison

iShares Currency Hedged MSCI Eurozone ETF (HEZU) has a higher volatility of 5.46% compared to abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) at 3.55%. This indicates that HEZU's price experiences larger fluctuations and is considered to be riskier than BCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEZUBCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

3.55%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

14.98%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

17.20%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

16.79%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

15.65%

+2.53%

HEZU vs. BCI - Expense Ratio Comparison

HEZU has a 0.52% expense ratio, which is higher than BCI's 0.26% expense ratio.


Dividends

HEZU vs. BCI - Dividend Comparison

HEZU's dividend yield for the trailing twelve months is around 2.60%, less than BCI's 14.30% yield.


PositionTTM20252024202320222021202020192018201720162015
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
14.30%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%0.00%0.00%
HEZU
iShares Currency Hedged MSCI Eurozone ETF
2.60%2.92%2.77%2.52%23.26%2.25%2.32%5.40%3.48%1.92%3.11%2.68%

Frequently Asked Questions


HEZU and BCI have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HEZU has higher volatility (5.46%) compared to BCI (3.55%). In terms of maximum drawdown, HEZU dropped -38.80% vs BCI's -32.69%.

On 5-year performance, HEZU leads with 12.84% vs 9.52% for BCI. On fees, BCI is cheaper at 0.26% per year. On volatility, BCI has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HEZU has performed better with a 12.84% return vs 9.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BCI is cheaper with a 0.26% expense ratio, compared with 0.52% for HEZU.

BCI has the higher dividend yield at 14.30%, compared with 2.60% for HEZU.

HEZU is categorized as Europe Equities, while BCI is Commodities. HEZU tracks MSCI EMU 100% USD Hedged Index, while BCI tracks Bloomberg Commodity Index Total Return. They also come from different issuers: iShares and Aberdeen. Their fees differ too: 0.52% for HEZU and 0.26% for BCI.

HEZU currently has the higher Sharpe Ratio (1.65 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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