LYTR.DE vs. BCFE.DE
LYTR.DE (Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc) and BCFE.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc) are both Commodities funds - LYTR.DE tracks the Bloomberg Energy and Metals Equal-Weighted while BCFE.DE tracks the UBS BCOM Constant Maturity (EUR Hedged). Both are passively managed. Over the past 5 years, LYTR.DE returned 17.81%/yr vs 9.76%/yr for BCFE.DE. A 0.73 correlation means they provide meaningful diversification when combined. LYTR.DE charges 0.30%/yr vs 0.34%/yr for BCFE.DE.
Performance
LYTR.DE vs. BCFE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LYTR.DE achieves a 31.68% return, which is significantly higher than BCFE.DE's 17.15% return.
LYTR.DE
- 1D
- -0.51%
- 1M
- 1.45%
- YTD
- 31.68%
- 6M
- 37.89%
- 1Y
- 63.68%
- 3Y*
- 20.31%
- 5Y*
- 17.81%
- 10Y*
- 9.05%
BCFE.DE
- 1D
- -1.12%
- 1M
- -0.08%
- YTD
- 17.15%
- 6M
- 18.41%
- 1Y
- 28.89%
- 3Y*
- 12.43%
- 5Y*
- 9.76%
- 10Y*
- —
LYTR.DE vs. BCFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYTR.DE Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc | 31.68% | 17.61% | 13.31% | -15.11% | 27.05% | 52.41% | -19.51% | 14.38% | -6.19% | 2.91% |
BCFE.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc | 17.15% | 16.62% | 3.14% | -7.92% | 14.03% | 30.33% | -0.98% | 3.51% | -10.71% | 7.70% |
Correlation
The correlation between LYTR.DE and BCFE.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017 | 0.73 |
The correlation between LYTR.DE and BCFE.DE has been stable across timeframes, ranging from 0.73 to 0.82 - 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
LYTR.DE vs. BCFE.DE — Risk / Return Rank
LYTR.DE
BCFE.DE
LYTR.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.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.
| LYTR.DE | BCFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.40 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 5.47 | 4.83 | +0.64 |
| Martin ratioReturn relative to average drawdown | 16.93 | 11.89 | +5.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LYTR.DE | BCFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.83 | 2.14 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.55 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.49 | -0.38 |
Drawdowns
LYTR.DE vs. BCFE.DE - Drawdown Comparison
The maximum LYTR.DE drawdown since its inception was -67.69%, which is greater than BCFE.DE's maximum drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and BCFE.DE.
Loading charts...
Drawdown Indicators
| LYTR.DE | BCFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -32.93% | -34.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -6.14% | -5.70% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -11.00% | -6.04% |
Max Drawdown (5Y)Largest decline over 5 years | -30.29% | -27.28% | -3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | — | — |
Current DrawdownCurrent decline from peak | -3.72% | -4.36% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -31.29% | -13.69% | -17.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.50% | +1.33% |
Volatility
LYTR.DE vs. BCFE.DE - Volatility Comparison
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) has a higher volatility of 5.20% compared to UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) at 4.33%. This indicates that LYTR.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.
Loading charts...
Volatility by Period
| LYTR.DE | BCFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 4.33% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 20.33% | 12.10% | +8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.94% | 13.88% | +9.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 17.51% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 15.30% | +2.90% |
LYTR.DE vs. BCFE.DE - Expense Ratio Comparison
LYTR.DE has a 0.30% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.
Dividends
LYTR.DE vs. BCFE.DE - Dividend Comparison
Neither LYTR.DE nor BCFE.DE has paid dividends to shareholders.
Frequently Asked Questions
LYTR.DE and BCFE.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYTR.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYTR.DE is cheaper with a 0.30% expense ratio, compared with 0.34% for BCFE.DE.
LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted, while BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged). They also come from different issuers: Amundi and UBS. Their fees differ too: 0.30% for LYTR.DE and 0.34% for BCFE.DE.
Find the right allocation for LYTR.DE and BCFE.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