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M9SA.DE vs. BCFE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

M9SA.DE vs. BCFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Market Access Rogers International Commodity UCITS ETF (M9SA.DE) and UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE). The values are adjusted to include any dividend payments, if applicable.

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M9SA.DE vs. BCFE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
M9SA.DE
Market Access Rogers International Commodity UCITS ETF
27.52%-4.38%10.96%-8.16%23.00%52.58%-18.26%13.66%-5.52%4.50%
BCFE.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc
12.99%16.62%3.14%-7.92%14.03%30.33%-0.98%3.51%-10.71%7.70%

Returns By Period

In the year-to-date period, M9SA.DE achieves a 27.52% return, which is significantly higher than BCFE.DE's 12.99% return.


M9SA.DE

1D
-2.85%
1M
13.95%
YTD
27.52%
6M
32.94%
1Y
19.69%
3Y*
9.77%
5Y*
14.90%
10Y*
8.72%

BCFE.DE

1D
-1.38%
1M
3.82%
YTD
12.99%
6M
20.96%
1Y
21.76%
3Y*
9.33%
5Y*
11.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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M9SA.DE vs. BCFE.DE - Expense Ratio Comparison

M9SA.DE has a 0.60% expense ratio, which is higher than BCFE.DE's 0.34% expense ratio.


Return for Risk

M9SA.DE vs. BCFE.DE — Risk / Return Rank

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

M9SA.DE
M9SA.DE Risk / Return Rank: 5050
Overall Rank
M9SA.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
M9SA.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
M9SA.DE Omega Ratio Rank: 4646
Omega Ratio Rank
M9SA.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
M9SA.DE Martin Ratio Rank: 3737
Martin Ratio Rank

BCFE.DE
BCFE.DE Risk / Return Rank: 7979
Overall Rank
BCFE.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BCFE.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
BCFE.DE Omega Ratio Rank: 7575
Omega Ratio Rank
BCFE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
BCFE.DE Martin Ratio Rank: 7474
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.

M9SA.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Market Access Rogers International Commodity UCITS ETF (M9SA.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.


M9SA.DEBCFE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.56

-0.63

Sortino ratio

Return per unit of downside risk

1.31

2.06

-0.75

Omega ratio

Gain probability vs. loss probability

1.19

1.30

-0.11

Calmar ratio

Return relative to maximum drawdown

2.30

3.41

-1.12

Martin ratio

Return relative to average drawdown

4.11

8.62

-4.51

M9SA.DE vs. BCFE.DE - Sharpe Ratio Comparison

The current M9SA.DE Sharpe Ratio is 0.93, which is lower than the BCFE.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of M9SA.DE and BCFE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


M9SA.DEBCFE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.56

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.66

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.47

-0.42

Correlation

The correlation between M9SA.DE and BCFE.DE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

M9SA.DE vs. BCFE.DE - Dividend Comparison

Neither M9SA.DE nor BCFE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

M9SA.DE vs. BCFE.DE - Drawdown Comparison

The maximum M9SA.DE drawdown since its inception was -68.53%, 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 M9SA.DE and BCFE.DE.


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Drawdown Indicators


M9SA.DEBCFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.53%

-32.93%

-35.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-8.45%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-27.28%

+0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-42.54%

Current Drawdown

Current decline from peak

-2.85%

-1.85%

-1.00%

Average Drawdown

Average peak-to-trough decline

-33.95%

-13.93%

-20.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

2.51%

+2.51%

Volatility

M9SA.DE vs. BCFE.DE - Volatility Comparison

Market Access Rogers International Commodity UCITS ETF (M9SA.DE) has a higher volatility of 12.67% compared to UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) at 5.40%. This indicates that M9SA.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


M9SA.DEBCFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.67%

5.40%

+7.27%

Volatility (6M)

Calculated over the trailing 6-month period

16.77%

10.94%

+5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

21.14%

13.91%

+7.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

17.43%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

15.28%

+2.66%