S5SD.DE vs. BCFU.DE
S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) and BCFU.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) are both exchange-traded funds - S5SD.DE is a S&P 500 fund tracking the S&P 500 Index, while BCFU.DE is a Commodities fund tracking the UBS BCOM Constant Maturity. Both are passively managed. Over the past 5 years, S5SD.DE returned 15.39%/yr vs 13.04%/yr for BCFU.DE. At a 0.25 correlation, their price movements are largely independent. S5SD.DE charges 0.12%/yr vs 0.34%/yr for BCFU.DE.
Performance
S5SD.DE vs. BCFU.DE - Performance Comparison
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Different Trading Currencies
S5SD.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, S5SD.DE achieves a 11.01% return, which is significantly lower than BCFU.DE's 19.04% return.
S5SD.DE
- 1D
- 0.61%
- 1M
- 4.13%
- YTD
- 11.01%
- 6M
- 10.95%
- 1Y
- 28.30%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 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*
- —
S5SD.DE vs. BCFU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.01% | 5.27% | 30.99% | 23.88% | -13.99% | 43.50% | 8.08% | 2.71% |
BCFU.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc | 19.06% | 5.83% | 11.25% | -8.45% | 23.71% | 43.40% | -7.83% | -0.02% |
Correlation
The correlation between S5SD.DE and BCFU.DE is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.25 |
Over the past year, the correlation between S5SD.DE and BCFU.DE has dropped to 0.02 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.
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Return for Risk
S5SD.DE vs. BCFU.DE — Risk / Return Rank
S5SD.DE
BCFU.DE
S5SD.DE vs. BCFU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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.
| S5SD.DE | BCFU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.35 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 4.30 | -0.27 |
| Martin ratioReturn relative to average drawdown | 15.47 | 9.99 | +5.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| S5SD.DE | BCFU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 1.98 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.76 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.62 | +0.18 |
Drawdowns
S5SD.DE vs. BCFU.DE - Drawdown Comparison
The maximum S5SD.DE drawdown since its inception was -32.97%, which is greater than BCFU.DE's maximum drawdown of -25.15%. Use the drawdown chart below to compare losses from any high point for S5SD.DE and BCFU.DE.
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Drawdown Indicators
| S5SD.DE | BCFU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -25.15% | -7.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -7.03% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -13.93% | -9.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -25.15% | +1.73% |
Current DrawdownCurrent decline from peak | 0.00% | -3.51% | +3.51% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -11.04% | +6.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 3.03% | -1.20% |
Volatility
S5SD.DE vs. BCFU.DE - Volatility Comparison
The current volatility for UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) is 2.74%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE) has a volatility of 4.47%. This indicates that S5SD.DE experiences smaller price fluctuations and is considered to be less risky than BCFU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S5SD.DE | BCFU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 4.47% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 12.82% | -5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 15.29% | -3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 16.95% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 15.33% | +2.24% |
S5SD.DE vs. BCFU.DE - Expense Ratio Comparison
S5SD.DE has a 0.12% expense ratio, which is lower than BCFU.DE's 0.34% expense ratio.
Dividends
S5SD.DE vs. BCFU.DE - Dividend Comparison
S5SD.DE's dividend yield for the trailing twelve months is around 0.63%, while BCFU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BCFU.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.63% | 0.86% | 0.82% | 1.05% | 1.21% | 0.82% | 1.33% | 0.39% |
Frequently Asked Questions
S5SD.DE and BCFU.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.34% for BCFU.DE.
S5SD.DE is categorized as S&P 500, while BCFU.DE is Commodities. S5SD.DE tracks S&P 500 Index, while BCFU.DE tracks UBS BCOM Constant Maturity. Their fees differ too: 0.12% for S5SD.DE and 0.34% for BCFU.DE.
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