SXRS.DE vs. BCFE.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and BCFE.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc) are both Commodities funds - SXRS.DE tracks the Bloomberg Commodity while BCFE.DE tracks the UBS BCOM Constant Maturity (EUR Hedged). Both are passively managed. Over the past 5 years, SXRS.DE returned 12.06%/yr vs 9.76%/yr for BCFE.DE. Their correlation of 0.80 suggests significant overlap in exposure. SXRS.DE charges 0.19%/yr vs 0.34%/yr for BCFE.DE.
Performance
SXRS.DE vs. BCFE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRS.DE achieves a 23.84% return, which is significantly higher than BCFE.DE's 17.15% return.
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
BCFE.DE
- 1D
- -1.12%
- 1M
- -0.08%
- YTD
- 17.15%
- 6M
- 18.41%
- 1Y
- 28.89%
- 3Y*
- 12.43%
- 5Y*
- 9.76%
- 10Y*
- —
SXRS.DE vs. BCFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
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% | -12.13% |
Correlation
The correlation between SXRS.DE and BCFE.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.80 |
The correlation between SXRS.DE and BCFE.DE has been stable across timeframes, ranging from 0.79 to 0.84 - 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
SXRS.DE vs. BCFE.DE — Risk / Return Rank
SXRS.DE
BCFE.DE
SXRS.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (SXRS.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.
| SXRS.DE | BCFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 4.83 | -0.83 |
| Martin ratioReturn relative to average drawdown | 8.95 | 11.89 | -2.94 |
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
| SXRS.DE | BCFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.14 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.55 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.49 | +0.04 |
Drawdowns
SXRS.DE vs. BCFE.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum BCFE.DE drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and BCFE.DE.
Loading charts...
Drawdown Indicators
| SXRS.DE | BCFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -32.93% | +5.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -6.14% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -11.00% | -5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -27.28% | -0.28% |
Current DrawdownCurrent decline from peak | -4.99% | -4.36% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -13.69% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.50% | +1.42% |
Volatility
SXRS.DE vs. BCFE.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) at 4.33%. This indicates that SXRS.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
| SXRS.DE | BCFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 4.33% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 12.10% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 13.88% | +4.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 17.51% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 15.30% | +0.55% |
SXRS.DE vs. BCFE.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.
Dividends
SXRS.DE vs. BCFE.DE - Dividend Comparison
Neither SXRS.DE nor BCFE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and BCFE.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.34% for BCFE.DE.
SXRS.DE tracks Bloomberg Commodity, while BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged). They also come from different issuers: iShares and UBS. Their fees differ too: 0.19% for SXRS.DE and 0.34% for BCFE.DE.
Find the right allocation for SXRS.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