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UBU9.DE vs. BCFE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBU9.DE vs. BCFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS Core S&P 500 UCITS ETF USD dis (UBU9.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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Returns By Period

In the year-to-date period, UBU9.DE achieves a 11.29% return, which is significantly lower than BCFE.DE's 17.15% return.


UBU9.DE

1D
-0.13%
1M
5.22%
YTD
11.29%
6M
11.31%
1Y
25.49%
3Y*
18.75%
5Y*
14.63%
10Y*
14.73%

BCFE.DE

1D
-1.12%
1M
-2.28%
YTD
17.15%
6M
19.15%
1Y
29.80%
3Y*
12.43%
5Y*
9.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBU9.DE vs. BCFE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBU9.DE
UBS Core S&P 500 UCITS ETF USD dis
11.29%4.68%32.18%22.24%-14.31%40.34%6.45%34.24%-1.39%4.20%
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 UBU9.DE and BCFE.DE is -0.08, 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

-0.08

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

0.03

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2017

0.16

The correlation between UBU9.DE and BCFE.DE shifts across timeframes, from -0.08 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBU9.DE vs. BCFE.DE — Risk / Return Rank

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

UBU9.DE
UBU9.DE Risk / Return Rank: 6969
Overall Rank
UBU9.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UBU9.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
UBU9.DE Omega Ratio Rank: 6969
Omega Ratio Rank
UBU9.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
UBU9.DE Martin Ratio Rank: 6969
Martin Ratio Rank

BCFE.DE
BCFE.DE Risk / Return Rank: 6969
Overall Rank
BCFE.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BCFE.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
BCFE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
BCFE.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
BCFE.DE Martin Ratio Rank: 6666
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.

UBU9.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Core S&P 500 UCITS ETF USD dis (UBU9.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.


UBU9.DEBCFE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.41

1.40

+0.01

Calmar ratioReturn relative to maximum drawdown

3.53

4.83

-1.30

Martin ratioReturn relative to average drawdown

12.53

11.89

+0.64

UBU9.DE vs. BCFE.DE - Sharpe Ratio Comparison

The current UBU9.DE Sharpe Ratio is 2.20, which is comparable to the BCFE.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of UBU9.DE and BCFE.DE, 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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Sharpe Ratios by Period


UBU9.DEBCFE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.14

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.55

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.49

+0.44

Drawdowns

UBU9.DE vs. BCFE.DE - Drawdown Comparison

The maximum UBU9.DE drawdown since its inception was -33.82%, roughly equal to the maximum BCFE.DE drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for UBU9.DE and BCFE.DE.


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Drawdown Indicators


UBU9.DEBCFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.82%

-32.93%

-0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-6.14%

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-11.00%

-12.30%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-27.28%

+3.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

Current Drawdown

Current decline from peak

-0.45%

-4.36%

+3.91%

Average Drawdown

Average peak-to-trough decline

-4.01%

-13.69%

+9.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.50%

-0.47%

Volatility

UBU9.DE vs. BCFE.DE - Volatility Comparison

The current volatility for UBS Core S&P 500 UCITS ETF USD dis (UBU9.DE) is 2.66%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a volatility of 4.33%. This indicates that UBU9.DE experiences smaller price fluctuations and is considered to be less risky 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


UBU9.DEBCFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

4.33%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

12.10%

-4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.55%

13.88%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

17.51%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

15.30%

+0.80%

UBU9.DE vs. BCFE.DE - Expense Ratio Comparison

UBU9.DE has a 0.03% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.


Dividends

UBU9.DE vs. BCFE.DE - Dividend Comparison

UBU9.DE's dividend yield for the trailing twelve months is around 0.80%, while BCFE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BCFE.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBU9.DE
UBS Core S&P 500 UCITS ETF USD dis
0.80%0.90%0.88%1.05%1.22%0.75%1.23%1.21%1.30%1.35%1.51%1.38%

Frequently Asked Questions


UBU9.DE and BCFE.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBU9.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU9.DE is cheaper with a 0.03% expense ratio, compared with 0.34% for BCFE.DE.

UBU9.DE is categorized as S&P 500, while BCFE.DE is Commodities. UBU9.DE tracks S&P 500, while BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged). Their fees differ too: 0.03% for UBU9.DE and 0.34% for BCFE.DE.

Portfolio Optimizer

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