UBUR.DE vs. BCFE.DE
UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and BCFE.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - UBUR.DE is a Large Cap Blend Equities fund tracking the MSCI USA Select Dynamic 50% Risk Weighted, while BCFE.DE is a Commodities fund tracking the UBS BCOM Constant Maturity (EUR Hedged). Both are passively managed. Over the past 5 years, UBUR.DE returned 6.64%/yr vs 9.76%/yr for BCFE.DE. At a 0.06 correlation, their price movements are largely independent. UBUR.DE charges 0.18%/yr vs 0.34%/yr for BCFE.DE.
Performance
UBUR.DE vs. BCFE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UBUR.DE achieves a 0.53% return, which is significantly lower than BCFE.DE's 17.15% return.
UBUR.DE
- 1D
- -0.14%
- 1M
- -0.81%
- YTD
- 0.53%
- 6M
- 0.76%
- 1Y
- -1.69%
- 3Y*
- 5.82%
- 5Y*
- 6.64%
- 10Y*
- —
BCFE.DE
- 1D
- -1.12%
- 1M
- -2.28%
- YTD
- 17.15%
- 6M
- 19.15%
- 1Y
- 29.80%
- 3Y*
- 12.43%
- 5Y*
- 9.76%
- 10Y*
- —
UBUR.DE vs. BCFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 0.53% | -5.64% | 20.63% | 2.15% | -0.28% | 33.09% | -5.58% | 30.74% | 1.50% | 3.98% |
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 UBUR.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 | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017 | 0.06 |
The correlation between UBUR.DE and BCFE.DE shifts across timeframes, from -0.08 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UBUR.DE vs. BCFE.DE — Risk / Return Rank
UBUR.DE
BCFE.DE
UBUR.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.
| UBUR.DE | BCFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.40 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 4.83 | -5.12 |
| Martin ratioReturn relative to average drawdown | -0.64 | 11.89 | -12.53 |
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
| UBUR.DE | BCFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 2.14 | -2.34 |
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 | 0.81 | 0.49 | +0.32 |
Drawdowns
UBUR.DE vs. BCFE.DE - Drawdown Comparison
The maximum UBUR.DE drawdown since its inception was -35.34%, 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 UBUR.DE and BCFE.DE.
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Drawdown Indicators
| UBUR.DE | BCFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -32.93% | -2.41% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -6.14% | -1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -14.40% | -11.00% | -3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -14.40% | -27.28% | +12.88% |
Current DrawdownCurrent decline from peak | -11.30% | -4.36% | -6.94% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -13.69% | +6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.86% | 2.50% | +7.36% |
Volatility
UBUR.DE vs. BCFE.DE - Volatility Comparison
The current volatility for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) is 3.22%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a volatility of 4.33%. This indicates that UBUR.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
| UBUR.DE | BCFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 4.33% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 12.10% | -4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.99% | 13.88% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 17.51% | -1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.45% | 15.30% | +4.15% |
UBUR.DE vs. BCFE.DE - Expense Ratio Comparison
UBUR.DE has a 0.18% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.
Dividends
UBUR.DE vs. BCFE.DE - Dividend Comparison
UBUR.DE's dividend yield for the trailing twelve months is around 1.60%, while BCFE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.60% | 1.87% | 1.44% | 1.39% | 1.28% | 0.93% | 1.62% | 1.40% | 1.37% | 0.68% |
Frequently Asked Questions
UBUR.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, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.34% for BCFE.DE.
UBUR.DE is categorized as Large Cap Blend Equities, while BCFE.DE is Commodities. UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted, while BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged). Their fees differ too: 0.18% for UBUR.DE and 0.34% for BCFE.DE.
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