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

Performance

UBUT.DE vs. BCFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.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

The year-to-date returns for both stocks are quite close, with UBUT.DE having a 13.85% return and BCFE.DE slightly lower at 13.76%.


UBUT.DE

1D
-0.10%
1M
2.06%
6M
13.11%
YTD
13.85%
1Y
26.75%
3Y*
18.99%
5Y*
13.25%
10Y*
15.76%

BCFE.DE

1D
0.11%
1M
0.90%
6M
10.73%
YTD
13.76%
1Y
24.11%
3Y*
10.02%
5Y*
8.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
UBUT.DE
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
13.85%4.94%28.23%31.58%-19.43%39.75%10.58%41.48%1.10%7.00%
BCFE.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc
13.76%16.64%3.14%-7.90%14.00%30.29%-0.93%3.55%-10.75%4.20%

Correlation

The correlation between UBUT.DE and BCFE.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

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

-0.00

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

0.08

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.13

The correlation between UBUT.DE and BCFE.DE shifts across timeframes, from -0.11 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

UBUT.DE
UBUT.DE Risk / Return Rank: 7474
Overall Rank
UBUT.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
UBUT.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
UBUT.DE Omega Ratio Rank: 7575
Omega Ratio Rank
UBUT.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
UBUT.DE Martin Ratio Rank: 7070
Martin Ratio Rank

BCFE.DE
BCFE.DE Risk / Return Rank: 5454
Overall Rank
BCFE.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BCFE.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
BCFE.DE Omega Ratio Rank: 6161
Omega Ratio Rank
BCFE.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
BCFE.DE Martin Ratio Rank: 4848
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.

UBUT.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 Quality UCITS ETF (USD) A-dis (UBUT.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.32

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.05

Calmar ratioReturn relative to maximum drawdown

2.89

1.85

+1.04

Martin ratioReturn relative to average drawdown

10.28

6.57

+3.71

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

The current UBUT.DE Sharpe Ratio is 1.98, which is comparable to the BCFE.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of UBUT.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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Drawdowns

UBUT.DE vs. BCFE.DE - Drawdown Comparison

The maximum UBUT.DE drawdown since its inception was -30.49%, smaller than the maximum BCFE.DE drawdown of -32.94%. Use the drawdown chart below to compare losses from any high point for UBUT.DE and BCFE.DE.


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Drawdown Indicators


UBUT.DEBCFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.49%

-32.94%

+2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-12.95%

+3.75%

Max Drawdown (3Y)

Largest decline over 3 years

-24.78%

-12.95%

-11.83%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-27.27%

+2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-30.49%

Current Drawdown

Current decline from peak

-0.84%

-7.12%

+6.28%

Average Drawdown

Average peak-to-trough decline

-4.97%

-13.33%

+8.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

3.66%

-1.06%

Volatility

UBUT.DE vs. BCFE.DE - Volatility Comparison

The current volatility for UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) is 3.31%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a volatility of 4.71%. This indicates that UBUT.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


UBUT.DEBCFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

4.71%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

12.42%

-3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

14.50%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

17.53%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

15.16%

+1.86%

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

UBUT.DE has a 0.25% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.


Dividends

UBUT.DE vs. BCFE.DE - Dividend Comparison

UBUT.DE's dividend yield for the trailing twelve months is around 0.40%, while BCFE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
UBUT.DE
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
0.40%0.47%0.65%0.84%0.84%0.74%1.00%0.74%1.28%0.95%1.06%

Frequently Asked Questions


UBUT.DE and BCFE.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBUT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBUT.DE is cheaper with a 0.25% expense ratio, compared with 0.34% for BCFE.DE.

UBUT.DE is categorized as Large Cap Blend Equities, while BCFE.DE is Commodities. UBUT.DE tracks MSCI USA Quality, while BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged). Their fees differ too: 0.25% for UBUT.DE and 0.34% for BCFE.DE.

Portfolio Optimizer

Find the right allocation for UBUT.DE and BCFE.DE

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