UIM5.DE vs. BCFE.DE
UIM5.DE (UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis) and BCFE.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - UIM5.DE is a Japan Equities fund tracking the MSCI Japan, while BCFE.DE is a Commodities fund tracking the UBS BCOM Constant Maturity (EUR Hedged). Both are passively managed. Over the past 5 years, UIM5.DE returned 10.07%/yr vs 9.76%/yr for BCFE.DE. At a 0.15 correlation, their price movements are largely independent. UIM5.DE charges 0.12%/yr vs 0.34%/yr for BCFE.DE.
Performance
UIM5.DE vs. BCFE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with UIM5.DE having a 16.79% return and BCFE.DE slightly higher at 17.15%.
UIM5.DE
- 1D
- -0.44%
- 1M
- 5.95%
- YTD
- 16.79%
- 6M
- 16.65%
- 1Y
- 30.63%
- 3Y*
- 15.54%
- 5Y*
- 10.07%
- 10Y*
- 9.20%
BCFE.DE
- 1D
- -1.12%
- 1M
- -2.28%
- YTD
- 17.15%
- 6M
- 19.15%
- 1Y
- 29.80%
- 3Y*
- 12.43%
- 5Y*
- 9.76%
- 10Y*
- —
UIM5.DE vs. BCFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIM5.DE UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis | 16.79% | 12.70% | 13.66% | 16.46% | -12.43% | 10.03% | 5.15% | 22.27% | -9.99% | 4.43% |
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 UIM5.DE and BCFE.DE is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017 | 0.15 |
The correlation between UIM5.DE and BCFE.DE shifts across timeframes, from -0.09 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UIM5.DE vs. BCFE.DE — Risk / Return Rank
UIM5.DE
BCFE.DE
UIM5.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.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.
| UIM5.DE | BCFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 4.83 | -1.81 |
| Martin ratioReturn relative to average drawdown | 9.82 | 11.89 | -2.07 |
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
| UIM5.DE | BCFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.14 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.55 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.49 | -0.21 |
Drawdowns
UIM5.DE vs. BCFE.DE - Drawdown Comparison
The maximum UIM5.DE drawdown since its inception was -54.88%, 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 UIM5.DE and BCFE.DE.
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Drawdown Indicators
| UIM5.DE | BCFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.88% | -32.93% | -21.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -6.14% | -3.94% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -11.00% | -5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -27.28% | +8.26% |
Max Drawdown (10Y)Largest decline over 10 years | -28.09% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -4.36% | +3.92% |
Average DrawdownAverage peak-to-trough decline | -14.32% | -13.69% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.50% | +0.61% |
Volatility
UIM5.DE vs. BCFE.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) is 3.41%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a volatility of 4.33%. This indicates that UIM5.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
| UIM5.DE | BCFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 4.33% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | 12.10% | +2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 13.88% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 17.51% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 15.30% | +1.13% |
UIM5.DE vs. BCFE.DE - Expense Ratio Comparison
UIM5.DE has a 0.12% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.
Dividends
UIM5.DE vs. BCFE.DE - Dividend Comparison
UIM5.DE's dividend yield for the trailing twelve months is around 1.59%, while BCFE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UIM5.DE UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis | 1.59% | 1.71% | 1.67% | 1.80% | 2.11% | 1.52% | 1.66% | 1.65% | 1.58% | 1.32% | 1.54% | 1.20% |
Frequently Asked Questions
UIM5.DE and BCFE.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIM5.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIM5.DE is cheaper with a 0.12% expense ratio, compared with 0.34% for BCFE.DE.
UIM5.DE is categorized as Japan Equities, while BCFE.DE is Commodities. UIM5.DE tracks MSCI Japan, while BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged). Their fees differ too: 0.12% for UIM5.DE and 0.34% for BCFE.DE.
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