UIMA.DE vs. BCFU.DE
UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) and BCFU.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) are both exchange-traded funds - UIMA.DE is a Europe Equities fund tracking the MSCI Europe, while BCFU.DE is a Commodities fund tracking the UBS BCOM Constant Maturity. Both are passively managed. Over the past 5 years, UIMA.DE returned 10.02%/yr vs 13.04%/yr for BCFU.DE. At a 0.18 correlation, their price movements are largely independent. UIMA.DE charges 0.10%/yr vs 0.34%/yr for BCFU.DE.
Performance
UIMA.DE vs. BCFU.DE - Performance Comparison
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Different Trading Currencies
UIMA.DE is traded in EUR, while BCFU.DE is traded in USD. To make them comparable, the BCFU.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UIMA.DE achieves a 7.64% return, which is significantly lower than BCFU.DE's 19.04% return.
UIMA.DE
- 1D
- 0.62%
- 1M
- 1.25%
- YTD
- 7.64%
- 6M
- 10.05%
- 1Y
- 16.12%
- 3Y*
- 13.82%
- 5Y*
- 10.02%
- 10Y*
- 9.17%
BCFU.DE
- 1D
- -1.32%
- 1M
- -1.37%
- YTD
- 19.04%
- 6M
- 20.49%
- 1Y
- 30.38%
- 3Y*
- 11.53%
- 5Y*
- 13.04%
- 10Y*
- —
UIMA.DE vs. BCFU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 7.64% | 20.65% | 8.36% | 15.54% | -9.27% | 24.93% | -3.30% | 27.60% | -11.02% | 1.16% |
BCFU.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc | 19.06% | 5.83% | 11.25% | -8.45% | 23.71% | 43.40% | -7.83% | 9.25% | -3.00% | 0.16% |
Correlation
The correlation between UIMA.DE and BCFU.DE is -0.14, 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 | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017 | 0.18 |
The correlation between UIMA.DE and BCFU.DE shifts across timeframes, from -0.14 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UIMA.DE vs. BCFU.DE — Risk / Return Rank
UIMA.DE
BCFU.DE
UIMA.DE vs. BCFU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) and UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.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.
| UIMA.DE | BCFU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.35 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 4.30 | -2.55 |
| Martin ratioReturn relative to average drawdown | 6.51 | 9.99 | -3.48 |
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
| UIMA.DE | BCFU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.98 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.76 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.62 | -0.14 |
Drawdowns
UIMA.DE vs. BCFU.DE - Drawdown Comparison
The maximum UIMA.DE drawdown since its inception was -35.78%, which is greater than BCFU.DE's maximum drawdown of -25.15%. Use the drawdown chart below to compare losses from any high point for UIMA.DE and BCFU.DE.
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Drawdown Indicators
| UIMA.DE | BCFU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.78% | -25.15% | -10.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -7.03% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -16.25% | -13.93% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -25.15% | +5.73% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | — | — |
Current DrawdownCurrent decline from peak | -1.50% | -3.51% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -11.04% | +5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 3.03% | -0.50% |
Volatility
UIMA.DE vs. BCFU.DE - Volatility Comparison
UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) and UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE) have volatilities of 4.30% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIMA.DE | BCFU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.47% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 12.82% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 15.29% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 16.95% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 15.33% | +0.24% |
UIMA.DE vs. BCFU.DE - Expense Ratio Comparison
UIMA.DE has a 0.10% expense ratio, which is lower than BCFU.DE's 0.34% expense ratio.
Dividends
UIMA.DE vs. BCFU.DE - Dividend Comparison
UIMA.DE's dividend yield for the trailing twelve months is around 3.16%, while BCFU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCFU.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-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% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 3.16% | 2.48% | 2.67% | 2.74% | 2.91% | 2.02% | 2.06% | 2.87% | 3.38% | 2.91% | 3.95% | 3.24% |
Frequently Asked Questions
UIMA.DE and BCFU.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMA.DE is cheaper with a 0.10% expense ratio, compared with 0.34% for BCFU.DE.
UIMA.DE is categorized as Europe Equities, while BCFU.DE is Commodities. UIMA.DE tracks MSCI Europe, while BCFU.DE tracks UBS BCOM Constant Maturity. Their fees differ too: 0.10% for UIMA.DE and 0.34% for BCFU.DE.
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