UIME.DE vs. BCFE.DE
UIME.DE (UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis) and BCFE.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - UIME.DE is a Europe Equities fund tracking the MSCI EMU Value, while BCFE.DE is a Commodities fund tracking the UBS BCOM Constant Maturity (EUR Hedged). Both are passively managed. Over the past 5 years, UIME.DE returned 13.26%/yr vs 9.76%/yr for BCFE.DE. At a 0.21 correlation, their price movements are largely independent. UIME.DE charges 0.25%/yr vs 0.34%/yr for BCFE.DE.
Performance
UIME.DE vs. BCFE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UIME.DE achieves a 7.26% return, which is significantly lower than BCFE.DE's 17.15% return.
UIME.DE
- 1D
- 0.47%
- 1M
- 0.62%
- YTD
- 7.26%
- 6M
- 10.82%
- 1Y
- 21.11%
- 3Y*
- 20.26%
- 5Y*
- 13.26%
- 10Y*
- 9.94%
BCFE.DE
- 1D
- -1.12%
- 1M
- -0.08%
- YTD
- 17.15%
- 6M
- 18.41%
- 1Y
- 28.89%
- 3Y*
- 12.43%
- 5Y*
- 9.76%
- 10Y*
- —
UIME.DE vs. BCFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIME.DE UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 7.26% | 37.25% | 9.43% | 18.66% | -4.81% | 19.85% | -7.50% | 19.70% | -14.45% | 0.01% |
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 UIME.DE and BCFE.DE is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017 | 0.21 |
The correlation between UIME.DE and BCFE.DE shifts across timeframes, from -0.12 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UIME.DE vs. BCFE.DE — Risk / Return Rank
UIME.DE
BCFE.DE
UIME.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.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.
| UIME.DE | BCFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 4.83 | -2.41 |
| Martin ratioReturn relative to average drawdown | 8.21 | 11.89 | -3.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UIME.DE | BCFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.14 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.55 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.49 | -0.17 |
Drawdowns
UIME.DE vs. BCFE.DE - Drawdown Comparison
The maximum UIME.DE drawdown since its inception was -41.99%, 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 UIME.DE and BCFE.DE.
Loading charts...
Drawdown Indicators
| UIME.DE | BCFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.99% | -32.93% | -9.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -6.14% | -2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -14.54% | -11.00% | -3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -22.67% | -27.28% | +4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | — | — |
Current DrawdownCurrent decline from peak | -1.47% | -4.36% | +2.89% |
Average DrawdownAverage peak-to-trough decline | -9.64% | -13.69% | +4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.50% | +0.13% |
Volatility
UIME.DE vs. BCFE.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) is 3.60%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a volatility of 4.33%. This indicates that UIME.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.
Loading charts...
Volatility by Period
| UIME.DE | BCFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 4.33% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.31% | 12.10% | -1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 13.88% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 17.51% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 15.30% | +2.55% |
UIME.DE vs. BCFE.DE - Expense Ratio Comparison
UIME.DE has a 0.25% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.
Dividends
UIME.DE vs. BCFE.DE - Dividend Comparison
UIME.DE's dividend yield for the trailing twelve months is around 3.75%, 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% |
UIME.DE UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 3.75% | 3.42% | 3.51% | 3.89% | 4.13% | 2.67% | 2.40% | 3.87% | 4.07% | 3.49% | 5.50% | 4.19% |
Frequently Asked Questions
UIME.DE and BCFE.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIME.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIME.DE is cheaper with a 0.25% expense ratio, compared with 0.34% for BCFE.DE.
UIME.DE is categorized as Europe Equities, while BCFE.DE is Commodities. UIME.DE tracks MSCI EMU Value, while BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged). Their fees differ too: 0.25% for UIME.DE and 0.34% for BCFE.DE.
Find the right allocation for UIME.DE and BCFE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer