UIMM.DE vs. BCFE.DE
UIMM.DE (UBS ETF (LU) MSCI World Socially Responsible 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 - UIMM.DE is a Global Equities fund tracking the MSCI World SRI Low Carbon Select 5% Issuer Capped, while BCFE.DE is a Commodities fund tracking the UBS BCOM Constant Maturity (EUR Hedged). Both are passively managed. Over the past 5 years, UIMM.DE returned 10.68%/yr vs 9.76%/yr for BCFE.DE. At a 0.17 correlation, their price movements are largely independent. UIMM.DE charges 0.22%/yr vs 0.34%/yr for BCFE.DE.
Performance
UIMM.DE vs. BCFE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIMM.DE achieves a 9.75% return, which is significantly lower than BCFE.DE's 17.15% return.
UIMM.DE
- 1D
- 0.19%
- 1M
- 6.64%
- YTD
- 9.75%
- 6M
- 10.41%
- 1Y
- 17.72%
- 3Y*
- 14.38%
- 5Y*
- 10.68%
- 10Y*
- 11.94%
BCFE.DE
- 1D
- -1.12%
- 1M
- -2.28%
- YTD
- 17.15%
- 6M
- 19.15%
- 1Y
- 29.80%
- 3Y*
- 12.43%
- 5Y*
- 9.76%
- 10Y*
- —
UIMM.DE vs. BCFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIMM.DE UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis | 9.75% | 1.51% | 23.16% | 24.91% | -20.53% | 36.36% | 7.59% | 32.00% | -3.62% | 4.41% |
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 UIMM.DE and BCFE.DE is -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017 | 0.17 |
The correlation between UIMM.DE and BCFE.DE shifts across timeframes, from -0.13 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UIMM.DE vs. BCFE.DE — Risk / Return Rank
UIMM.DE
BCFE.DE
UIMM.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.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.
| UIMM.DE | BCFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 4.83 | -3.01 |
| Martin ratioReturn relative to average drawdown | 6.31 | 11.89 | -5.58 |
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
| UIMM.DE | BCFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 2.14 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.55 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.49 | +0.34 |
Drawdowns
UIMM.DE vs. BCFE.DE - Drawdown Comparison
The maximum UIMM.DE drawdown since its inception was -32.43%, roughly equal to the maximum BCFE.DE drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for UIMM.DE and BCFE.DE.
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Drawdown Indicators
| UIMM.DE | BCFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.43% | -32.93% | +0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -6.14% | -3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -22.60% | -11.00% | -11.60% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -27.28% | +3.57% |
Max Drawdown (10Y)Largest decline over 10 years | -32.43% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.36% | +4.36% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -13.69% | +8.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.50% | +0.30% |
Volatility
UIMM.DE vs. BCFE.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UIMM.DE) is 3.21%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a volatility of 4.33%. This indicates that UIMM.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
| UIMM.DE | BCFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 4.33% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 12.10% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 13.88% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 17.51% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 15.30% | +0.20% |
UIMM.DE vs. BCFE.DE - Expense Ratio Comparison
UIMM.DE has a 0.22% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.
Dividends
UIMM.DE vs. BCFE.DE - Dividend Comparison
UIMM.DE's dividend yield for the trailing twelve months is around 0.86%, 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% |
UIMM.DE UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis | 0.86% | 1.02% | 1.02% | 1.13% | 1.42% | 0.97% | 1.27% | 1.60% | 1.91% | 1.94% | 1.92% | 1.80% |
Frequently Asked Questions
UIMM.DE and BCFE.DE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMM.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMM.DE is cheaper with a 0.22% expense ratio, compared with 0.34% for BCFE.DE.
UIMM.DE is categorized as Global Equities, while BCFE.DE is Commodities. UIMM.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged). Their fees differ too: 0.22% for UIMM.DE and 0.34% for BCFE.DE.
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