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

Performance

UIMM.DE vs. BCFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

UIMM.DE
UIMM.DE Risk / Return Rank: 4040
Overall Rank
UIMM.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
UIMM.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
UIMM.DE Omega Ratio Rank: 4040
Omega Ratio Rank
UIMM.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
UIMM.DE Martin Ratio Rank: 4141
Martin Ratio Rank

BCFE.DE
BCFE.DE Risk / Return Rank: 6969
Overall Rank
BCFE.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BCFE.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
BCFE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
BCFE.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
BCFE.DE Martin Ratio Rank: 6666
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.

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.DEBCFE.DEDifference
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

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

The current UIMM.DE Sharpe Ratio is 1.40, which is lower than the BCFE.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of UIMM.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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Sharpe Ratios by Period


UIMM.DEBCFE.DEDifference

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.DEBCFE.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-4.36%

+4.36%

Average Drawdown

Average peak-to-trough decline

-5.06%

-13.69%

+8.63%

Ulcer Index

Depth 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.DEBCFE.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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