UIMP.DE vs. BCFE.DE
UIMP.DE (UBS ETF (LU) MSCI USA 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 - UIMP.DE is a Large Cap Blend Equities fund tracking the MSCI USA 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, UIMP.DE returned 12.35%/yr vs 9.76%/yr for BCFE.DE. At a 0.16 correlation, their price movements are largely independent. UIMP.DE charges 0.22%/yr vs 0.34%/yr for BCFE.DE.
Performance
UIMP.DE vs. BCFE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIMP.DE achieves a 14.22% return, which is significantly lower than BCFE.DE's 17.15% return.
UIMP.DE
- 1D
- -0.69%
- 1M
- 6.43%
- YTD
- 14.22%
- 6M
- 13.02%
- 1Y
- 23.41%
- 3Y*
- 16.45%
- 5Y*
- 12.35%
- 10Y*
- 14.21%
BCFE.DE
- 1D
- -1.12%
- 1M
- -0.08%
- YTD
- 17.15%
- 6M
- 18.41%
- 1Y
- 28.89%
- 3Y*
- 12.43%
- 5Y*
- 9.76%
- 10Y*
- —
UIMP.DE vs. BCFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 14.22% | -1.33% | 25.94% | 27.84% | -21.40% | 43.23% | 10.69% | 33.09% | 0.05% | 5.69% |
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 UIMP.DE and BCFE.DE is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
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 | 0.16 |
The correlation between UIMP.DE and BCFE.DE shifts across timeframes, from -0.10 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UIMP.DE vs. BCFE.DE — Risk / Return Rank
UIMP.DE
BCFE.DE
UIMP.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.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.
| UIMP.DE | BCFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 4.83 | -2.36 |
| Martin ratioReturn relative to average drawdown | 8.01 | 11.89 | -3.88 |
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
| UIMP.DE | BCFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.14 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.55 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.49 | +0.40 |
Drawdowns
UIMP.DE vs. BCFE.DE - Drawdown Comparison
The maximum UIMP.DE drawdown since its inception was -33.37%, roughly equal to the maximum BCFE.DE drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and BCFE.DE.
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Drawdown Indicators
| UIMP.DE | BCFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -32.93% | -0.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -6.14% | -3.28% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -11.00% | -13.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -27.28% | +2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | — | — |
Current DrawdownCurrent decline from peak | -0.69% | -4.36% | +3.67% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -13.69% | +8.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.50% | +0.41% |
Volatility
UIMP.DE vs. BCFE.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) is 3.98%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a volatility of 4.33%. This indicates that UIMP.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
| UIMP.DE | BCFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 4.33% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 12.10% | -2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 13.88% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 17.51% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 15.30% | +1.52% |
UIMP.DE vs. BCFE.DE - Expense Ratio Comparison
UIMP.DE has a 0.22% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.
Dividends
UIMP.DE vs. BCFE.DE - Dividend Comparison
UIMP.DE's dividend yield for the trailing twelve months is around 0.42%, 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% |
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 0.42% | 0.82% | 0.70% | 0.75% | 0.92% | 0.62% | 0.90% | 0.97% | 1.03% | 1.25% | 1.26% | 1.25% |
Frequently Asked Questions
UIMP.DE and BCFE.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMP.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMP.DE is cheaper with a 0.22% expense ratio, compared with 0.34% for BCFE.DE.
UIMP.DE is categorized as Large Cap Blend Equities, while BCFE.DE is Commodities. UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged). Their fees differ too: 0.22% for UIMP.DE and 0.34% for BCFE.DE.
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