UIMT.DE vs. BCFE.DE
UIMT.DE (UBS ETF (LU) MSCI Pacific 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 - UIMT.DE is a Asia Pacific Equities fund tracking the MSCI Pacific 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, UIMT.DE returned 4.70%/yr vs 9.76%/yr for BCFE.DE. At a 0.20 correlation, their price movements are largely independent. UIMT.DE charges 0.28%/yr vs 0.34%/yr for BCFE.DE.
Performance
UIMT.DE vs. BCFE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIMT.DE achieves a 8.82% return, which is significantly lower than BCFE.DE's 17.15% return.
UIMT.DE
- 1D
- -1.05%
- 1M
- 3.85%
- YTD
- 8.82%
- 6M
- 9.17%
- 1Y
- 13.18%
- 3Y*
- 7.41%
- 5Y*
- 4.70%
- 10Y*
- 6.16%
BCFE.DE
- 1D
- -1.12%
- 1M
- -2.28%
- YTD
- 17.15%
- 6M
- 19.15%
- 1Y
- 29.80%
- 3Y*
- 12.43%
- 5Y*
- 9.76%
- 10Y*
- —
UIMT.DE vs. BCFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIMT.DE UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis | 8.82% | 4.68% | 8.78% | 9.66% | -14.26% | 9.63% | 4.81% | 26.13% | -9.67% | 3.55% |
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 UIMT.DE and BCFE.DE is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
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 | 0.20 |
The correlation between UIMT.DE and BCFE.DE shifts across timeframes, from -0.08 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UIMT.DE vs. BCFE.DE — Risk / Return Rank
UIMT.DE
BCFE.DE
UIMT.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis (UIMT.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.
| UIMT.DE | BCFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.40 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 4.83 | -3.28 |
| Martin ratioReturn relative to average drawdown | 4.63 | 11.89 | -7.27 |
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
| UIMT.DE | BCFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 2.14 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.55 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.49 | -0.04 |
Drawdowns
UIMT.DE vs. BCFE.DE - Drawdown Comparison
The maximum UIMT.DE drawdown since its inception was -28.10%, smaller than the maximum BCFE.DE drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for UIMT.DE and BCFE.DE.
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Drawdown Indicators
| UIMT.DE | BCFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -32.93% | +4.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -6.14% | -2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -17.30% | -11.00% | -6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -27.28% | +7.41% |
Max Drawdown (10Y)Largest decline over 10 years | -28.10% | — | — |
Current DrawdownCurrent decline from peak | -1.05% | -4.36% | +3.31% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -13.69% | +7.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.50% | +0.34% |
Volatility
UIMT.DE vs. BCFE.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis (UIMT.DE) is 3.47%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a volatility of 4.33%. This indicates that UIMT.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
| UIMT.DE | BCFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 4.33% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 13.05% | 12.10% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.63% | 13.88% | +2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 17.51% | -2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 15.30% | +0.36% |
UIMT.DE vs. BCFE.DE - Expense Ratio Comparison
UIMT.DE has a 0.28% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.
Dividends
UIMT.DE vs. BCFE.DE - Dividend Comparison
UIMT.DE's dividend yield for the trailing twelve months is around 1.42%, 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% |
UIMT.DE UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis | 1.42% | 1.76% | 1.51% | 1.60% | 1.89% | 1.17% | 1.52% | 1.92% | 2.83% | 2.53% | 2.36% | 2.35% |
Frequently Asked Questions
UIMT.DE and BCFE.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMT.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMT.DE is cheaper with a 0.28% expense ratio, compared with 0.34% for BCFE.DE.
UIMT.DE is categorized as Asia Pacific Equities, while BCFE.DE is Commodities. UIMT.DE tracks MSCI Pacific SRI Low Carbon Select 5% Issuer Capped, while BCFE.DE tracks UBS BCOM Constant Maturity (EUR Hedged). Their fees differ too: 0.28% for UIMT.DE and 0.34% for BCFE.DE.
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