UIQ1.DE vs. BCFU.DE
Compare and contrast key facts about UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.DE) and UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE).
UIQ1.DE and BCFU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UIQ1.DE is a passively managed fund by UBS that tracks the performance of the UBS CMCI Ex Agriculture Ex Livestock Capped (EUR Hedged). It was launched on May 4, 2016. BCFU.DE is a passively managed fund by UBS that tracks the performance of the UBS BCOM Constant Maturity. It was launched on May 25, 2017. Both UIQ1.DE and BCFU.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
UIQ1.DE vs. BCFU.DE - Performance Comparison
Loading graphics...
UIQ1.DE vs. BCFU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIQ1.DE UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc | 15.64% | 17.35% | 4.90% | -7.27% | 9.59% | 33.73% | -4.28% | 8.46% | -13.91% | 17.02% |
BCFU.DE UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc | 13.27% | 5.83% | 11.25% | -8.45% | 23.71% | 43.40% | -7.83% | 9.25% | -3.00% | 0.69% |
Different Trading Currencies
UIQ1.DE is traded in EUR, while BCFU.DE is traded in USD. To make them comparable, the BCFU.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UIQ1.DE achieves a 15.64% return, which is significantly higher than BCFU.DE's 13.48% return.
UIQ1.DE
- 1D
- -0.25%
- 1M
- 4.66%
- YTD
- 15.64%
- 6M
- 24.55%
- 1Y
- 27.19%
- 3Y*
- 11.02%
- 5Y*
- 12.07%
- 10Y*
- —
BCFU.DE
- 1D
- -2.58%
- 1M
- 3.56%
- YTD
- 13.48%
- 6M
- 22.27%
- 1Y
- 14.44%
- 3Y*
- 8.69%
- 5Y*
- 14.06%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
UIQ1.DE vs. BCFU.DE - Expense Ratio Comparison
Both UIQ1.DE and BCFU.DE have an expense ratio of 0.34%.
Return for Risk
UIQ1.DE vs. BCFU.DE — Risk / Return Rank
UIQ1.DE
BCFU.DE
UIQ1.DE vs. BCFU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.DE) and UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.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.
| UIQ1.DE | BCFU.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.95 | +0.72 |
Sortino ratioReturn per unit of downside risk | 2.22 | 1.31 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.18 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.53 | 2.09 | +1.43 |
Martin ratioReturn relative to average drawdown | 10.69 | 4.47 | +6.23 |
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 graphics...
Sharpe Ratios by Period
| UIQ1.DE | BCFU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.95 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.83 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.60 | -0.12 |
Correlation
The correlation between UIQ1.DE and BCFU.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
UIQ1.DE vs. BCFU.DE - Dividend Comparison
Neither UIQ1.DE nor BCFU.DE has paid dividends to shareholders.
Drawdowns
UIQ1.DE vs. BCFU.DE - Drawdown Comparison
The maximum UIQ1.DE drawdown since its inception was -39.99%, which is greater than BCFU.DE's maximum drawdown of -25.15%. Use the drawdown chart below to compare losses from any high point for UIQ1.DE and BCFU.DE.
Loading graphics...
Drawdown Indicators
| UIQ1.DE | BCFU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.99% | -28.81% | -11.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.63% | -8.55% | -2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -30.51% | -26.29% | -4.22% |
Current DrawdownCurrent decline from peak | -2.14% | -3.32% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -15.36% | -12.16% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.42% | +0.14% |
Volatility
UIQ1.DE vs. BCFU.DE - Volatility Comparison
The current volatility for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.DE) is 5.82%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE) has a volatility of 6.71%. This indicates that UIQ1.DE experiences smaller price fluctuations and is considered to be less risky than BCFU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| UIQ1.DE | BCFU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 6.71% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 11.89% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 15.14% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.21% | 16.84% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 15.30% | +2.20% |