USUP.DE vs. BCFE.DE
USUP.DE (UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) Acc) and BCFE.DE (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - USUP.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, USUP.DE returned 4.92%/yr vs 9.76%/yr for BCFE.DE. At a 0.16 correlation, their price movements are largely independent. USUP.DE charges 0.28%/yr vs 0.34%/yr for BCFE.DE.
Performance
USUP.DE vs. BCFE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USUP.DE achieves a 9.01% return, which is significantly lower than BCFE.DE's 17.15% return.
USUP.DE
- 1D
- -0.16%
- 1M
- 2.06%
- YTD
- 9.01%
- 6M
- 9.64%
- 1Y
- 14.03%
- 3Y*
- 7.72%
- 5Y*
- 4.92%
- 10Y*
- —
BCFE.DE
- 1D
- -1.12%
- 1M
- -0.08%
- YTD
- 17.15%
- 6M
- 18.41%
- 1Y
- 28.89%
- 3Y*
- 12.43%
- 5Y*
- 9.76%
- 10Y*
- —
USUP.DE vs. BCFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USUP.DE UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) Acc | 9.01% | 4.91% | 9.07% | 10.08% | -14.14% | 9.68% | 13.38% |
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% | 16.98% |
Correlation
The correlation between USUP.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 | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2020 | 0.16 |
The correlation between USUP.DE and BCFE.DE shifts across timeframes, from -0.08 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
USUP.DE vs. BCFE.DE — Risk / Return Rank
USUP.DE
BCFE.DE
USUP.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) Acc (USUP.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.
| USUP.DE | BCFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| 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 | 1.52 | 4.83 | -3.31 |
| Martin ratioReturn relative to average drawdown | 4.89 | 11.89 | -7.00 |
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
| USUP.DE | BCFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.14 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.55 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.49 | -0.06 |
Drawdowns
USUP.DE vs. BCFE.DE - Drawdown Comparison
The maximum USUP.DE drawdown since its inception was -19.61%, smaller than the maximum BCFE.DE drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for USUP.DE and BCFE.DE.
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Drawdown Indicators
| USUP.DE | BCFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.61% | -32.93% | +13.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -6.14% | -2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -11.00% | -6.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.61% | -27.28% | +7.67% |
Current DrawdownCurrent decline from peak | -0.16% | -4.36% | +4.20% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -13.69% | +7.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.50% | +0.28% |
Volatility
USUP.DE vs. BCFE.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) Acc (USUP.DE) is 3.49%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) has a volatility of 4.33%. This indicates that USUP.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
| USUP.DE | BCFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 4.33% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.06% | 12.10% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 13.88% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 17.51% | -2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 15.30% | -0.09% |
USUP.DE vs. BCFE.DE - Expense Ratio Comparison
USUP.DE has a 0.28% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.
Dividends
USUP.DE vs. BCFE.DE - Dividend Comparison
Neither USUP.DE nor BCFE.DE has paid dividends to shareholders.
Frequently Asked Questions
USUP.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, USUP.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USUP.DE is cheaper with a 0.28% expense ratio, compared with 0.34% for BCFE.DE.
USUP.DE is categorized as Asia Pacific Equities, while BCFE.DE is Commodities. USUP.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 USUP.DE and 0.34% for BCFE.DE.
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