PortfoliosLab logoPortfoliosLab logo
XCMC.DE vs. BCFE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCMC.DE vs. BCFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.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.

Loading graphics...

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


2026 (YTD)20252024202320222021
XCMC.DE
Xtrackers Bloomberg Commodity Swap UCITS ETF 1C
24.19%-2.66%11.92%-9.34%24.84%-11.32%
BCFE.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc
12.99%16.62%3.14%-7.92%14.03%-0.13%

Returns By Period

In the year-to-date period, XCMC.DE achieves a 24.19% return, which is significantly higher than BCFE.DE's 12.99% return.


XCMC.DE

1D
0.35%
1M
3.00%
YTD
24.19%
6M
22.85%
1Y
14.94%
3Y*
8.71%
5Y*
10Y*

BCFE.DE

1D
0.00%
1M
3.43%
YTD
12.99%
6M
20.91%
1Y
21.64%
3Y*
8.94%
5Y*
11.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XCMC.DE vs. BCFE.DE - Expense Ratio Comparison

XCMC.DE has a 0.19% expense ratio, which is lower than BCFE.DE's 0.34% expense ratio.


Return for Risk

XCMC.DE vs. BCFE.DE — Risk / Return Rank

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

XCMC.DE
XCMC.DE Risk / Return Rank: 5050
Overall Rank
XCMC.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XCMC.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
XCMC.DE Omega Ratio Rank: 4242
Omega Ratio Rank
XCMC.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
XCMC.DE Martin Ratio Rank: 5050
Martin Ratio Rank

BCFE.DE
BCFE.DE Risk / Return Rank: 8080
Overall Rank
BCFE.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BCFE.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
BCFE.DE Omega Ratio Rank: 7575
Omega Ratio Rank
BCFE.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
BCFE.DE Martin Ratio Rank: 7979
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.

XCMC.DE vs. BCFE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.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.


XCMC.DEBCFE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.55

-0.70

Sortino ratio

Return per unit of downside risk

1.21

2.05

-0.85

Omega ratio

Gain probability vs. loss probability

1.18

1.30

-0.12

Calmar ratio

Return relative to maximum drawdown

2.54

3.98

-1.44

Martin ratio

Return relative to average drawdown

5.86

10.29

-4.43

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

The current XCMC.DE Sharpe Ratio is 0.85, which is lower than the BCFE.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of XCMC.DE and BCFE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XCMC.DEBCFE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.55

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.47

-0.06

Correlation

The correlation between XCMC.DE and BCFE.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XCMC.DE vs. BCFE.DE - Dividend Comparison

Neither XCMC.DE nor BCFE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XCMC.DE vs. BCFE.DE - Drawdown Comparison

The maximum XCMC.DE drawdown since its inception was -22.91%, smaller than the maximum BCFE.DE drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for XCMC.DE and BCFE.DE.


Loading graphics...

Drawdown Indicators


XCMC.DEBCFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-32.93%

+10.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-6.34%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-27.28%

Current Drawdown

Current decline from peak

-3.24%

-1.85%

-1.39%

Average Drawdown

Average peak-to-trough decline

-13.08%

-13.92%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

2.38%

+1.00%

Volatility

XCMC.DE vs. BCFE.DE - Volatility Comparison

Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) has a higher volatility of 6.16% compared to UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (EUR Hedged) Acc (BCFE.DE) at 5.37%. This indicates that XCMC.DE's price experiences larger fluctuations and is considered to be riskier than BCFE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XCMC.DEBCFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

5.37%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.51%

10.94%

+3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.55%

13.91%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

17.42%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

15.27%

+2.06%