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XCMC.DE vs. BCFU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCMC.DE vs. BCFU.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 (USD) A-acc (BCFU.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XCMC.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, XCMC.DE achieves a 28.51% return, which is significantly higher than BCFU.DE's 19.04% return.


XCMC.DE

1D
-1.20%
1M
-1.31%
YTD
28.51%
6M
19.96%
1Y
29.14%
3Y*
11.29%
5Y*
10Y*

BCFU.DE

1D
-1.32%
1M
-1.37%
YTD
19.04%
6M
20.49%
1Y
30.38%
3Y*
11.53%
5Y*
13.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
XCMC.DE
Xtrackers Bloomberg Commodity Swap UCITS ETF 1C
28.51%-2.66%11.92%-9.34%24.84%-11.32%
BCFU.DE
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc
19.04%5.83%11.25%-8.45%23.71%2.59%

Correlation

The correlation between XCMC.DE and BCFU.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

0.89

The correlation between XCMC.DE and BCFU.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

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Return for Risk

XCMC.DE vs. BCFU.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: 5454
Overall Rank
XCMC.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XCMC.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XCMC.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XCMC.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
XCMC.DE Martin Ratio Rank: 5151
Martin Ratio Rank

BCFU.DE
BCFU.DE Risk / Return Rank: 7474
Overall Rank
BCFU.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BCFU.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
BCFU.DE Omega Ratio Rank: 7373
Omega Ratio Rank
BCFU.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
BCFU.DE Martin Ratio Rank: 7373
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. BCFU.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 (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.


XCMC.DEBCFU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

3.72

4.30

-0.58

Martin ratioReturn relative to average drawdown

8.44

9.99

-1.56

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

The current XCMC.DE Sharpe Ratio is 1.66, which is comparable to the BCFU.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of XCMC.DE and BCFU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XCMC.DEBCFU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.98

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.62

-0.18

Drawdowns

XCMC.DE vs. BCFU.DE - Drawdown Comparison

The maximum XCMC.DE drawdown since its inception was -22.91%, smaller than the maximum BCFU.DE drawdown of -25.15%. Use the drawdown chart below to compare losses from any high point for XCMC.DE and BCFU.DE.


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Drawdown Indicators


XCMC.DEBCFU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-25.15%

+2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-7.03%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-14.82%

-13.93%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

Current Drawdown

Current decline from peak

-3.42%

-3.51%

+0.09%

Average Drawdown

Average peak-to-trough decline

-12.68%

-11.04%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

3.03%

+0.42%

Volatility

XCMC.DE vs. BCFU.DE - Volatility Comparison

Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) has a higher volatility of 4.94% compared to UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (BCFU.DE) at 4.47%. This indicates that XCMC.DE's price experiences larger fluctuations and is considered to be riskier than BCFU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCMC.DEBCFU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

4.47%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

15.31%

12.82%

+2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

17.48%

15.29%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

16.95%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

15.33%

+2.00%

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

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


Dividends

XCMC.DE vs. BCFU.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XCMC.DE and BCFU.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCMC.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCMC.DE is cheaper with a 0.19% expense ratio, compared with 0.34% for BCFU.DE.

XCMC.DE tracks Bloomberg Commodity 3 Month Forward, while BCFU.DE tracks UBS BCOM Constant Maturity. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.19% for XCMC.DE and 0.34% for BCFU.DE.

Portfolio Optimizer

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