ASRC.DE vs. FRCK.DE
ASRC.DE (BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF) and FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) are both Emerging Markets Bonds funds - ASRC.DE tracks the JP Morgan ESG EMBI Global Diversified while FRCK.DE tracks the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged). Both are passively managed. Over the past 5 years, ASRC.DE returned 1.70%/yr vs -0.74%/yr for FRCK.DE. A 0.72 correlation means they provide meaningful diversification when combined. ASRC.DE charges 0.25%/yr vs 0.28%/yr for FRCK.DE.
Performance
ASRC.DE vs. FRCK.DE - Performance Comparison
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Different Trading Currencies
ASRC.DE is traded in USD, while FRCK.DE is traded in EUR. To make them comparable, the FRCK.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ASRC.DE achieves a 1.68% return, which is significantly higher than FRCK.DE's 0.50% return.
ASRC.DE
- 1D
- 0.37%
- 1M
- 1.01%
- YTD
- 1.68%
- 6M
- 2.44%
- 1Y
- 10.84%
- 3Y*
- 9.13%
- 5Y*
- 1.70%
- 10Y*
- —
FRCK.DE
- 1D
- 0.39%
- 1M
- 0.42%
- YTD
- 0.50%
- 6M
- 2.06%
- 1Y
- 12.82%
- 3Y*
- 12.34%
- 5Y*
- -0.74%
- 10Y*
- 1.72%
ASRC.DE vs. FRCK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ASRC.DE BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF | 1.68% | 13.42% | 5.17% | 9.72% | -17.46% | 1.29% |
FRCK.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc | 0.50% | 27.36% | -0.67% | 13.17% | -26.36% | -7.30% |
Correlation
The correlation between ASRC.DE and FRCK.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021 | 0.72 |
The correlation between ASRC.DE and FRCK.DE has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.
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Return for Risk
ASRC.DE vs. FRCK.DE — Risk / Return Rank
ASRC.DE
FRCK.DE
ASRC.DE vs. FRCK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.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.
| ASRC.DE | FRCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.24 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.61 | +0.80 |
| Martin ratioReturn relative to average drawdown | 9.51 | 5.52 | +4.00 |
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
| ASRC.DE | FRCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.34 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | -0.05 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.13 | +0.11 |
Drawdowns
ASRC.DE vs. FRCK.DE - Drawdown Comparison
The maximum ASRC.DE drawdown since its inception was -27.88%, smaller than the maximum FRCK.DE drawdown of -46.26%. Use the drawdown chart below to compare losses from any high point for ASRC.DE and FRCK.DE.
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Drawdown Indicators
| ASRC.DE | FRCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.88% | -46.26% | +18.38% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -7.92% | +3.44% |
Max Drawdown (3Y)Largest decline over 3 years | -7.53% | -12.86% | +5.33% |
Max Drawdown (5Y)Largest decline over 5 years | -27.88% | -45.27% | +17.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.26% | — |
Current DrawdownCurrent decline from peak | -0.30% | -6.19% | +5.89% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -14.94% | +5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 2.32% | -1.18% |
Volatility
ASRC.DE vs. FRCK.DE - Volatility Comparison
The current volatility for BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE) is 1.92%, while UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) has a volatility of 2.53%. This indicates that ASRC.DE experiences smaller price fluctuations and is considered to be less risky than FRCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASRC.DE | FRCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.92% | 2.53% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 4.52% | 7.17% | -2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.39% | 9.59% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.33% | 13.78% | -5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.25% | 13.20% | -4.95% |
ASRC.DE vs. FRCK.DE - Expense Ratio Comparison
ASRC.DE has a 0.25% expense ratio, which is lower than FRCK.DE's 0.28% expense ratio.
Dividends
ASRC.DE vs. FRCK.DE - Dividend Comparison
Neither ASRC.DE nor FRCK.DE has paid dividends to shareholders.
Frequently Asked Questions
ASRC.DE and FRCK.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ASRC.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ASRC.DE is cheaper with a 0.25% expense ratio, compared with 0.28% for FRCK.DE.
ASRC.DE tracks JP Morgan ESG EMBI Global Diversified, while FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged). They also come from different issuers: BNP Paribas and UBS. Their fees differ too: 0.25% for ASRC.DE and 0.28% for FRCK.DE.
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