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EMIE.DE vs. FRCK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EMIE.DE vs. FRCK.DE

Last updated Jun 5, 2026

EMIE.DE (UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc) and FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) are both Emerging Markets Bonds funds from UBS - EMIE.DE tracks the JP Morgan USD Emerging Markets IG ESG Diversified Bond (EUR Hedged) 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, EMIE.DE returned -2.28%/yr vs 0.19%/yr for FRCK.DE. A 0.78 correlation means they provide meaningful diversification when combined. EMIE.DE charges 0.43%/yr vs 0.28%/yr for FRCK.DE.

Performance

EMIE.DE vs. FRCK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMIE.DE achieves a -0.43% return, which is significantly lower than FRCK.DE's 1.67% return.

EMIE.DE

1D
0.18%
1M
0.27%
YTD
-0.43%
6M
-0.44%
1Y
3.98%
3Y*
2.76%
5Y*
-2.28%
10Y*
—

FRCK.DE

1D
0.27%
1M
1.11%
YTD
1.67%
6M
2.34%
1Y
10.92%
3Y*
9.35%
5Y*
0.19%
10Y*
1.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMIE.DE vs. FRCK.DE - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
EMIE.DE
UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc		-0.43%7.05%-0.36%3.88%-19.72%-2.93%6.95%2.47%
FRCK.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc		1.67%12.81%5.36%9.70%-22.07%-3.88%2.79%1.12%

Correlation

The correlation between EMIE.DE and FRCK.DE is 0.85, 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

0.85

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

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2019

0.78

The correlation between EMIE.DE and FRCK.DE has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc

UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc

Often compared with EMIE.DE:
EMIE.DE vs. EMA5.DEEMIE.DE vs. ENDH.DEEMIE.DE vs. ASRC.DEEMIE.DE vs. XUEM.DEEMIE.DE vs. ZPR5.DEEMIE.DE vs. SEAD.DEEMIE.DE vs. 4UBF.DE
Often compared with FRCK.DE:
FRCK.DE vs. UEFS.DEFRCK.DE vs. JMBE.DEFRCK.DE vs. ENDH.DEFRCK.DE vs. ZPR5.DEFRCK.DE vs. FESD.DEFRCK.DE vs. EMIG.DEFRCK.DE vs. IS3C.DE

Return for Risk

EMIE.DE vs. FRCK.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EMIE.DE
EMIE.DE Risk / Return Rank: 2828
Overall Rank
EMIE.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EMIE.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
EMIE.DE Omega Ratio Rank: 2828
Omega Ratio Rank
EMIE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EMIE.DE Martin Ratio Rank: 2727
Martin Ratio Rank
FRCK.DE
FRCK.DE Risk / Return Rank: 6161
Overall Rank
FRCK.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FRCK.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
FRCK.DE Omega Ratio Rank: 6565
Omega Ratio Rank
FRCK.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
FRCK.DE Martin Ratio Rank: 5959
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.

EMIE.DE vs. FRCK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.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.

EMIE.DEFRCK.DEDifference
Sharpe ratioReturn per unit of total volatility
1.07
2.03

-0.97

Sortino ratioReturn per unit of downside risk
1.60
3.19

-1.59

Omega ratioGain probability vs. loss probability

1.19

1.39

-0.20

Calmar ratioReturn relative to maximum drawdown

1.12

2.42

-1.30

Martin ratioReturn relative to average drawdown

3.63

10.09

-6.46

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EMIE.DE vs. FRCK.DE - Sharpe Ratio Comparison

The current EMIE.DE Sharpe Ratio is 1.07, which is lower than the FRCK.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of EMIE.DE and FRCK.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

EMIE.DEFRCK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

2.03

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.02

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.16

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.17

-0.28

Drawdowns

EMIE.DE vs. FRCK.DE - Drawdown Comparison

The maximum EMIE.DE drawdown since its inception was -26.98%, smaller than the maximum FRCK.DE drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for EMIE.DE and FRCK.DE.

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Drawdown Indicators

EMIE.DEFRCK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.98%

-32.71%

+5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

-4.49%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-6.97%

-7.78%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

-32.71%

+6.88%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.71%

—

Current Drawdown

Current decline from peak

-14.02%

-0.97%

-13.05%

Average Drawdown

Average peak-to-trough decline

-12.69%

-8.76%

-3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

1.08%

+0.01%

Volatility

EMIE.DE vs. FRCK.DE - Volatility Comparison

The current volatility for UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.DE) is 1.28%, while UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) has a volatility of 1.80%. This indicates that EMIE.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

EMIE.DEFRCK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

1.80%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

4.38%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

5.38%

-1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.67%

9.01%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.95%

9.29%

-1.34%

EMIE.DE vs. FRCK.DE - Expense Ratio Comparison

EMIE.DE has a 0.43% expense ratio, which is higher than FRCK.DE's 0.28% expense ratio.

Dividends

EMIE.DE vs. FRCK.DE - Dividend Comparison

Neither EMIE.DE nor FRCK.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

EMIE.DE and FRCK.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FRCK.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FRCK.DE is cheaper with a 0.28% expense ratio, compared with 0.43% for EMIE.DE.

EMIE.DE tracks JP Morgan USD Emerging Markets IG ESG Diversified Bond (EUR Hedged), while FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged). Their fees differ too: 0.43% for EMIE.DE and 0.28% for FRCK.DE.

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