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

Performance

ENDH.DE vs. FRCK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.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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ENDH.DE vs. FRCK.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ENDH.DE achieves a -0.80% return, which is significantly higher than FRCK.DE's -1.56% return.


ENDH.DE

1D
0.27%
1M
-1.28%
YTD
-0.80%
6M
1.07%
1Y
4.81%
3Y*
5.97%
5Y*
10Y*

FRCK.DE

1D
0.95%
1M
-2.52%
YTD
-1.56%
6M
1.18%
1Y
8.67%
3Y*
8.20%
5Y*
0.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both ENDH.DE and FRCK.DE have an expense ratio of 0.28%.


Return for Risk

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

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

ENDH.DE
ENDH.DE Risk / Return Rank: 7474
Overall Rank
ENDH.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ENDH.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
ENDH.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ENDH.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
ENDH.DE Martin Ratio Rank: 8080
Martin Ratio Rank

FRCK.DE
FRCK.DE Risk / Return Rank: 6969
Overall Rank
FRCK.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FRCK.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
FRCK.DE Omega Ratio Rank: 6969
Omega Ratio Rank
FRCK.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
FRCK.DE Martin Ratio Rank: 7171
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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.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.


ENDH.DEFRCK.DEDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.31

0.00

Sortino ratio

Return per unit of downside risk

2.02

1.89

+0.13

Omega ratio

Gain probability vs. loss probability

1.27

1.27

0.00

Calmar ratio

Return relative to maximum drawdown

2.19

1.83

+0.35

Martin ratio

Return relative to average drawdown

9.82

8.27

+1.55

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

The current ENDH.DE Sharpe Ratio is 1.31, which is comparable to the FRCK.DE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ENDH.DE and FRCK.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.


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Sharpe Ratios by Period


ENDH.DEFRCK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.31

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.14

+0.76

Correlation

The correlation between ENDH.DE and FRCK.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

ENDH.DE vs. FRCK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ENDH.DE vs. FRCK.DE - Drawdown Comparison

The maximum ENDH.DE drawdown since its inception was -6.78%, smaller than the maximum FRCK.DE drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for ENDH.DE and FRCK.DE.


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Drawdown Indicators


ENDH.DEFRCK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.78%

-32.71%

+25.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-5.58%

+3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-32.71%

Current Drawdown

Current decline from peak

-1.64%

-4.12%

+2.48%

Average Drawdown

Average peak-to-trough decline

-1.12%

-8.87%

+7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

1.07%

-0.58%

Volatility

ENDH.DE vs. FRCK.DE - Volatility Comparison

The current volatility for L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE) is 1.68%, while UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) has a volatility of 2.64%. This indicates that ENDH.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


ENDH.DEFRCK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

2.64%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

3.58%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

6.63%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

8.95%

-4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

9.30%

-4.57%