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ESEB vs. FIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESEB and FIP is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

ESEB vs. FIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) and FTAI Infrastructure Inc. (FIP). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
9.20%
73.33%
ESEB
FIP

Key characteristics

Returns By Period


ESEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FIP

YTD

-39.57%

1M

-11.56%

6M

-51.47%

1Y

-40.18%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ESEB vs. FIP — Risk-Adjusted Performance Rank

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

ESEB
The Risk-Adjusted Performance Rank of ESEB is 5050
Overall Rank
The Sharpe Ratio Rank of ESEB is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ESEB is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ESEB is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ESEB is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ESEB is 5050
Martin Ratio Rank

FIP
The Risk-Adjusted Performance Rank of FIP is 1212
Overall Rank
The Sharpe Ratio Rank of FIP is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of FIP is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FIP is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FIP is 1212
Calmar Ratio Rank
The Martin Ratio Rank of FIP is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESEB vs. FIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) and FTAI Infrastructure Inc. (FIP). 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.


The chart of Calmar ratio for ESEB, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
ESEB: 0.00
FIP: -0.63


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-1.00
-0.75
ESEB
FIP

Dividends

ESEB vs. FIP - Dividend Comparison

ESEB has not paid dividends to shareholders, while FIP's dividend yield for the trailing twelve months is around 2.75%.


TTM2024202320222021202020192018201720162015
ESEB
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF
0.00%0.85%6.07%5.06%4.00%3.53%4.46%4.62%4.53%4.99%4.59%
FIP
FTAI Infrastructure Inc.
2.75%1.65%3.08%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ESEB vs. FIP - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.33%
-57.16%
ESEB
FIP

Volatility

ESEB vs. FIP - Volatility Comparison

The current volatility for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) is 0.00%, while FTAI Infrastructure Inc. (FIP) has a volatility of 30.80%. This indicates that ESEB experiences smaller price fluctuations and is considered to be less risky than FIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril0
30.80%
ESEB
FIP