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

Correlation

The correlation between ESEB and FIP is 0.17, 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.


-0.50.00.51.00.2

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%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
9.20%
185.26%
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

88.45%

1M

-15.16%

6M

-7.29%

1Y

74.54%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for ESEB, currently valued at -0.11, compared to the broader market0.002.004.00-0.111.51
The chart of Sortino ratio for ESEB, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.0010.00-0.132.09
The chart of Omega ratio for ESEB, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.26
The chart of Calmar ratio for ESEB, currently valued at -0.12, compared to the broader market0.005.0010.0015.00-0.122.54
The chart of Martin ratio for ESEB, currently valued at -0.26, compared to the broader market0.0020.0040.0060.0080.00100.00-0.267.27
ESEB
FIP


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.11
1.51
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 1.66%.


TTM202320222021202020192018201720162015
ESEB
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF
0.85%6.07%5.06%4.00%3.53%4.46%4.62%4.53%4.99%4.59%
FIP
FTAI Infrastructure Inc.
1.66%3.08%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ESEB vs. FIP - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.33%
-29.50%
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 13.24%. 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%JulyAugustSeptemberOctoberNovemberDecember0
13.24%
ESEB
FIP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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