PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
FIP vs. ESEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

FIP vs. ESEB

Last updated May 11, 2025

Compare and contrast key facts about FTAI Infrastructure Inc. (FIP) and Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB).

ESEB is a passively managed fund by Deutsche Bank that tracks the performance of the J.P. Morgan ESG EMBI Global Diversified Sovereign Index. It was launched on Mar 3, 2015.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIP or ESEB.

Correlation

The correlation between FIP and ESEB 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.

Performance

FIP vs. ESEB - Performance Comparison

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

Loading data...

Key characteristics

Returns By Period

FIP

YTD

-36.25%

1M

36.09%

6M

-48.40%

1Y

-39.19%

5Y*

N/A

10Y*

N/A

ESEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Risk-Adjusted Performance

FIP vs. ESEB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FIP
The Risk-Adjusted Performance Rank of FIP is 1818
Overall Rank
The Sharpe Ratio Rank of FIP is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FIP is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FIP is 2121
Omega Ratio Rank
The Calmar Ratio Rank of FIP is 1818
Calmar Ratio Rank
The Martin Ratio Rank of FIP is 1818
Martin Ratio Rank
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
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.

FIP vs. ESEB - Risk-Adjusted Performance Comparison

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

Loading data...

Dividends

FIP vs. ESEB - Dividend Comparison

FIP's dividend yield for the trailing twelve months is around 2.61%, while ESEB has not paid dividends to shareholders.

TTM2024202320222021202020192018201720162015
FIP
FTAI Infrastructure Inc.		2.61%1.65%3.08%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

FIP vs. ESEB - Drawdown Comparison

Loading data...

Volatility

FIP vs. ESEB - Volatility Comparison

Loading data...