FRCJ.DE vs. 36B4.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and 36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) are both Japan Equities funds - FRCJ.DE tracks the MSCI Japan SRI Low Carbon Select 5% Issuer Capped while 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, FRCJ.DE returned 7.85%/yr vs 4.99%/yr for 36B4.DE. Their correlation of 0.93 suggests significant overlap in exposure. FRCJ.DE charges 0.19%/yr vs 0.20%/yr for 36B4.DE.
Performance
FRCJ.DE vs. 36B4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FRCJ.DE achieves a 16.62% return, which is significantly higher than 36B4.DE's 9.48% return.
FRCJ.DE
- 1D
- -1.54%
- 1M
- 3.48%
- 6M
- 11.09%
- YTD
- 16.62%
- 1Y
- 35.68%
- 3Y*
- 15.30%
- 5Y*
- 7.85%
- 10Y*
- 7.71%
36B4.DE
- 1D
- -1.25%
- 1M
- 5.00%
- 6M
- 5.52%
- YTD
- 9.48%
- 1Y
- 22.17%
- 3Y*
- 9.80%
- 5Y*
- 4.99%
- 10Y*
- —
FRCJ.DE vs. 36B4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 16.62% | 13.40% | 13.07% | 10.16% | -14.97% | 4.12% | 9.94% | 16.59% |
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 9.48% | 6.64% | 9.02% | 9.56% | -13.77% | 9.87% | 6.38% | 16.82% |
Correlation
The correlation between FRCJ.DE and 36B4.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.93 |
The correlation between FRCJ.DE and 36B4.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
FRCJ.DE vs. 36B4.DE — Risk / Return Rank
FRCJ.DE
36B4.DE
FRCJ.DE vs. 36B4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) and iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FRCJ.DE | 36B4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.22 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 2.04 | +1.36 |
| Martin ratioReturn relative to average drawdown | 11.61 | 5.90 | +5.71 |
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Drawdowns
FRCJ.DE vs. 36B4.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, roughly equal to the maximum 36B4.DE drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and 36B4.DE.
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Drawdown Indicators
| FRCJ.DE | 36B4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -26.98% | +0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -10.82% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -15.67% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -21.57% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | — | — |
Current DrawdownCurrent decline from peak | -2.05% | -1.25% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -7.09% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.75% | -0.68% |
Volatility
FRCJ.DE vs. 36B4.DE - Volatility Comparison
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) has a higher volatility of 6.28% compared to iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) at 5.12%. This indicates that FRCJ.DE's price experiences larger fluctuations and is considered to be riskier than 36B4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCJ.DE | 36B4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.12% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 14.23% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 18.43% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 16.34% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 17.26% | -0.77% |
FRCJ.DE vs. 36B4.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is lower than 36B4.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FRCJ.DE vs. 36B4.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, less than 36B4.DE's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.47% | 1.46% | 1.38% | 1.81% | 2.45% | 1.54% | 1.60% | 0.81% | 0.00% | 0.00% | 0.00% |
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 0.98% | 1.78% | 1.62% | 1.59% | 1.82% | 1.31% | 1.40% | 1.44% | 1.61% | 1.43% | 1.26% |
Frequently Asked Questions
With a correlation of 0.92, FRCJ.DE and 36B4.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, FRCJ.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRCJ.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for 36B4.DE.
FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: UBS and iShares. Their fees differ too: 0.19% for FRCJ.DE and 0.20% for 36B4.DE.
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