FRCJ.DE vs. 4UBQ.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and 4UBQ.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc) are both exchange-traded funds - FRCJ.DE is a Japan Equities fund tracking the MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while 4UBQ.DE is a S&P 500 fund tracking the S&P 500 ESG. Both are passively managed. Over the past 5 years, FRCJ.DE returned 7.85%/yr vs 14.28%/yr for 4UBQ.DE. A 0.50 correlation means they provide meaningful diversification when combined. FRCJ.DE charges 0.19%/yr vs 0.10%/yr for 4UBQ.DE.
Performance
FRCJ.DE vs. 4UBQ.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 4UBQ.DE's 12.63% 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%
4UBQ.DE
- 1D
- 0.00%
- 1M
- 0.74%
- 6M
- 10.22%
- YTD
- 12.63%
- 1Y
- 27.90%
- 3Y*
- 18.97%
- 5Y*
- 14.28%
- 10Y*
- —
FRCJ.DE vs. 4UBQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 14.43% |
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 12.63% | 5.39% | 31.02% | 24.03% | -13.92% | 43.62% | 7.99% |
Correlation
The correlation between FRCJ.DE and 4UBQ.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.50 |
The correlation between FRCJ.DE and 4UBQ.DE has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.
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Return for Risk
FRCJ.DE vs. 4UBQ.DE — Risk / Return Rank
FRCJ.DE
4UBQ.DE
FRCJ.DE vs. 4UBQ.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 UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.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 | 4UBQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.45 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 4.05 | -0.65 |
| Martin ratioReturn relative to average drawdown | 11.61 | 15.48 | -3.87 |
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Drawdowns
FRCJ.DE vs. 4UBQ.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, which is greater than 4UBQ.DE's maximum drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and 4UBQ.DE.
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Drawdown Indicators
| FRCJ.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -23.35% | -3.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -6.93% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -23.35% | +6.37% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -23.35% | +1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | — | — |
Current DrawdownCurrent decline from peak | -2.05% | -0.51% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -3.93% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 1.81% | +1.26% |
Volatility
FRCJ.DE vs. 4UBQ.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 UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) at 2.40%. This indicates that FRCJ.DE's price experiences larger fluctuations and is considered to be riskier than 4UBQ.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 | 4UBQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 2.40% | +3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 7.97% | +7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 11.85% | +7.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 15.32% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 15.43% | +1.06% |
FRCJ.DE vs. 4UBQ.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is higher than 4UBQ.DE's 0.10% expense ratio. However, 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. 4UBQ.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, while 4UBQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
FRCJ.DE and 4UBQ.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 4UBQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBQ.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for FRCJ.DE.
FRCJ.DE is categorized as Japan Equities, while 4UBQ.DE is S&P 500. FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while 4UBQ.DE tracks S&P 500 ESG. Their fees differ too: 0.19% for FRCJ.DE and 0.10% for 4UBQ.DE.
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