FRCJ.DE vs. S5SD.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) are both exchange-traded funds - FRCJ.DE is a Japan Equities fund tracking the MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, FRCJ.DE returned 7.85%/yr vs 14.27%/yr for S5SD.DE. A 0.53 correlation means they provide meaningful diversification when combined. FRCJ.DE charges 0.19%/yr vs 0.12%/yr for S5SD.DE.
Performance
FRCJ.DE vs. S5SD.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 S5SD.DE's 12.52% 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%
S5SD.DE
- 1D
- 0.00%
- 1M
- 0.40%
- 6M
- 11.63%
- YTD
- 12.52%
- 1Y
- 25.34%
- 3Y*
- 18.92%
- 5Y*
- 14.27%
- 10Y*
- —
FRCJ.DE vs. S5SD.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% | 19.17% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 12.52% | 5.36% | 31.08% | 24.04% | -13.92% | 43.65% | 8.35% | 6.48% |
Correlation
The correlation between FRCJ.DE and S5SD.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
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 Mar 25, 2019 | 0.53 |
The correlation between FRCJ.DE and S5SD.DE has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
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Return for Risk
FRCJ.DE vs. S5SD.DE — Risk / Return Rank
FRCJ.DE
S5SD.DE
FRCJ.DE vs. S5SD.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 S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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 | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 3.64 | -0.24 |
| Martin ratioReturn relative to average drawdown | 11.61 | 13.98 | -2.37 |
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Drawdowns
FRCJ.DE vs. S5SD.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, smaller than the maximum S5SD.DE drawdown of -32.99%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and S5SD.DE.
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Drawdown Indicators
| FRCJ.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -32.99% | +6.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -6.94% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -23.43% | +6.45% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -23.43% | +1.39% |
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% | -4.87% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 1.81% | +1.26% |
Volatility
FRCJ.DE vs. S5SD.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 S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) at 2.49%. This indicates that FRCJ.DE's price experiences larger fluctuations and is considered to be riskier than S5SD.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 | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 2.49% | +3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 7.93% | +7.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 11.78% | +7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 15.29% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 17.44% | -0.95% |
FRCJ.DE vs. S5SD.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is higher than S5SD.DE's 0.12% 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. S5SD.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, more than S5SD.DE's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.73% | 0.93% | 0.89% | 1.16% | 1.29% | 0.89% | 1.55% | 0.43% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FRCJ.DE and S5SD.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for FRCJ.DE.
FRCJ.DE is categorized as Japan Equities, while S5SD.DE is S&P 500. FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.19% for FRCJ.DE and 0.12% for S5SD.DE.
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