FRCJ.DE vs. UBUD.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and UBUD.DE (UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist) are both exchange-traded funds - FRCJ.DE is a Japan Equities fund tracking the MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while UBUD.DE is a Gold fund tracking the Solactive Global Pure Gold Miners. Both are passively managed. Over the past 10 years, FRCJ.DE returned 7.71%/yr vs 10.73%/yr for UBUD.DE. At a 0.12 correlation, their price movements are largely independent. FRCJ.DE charges 0.19%/yr vs 0.43%/yr for UBUD.DE.
Performance
FRCJ.DE vs. UBUD.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 UBUD.DE's -16.87% return. Over the past 10 years, FRCJ.DE has underperformed UBUD.DE with an annualized return of 7.71%, while UBUD.DE has yielded a comparatively higher 10.73% annualized 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%
UBUD.DE
- 1D
- -2.87%
- 1M
- -12.36%
- 6M
- -23.02%
- YTD
- -16.87%
- 1Y
- 43.45%
- 3Y*
- 38.76%
- 5Y*
- 23.60%
- 10Y*
- 10.73%
FRCJ.DE vs. UBUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 28.93% | -12.80% | 8.84% |
UBUD.DE UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist | -16.87% | 144.78% | 34.71% | 5.73% | 0.21% | -8.24% | 15.80% | 40.50% | -5.79% | -3.32% |
Correlation
The correlation between FRCJ.DE and UBUD.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2015 | 0.12 |
Over the past year, FRCJ.DE and UBUD.DE have become more correlated (0.37) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
FRCJ.DE vs. UBUD.DE — Risk / Return Rank
FRCJ.DE
UBUD.DE
FRCJ.DE vs. UBUD.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) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist (UBUD.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 | UBUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.17 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 1.18 | +2.21 |
| Martin ratioReturn relative to average drawdown | 11.61 | 2.76 | +8.85 |
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Drawdowns
FRCJ.DE vs. UBUD.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, smaller than the maximum UBUD.DE drawdown of -71.17%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and UBUD.DE.
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Drawdown Indicators
| FRCJ.DE | UBUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -71.17% | +44.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -36.54% | +26.09% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -36.54% | +19.56% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -38.20% | +16.16% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | -50.00% | +23.33% |
Current DrawdownCurrent decline from peak | -2.05% | -35.34% | +33.29% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -37.24% | +30.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 15.72% | -12.65% |
Volatility
FRCJ.DE vs. UBUD.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) is 6.28%, while UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist (UBUD.DE) has a volatility of 15.03%. This indicates that FRCJ.DE experiences smaller price fluctuations and is considered to be less risky than UBUD.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 | UBUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 15.03% | -8.75% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 38.60% | -23.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 48.35% | -29.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 36.49% | -19.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 37.12% | -20.63% |
FRCJ.DE vs. UBUD.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is lower than UBUD.DE's 0.43% expense ratio.
Dividends
FRCJ.DE vs. UBUD.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, more than UBUD.DE's 0.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
UBUD.DE UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist | 0.78% | 0.44% | 0.61% | 1.13% | 1.20% | 1.38% | 0.50% | 0.47% | 0.56% | 0.54% | 0.47% | 1.53% |
Frequently Asked Questions
FRCJ.DE and UBUD.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.43% for UBUD.DE.
FRCJ.DE is categorized as Japan Equities, while UBUD.DE is Gold. FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while UBUD.DE tracks Solactive Global Pure Gold Miners. Their fees differ too: 0.19% for FRCJ.DE and 0.43% for UBUD.DE.
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