FRCJ.DE vs. UIMA.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-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 UIMA.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, FRCJ.DE returned 7.71%/yr vs 9.53%/yr for UIMA.DE. A 0.58 correlation means they provide meaningful diversification when combined. FRCJ.DE charges 0.19%/yr vs 0.10%/yr for UIMA.DE.
Performance
FRCJ.DE vs. UIMA.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 UIMA.DE's 11.02% return. Over the past 10 years, FRCJ.DE has underperformed UIMA.DE with an annualized return of 7.71%, while UIMA.DE has yielded a comparatively higher 9.53% 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%
UIMA.DE
- 1D
- 0.15%
- 1M
- 1.54%
- 6M
- 7.54%
- YTD
- 11.02%
- 1Y
- 21.47%
- 3Y*
- 14.86%
- 5Y*
- 10.51%
- 10Y*
- 9.53%
FRCJ.DE vs. UIMA.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% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 11.02% | 20.65% | 8.36% | 15.54% | -9.27% | 24.93% | -3.30% | 27.60% | -11.02% | 11.02% |
Correlation
The correlation between FRCJ.DE and UIMA.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2015 | 0.58 |
The correlation between FRCJ.DE and UIMA.DE has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.
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Return for Risk
FRCJ.DE vs. UIMA.DE — Risk / Return Rank
FRCJ.DE
UIMA.DE
FRCJ.DE vs. UIMA.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 (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.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 | UIMA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 2.27 | +1.13 |
| Martin ratioReturn relative to average drawdown | 11.61 | 8.75 | +2.86 |
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Drawdowns
FRCJ.DE vs. UIMA.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, smaller than the maximum UIMA.DE drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and UIMA.DE.
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Drawdown Indicators
| FRCJ.DE | UIMA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -35.79% | +9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -9.42% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -16.25% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -19.42% | -2.62% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | -35.79% | +9.12% |
Current DrawdownCurrent decline from peak | -2.05% | -1.55% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -5.30% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.45% | +0.62% |
Volatility
FRCJ.DE vs. UIMA.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 (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) at 3.12%. This indicates that FRCJ.DE's price experiences larger fluctuations and is considered to be riskier than UIMA.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 | UIMA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 3.12% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 10.93% | +4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 12.93% | +6.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 14.20% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 15.18% | +1.31% |
FRCJ.DE vs. UIMA.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is higher than UIMA.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. UIMA.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, less than UIMA.DE's 3.07% 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% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 3.07% | 2.48% | 2.67% | 2.74% | 2.91% | 2.02% | 2.06% | 2.87% | 3.38% | 2.91% | 3.95% | 3.24% |
Frequently Asked Questions
FRCJ.DE and UIMA.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMA.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for FRCJ.DE.
FRCJ.DE is categorized as Japan Equities, while UIMA.DE is Europe Equities. FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.19% for FRCJ.DE and 0.10% for UIMA.DE.
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