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FRCJ.DE vs. WTDX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRCJ.DE vs. WTDX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) and WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FRCJ.DE achieves a 16.62% return, which is significantly lower than WTDX.DE's 26.25% return. Over the past 10 years, FRCJ.DE has underperformed WTDX.DE with an annualized return of 7.71%, while WTDX.DE has yielded a comparatively higher 18.14% 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%

WTDX.DE

1D
-0.37%
1M
3.84%
6M
17.92%
YTD
26.25%
1Y
57.34%
3Y*
32.07%
5Y*
28.03%
10Y*
18.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRCJ.DE vs. WTDX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
26.25%17.86%36.79%37.12%11.85%27.70%-6.91%24.57%-17.23%8.62%

Correlation

The correlation between FRCJ.DE and WTDX.DE is 0.79, 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

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2015

0.62

The correlation between FRCJ.DE and WTDX.DE shifts across timeframes, from 0.60 (10 years) to 0.79 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FRCJ.DE vs. WTDX.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FRCJ.DE
FRCJ.DE Risk / Return Rank: 7575
Overall Rank
FRCJ.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FRCJ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
FRCJ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
FRCJ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
FRCJ.DE Martin Ratio Rank: 7777
Martin Ratio Rank

WTDX.DE
WTDX.DE Risk / Return Rank: 9494
Overall Rank
WTDX.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
WTDX.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
WTDX.DE Omega Ratio Rank: 9393
Omega Ratio Rank
WTDX.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
WTDX.DE Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FRCJ.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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.DEWTDX.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.34

1.51

-0.17

Calmar ratioReturn relative to maximum drawdown

3.40

7.05

-3.66

Martin ratioReturn relative to average drawdown

11.61

23.54

-11.93

FRCJ.DE vs. WTDX.DE - Sharpe Ratio Comparison

The current FRCJ.DE Sharpe Ratio is 1.87, which is lower than the WTDX.DE Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of FRCJ.DE and WTDX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FRCJ.DE vs. WTDX.DE - Drawdown Comparison

The maximum FRCJ.DE drawdown since its inception was -26.67%, smaller than the maximum WTDX.DE drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and WTDX.DE.


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Drawdown Indicators


FRCJ.DEWTDX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.67%

-38.23%

+11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.45%

-8.09%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-16.98%

-23.65%

+6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.04%

-23.65%

+1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-26.67%

-32.53%

+5.86%

Current Drawdown

Current decline from peak

-2.05%

-1.71%

-0.34%

Average Drawdown

Average peak-to-trough decline

-7.17%

-9.16%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.43%

+0.64%

Volatility

FRCJ.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) at 5.75%. This indicates that FRCJ.DE's price experiences larger fluctuations and is considered to be riskier than WTDX.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.DEWTDX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

5.75%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.25%

14.68%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

19.00%

19.79%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.57%

19.43%

-2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

21.52%

-5.03%

FRCJ.DE vs. WTDX.DE - Expense Ratio Comparison

FRCJ.DE has a 0.19% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.


Dividends

FRCJ.DE vs. WTDX.DE - Dividend Comparison

FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, more than WTDX.DE's 0.80% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
0.80%1.68%1.52%1.97%2.28%1.52%2.10%2.01%2.17%1.14%1.90%0.06%

Frequently Asked Questions


FRCJ.DE and WTDX.DE have a correlation of 0.79, 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 0.48% for WTDX.DE.

FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: UBS and WisdomTree. Their fees differ too: 0.19% for FRCJ.DE and 0.48% for WTDX.DE.

Portfolio Optimizer

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