FRCK.DE vs. 4UBF.DE
FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) and 4UBF.DE (UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc) are both exchange-traded funds - FRCK.DE is a Emerging Markets Bonds fund tracking the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged), while 4UBF.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI Euro Area Liquid Corporates Sustainable. Both are passively managed. Over the past 5 years, FRCK.DE returned 0.19%/yr vs -0.23%/yr for 4UBF.DE. A 0.57 correlation means they provide meaningful diversification when combined. FRCK.DE charges 0.28%/yr vs 0.13%/yr for 4UBF.DE.
Performance
FRCK.DE vs. 4UBF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FRCK.DE achieves a 1.67% return, which is significantly higher than 4UBF.DE's 0.73% return.
FRCK.DE
- 1D
- 0.27%
- 1M
- 1.11%
- YTD
- 1.67%
- 6M
- 2.34%
- 1Y
- 10.92%
- 3Y*
- 9.35%
- 5Y*
- 0.19%
- 10Y*
- 1.49%
4UBF.DE
- 1D
- 0.12%
- 1M
- 0.81%
- YTD
- 0.73%
- 6M
- 0.31%
- 1Y
- 2.01%
- 3Y*
- 4.95%
- 5Y*
- -0.23%
- 10Y*
- —
FRCK.DE vs. 4UBF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FRCK.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc | 1.67% | 12.81% | 5.36% | 9.70% | -22.07% | -0.99% |
4UBF.DE UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc | 0.73% | 3.23% | 4.51% | 8.22% | -15.67% | -0.28% |
Correlation
The correlation between FRCK.DE and 4UBF.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 | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2021 | 0.57 |
The correlation between FRCK.DE and 4UBF.DE has been stable across timeframes, ranging from 0.56 to 0.58 - a consistent structural relationship.
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Return for Risk
FRCK.DE vs. 4UBF.DE — Risk / Return Rank
FRCK.DE
4UBF.DE
FRCK.DE vs. 4UBF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) and UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.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.
| FRCK.DE | 4UBF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.10 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 0.69 | +1.73 |
| Martin ratioReturn relative to average drawdown | 10.09 | 2.30 | +7.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRCK.DE | 4UBF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 0.55 | +1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | -0.04 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | -0.04 | +0.21 |
Drawdowns
FRCK.DE vs. 4UBF.DE - Drawdown Comparison
The maximum FRCK.DE drawdown since its inception was -32.71%, which is greater than 4UBF.DE's maximum drawdown of -19.99%. Use the drawdown chart below to compare losses from any high point for FRCK.DE and 4UBF.DE.
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Drawdown Indicators
| FRCK.DE | 4UBF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.71% | -19.99% | -12.72% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | -2.88% | -1.61% |
Max Drawdown (3Y)Largest decline over 3 years | -7.78% | -2.88% | -4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -32.71% | -19.99% | -12.72% |
Max Drawdown (10Y)Largest decline over 10 years | -32.71% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -2.81% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -8.54% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 0.87% | +0.21% |
Volatility
FRCK.DE vs. 4UBF.DE - Volatility Comparison
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) has a higher volatility of 1.80% compared to UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) at 1.25%. This indicates that FRCK.DE's price experiences larger fluctuations and is considered to be riskier than 4UBF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCK.DE | 4UBF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.25% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 4.38% | 3.11% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.38% | 3.67% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 5.08% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 5.02% | +4.27% |
FRCK.DE vs. 4UBF.DE - Expense Ratio Comparison
FRCK.DE has a 0.28% expense ratio, which is higher than 4UBF.DE's 0.13% expense ratio.
Dividends
FRCK.DE vs. 4UBF.DE - Dividend Comparison
Neither FRCK.DE nor 4UBF.DE has paid dividends to shareholders.
Frequently Asked Questions
FRCK.DE and 4UBF.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, 4UBF.DE is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBF.DE is cheaper with a 0.13% expense ratio, compared with 0.28% for FRCK.DE.
FRCK.DE is categorized as Emerging Markets Bonds, while 4UBF.DE is European Corporate Bonds. FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged), while 4UBF.DE tracks Bloomberg MSCI Euro Area Liquid Corporates Sustainable. Their fees differ too: 0.28% for FRCK.DE and 0.13% for 4UBF.DE.
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