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FRCK.DE vs. EMIE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRCK.DE vs. EMIE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) and UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.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, FRCK.DE achieves a 1.67% return, which is significantly higher than EMIE.DE's -0.43% 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%

EMIE.DE

1D
0.18%
1M
0.27%
YTD
-0.43%
6M
-0.44%
1Y
3.98%
3Y*
2.76%
5Y*
-2.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRCK.DE vs. EMIE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%-3.88%2.79%1.12%
EMIE.DE
UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc
-0.43%7.05%-0.36%3.88%-19.72%-2.93%6.95%2.47%

Correlation

The correlation between FRCK.DE and EMIE.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

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

0.82

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

0.80

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2019

0.78

The correlation between FRCK.DE and EMIE.DE has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.

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Return for Risk

FRCK.DE vs. EMIE.DE — Risk / Return Rank

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

FRCK.DE
FRCK.DE Risk / Return Rank: 6161
Overall Rank
FRCK.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FRCK.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
FRCK.DE Omega Ratio Rank: 6565
Omega Ratio Rank
FRCK.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
FRCK.DE Martin Ratio Rank: 5959
Martin Ratio Rank

EMIE.DE
EMIE.DE Risk / Return Rank: 2828
Overall Rank
EMIE.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EMIE.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
EMIE.DE Omega Ratio Rank: 2828
Omega Ratio Rank
EMIE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EMIE.DE Martin Ratio Rank: 2727
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.

FRCK.DE vs. EMIE.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) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.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.DEEMIE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.59

Omega ratioGain probability vs. loss probability

1.39

1.19

+0.20

Calmar ratioReturn relative to maximum drawdown

2.42

1.12

+1.30

Martin ratioReturn relative to average drawdown

10.09

3.63

+6.46

FRCK.DE vs. EMIE.DE - Sharpe Ratio Comparison

The current FRCK.DE Sharpe Ratio is 2.03, which is higher than the EMIE.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FRCK.DE and EMIE.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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Sharpe Ratios by Period


FRCK.DEEMIE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.07

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.34

+0.36

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

-0.11

+0.28

Drawdowns

FRCK.DE vs. EMIE.DE - Drawdown Comparison

The maximum FRCK.DE drawdown since its inception was -32.71%, which is greater than EMIE.DE's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for FRCK.DE and EMIE.DE.


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Drawdown Indicators


FRCK.DEEMIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.71%

-26.98%

-5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-4.49%

-3.53%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-7.78%

-6.97%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-32.71%

-25.83%

-6.88%

Max Drawdown (10Y)

Largest decline over 10 years

-32.71%

Current Drawdown

Current decline from peak

-0.97%

-14.02%

+13.05%

Average Drawdown

Average peak-to-trough decline

-8.76%

-12.69%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.09%

-0.01%

Volatility

FRCK.DE vs. EMIE.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) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.DE) at 1.28%. This indicates that FRCK.DE's price experiences larger fluctuations and is considered to be riskier than EMIE.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.DEEMIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

1.28%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

4.38%

2.83%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

3.73%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.01%

6.67%

+2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.29%

7.95%

+1.34%

FRCK.DE vs. EMIE.DE - Expense Ratio Comparison

FRCK.DE has a 0.28% expense ratio, which is lower than EMIE.DE's 0.43% expense ratio.


Dividends

FRCK.DE vs. EMIE.DE - Dividend Comparison

Neither FRCK.DE nor EMIE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FRCK.DE and EMIE.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FRCK.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FRCK.DE is cheaper with a 0.28% expense ratio, compared with 0.43% for EMIE.DE.

FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged), while EMIE.DE tracks JP Morgan USD Emerging Markets IG ESG Diversified Bond (EUR Hedged). Their fees differ too: 0.28% for FRCK.DE and 0.43% for EMIE.DE.

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