FRCK.DE vs. JMBE.DE
Compare and contrast key facts about UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) and JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) (JMBE.DE).
FRCK.DE and JMBE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FRCK.DE is a passively managed fund by UBS that tracks the performance of the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged). It was launched on Apr 29, 2016. JMBE.DE is a passively managed fund by JPMorgan that tracks the performance of the JPM EMBI Global Diversified Hedge TR EUR. It was launched on Oct 10, 2018. Both FRCK.DE and JMBE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FRCK.DE vs. JMBE.DE - Performance Comparison
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FRCK.DE vs. JMBE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FRCK.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc | -1.56% | 12.81% | 5.36% | 9.70% | -22.07% | -3.88% | 2.79% | 11.04% | -0.87% |
JMBE.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) | -2.24% | 11.00% | 0.03% | 7.01% | -18.34% | -3.60% | 3.18% | 15.07% | -1.11% |
Returns By Period
In the year-to-date period, FRCK.DE achieves a -1.56% return, which is significantly higher than JMBE.DE's -2.24% return.
FRCK.DE
- 1D
- 0.95%
- 1M
- -2.52%
- YTD
- -1.56%
- 6M
- 1.18%
- 1Y
- 8.67%
- 3Y*
- 8.20%
- 5Y*
- 0.18%
- 10Y*
- —
JMBE.DE
- 1D
- 0.71%
- 1M
- -2.71%
- YTD
- -2.24%
- 6M
- -0.96%
- 1Y
- 5.66%
- 3Y*
- 4.47%
- 5Y*
- -0.68%
- 10Y*
- —
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FRCK.DE vs. JMBE.DE - Expense Ratio Comparison
FRCK.DE has a 0.28% expense ratio, which is lower than JMBE.DE's 0.39% expense ratio.
Return for Risk
FRCK.DE vs. JMBE.DE — Risk / Return Rank
FRCK.DE
JMBE.DE
FRCK.DE vs. JMBE.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 JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) (JMBE.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 | JMBE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.91 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.89 | 1.32 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.18 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.22 | +0.61 |
Martin ratioReturn relative to average drawdown | 8.27 | 5.03 | +3.24 |
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 | JMBE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.91 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | -0.08 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.10 | +0.04 |
Correlation
The correlation between FRCK.DE and JMBE.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FRCK.DE vs. JMBE.DE - Dividend Comparison
Neither FRCK.DE nor JMBE.DE has paid dividends to shareholders.
Drawdowns
FRCK.DE vs. JMBE.DE - Drawdown Comparison
The maximum FRCK.DE drawdown since its inception was -32.71%, which is greater than JMBE.DE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for FRCK.DE and JMBE.DE.
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Drawdown Indicators
| FRCK.DE | JMBE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.71% | -28.19% | -4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -5.58% | -4.82% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -32.71% | -27.72% | -4.99% |
Current DrawdownCurrent decline from peak | -4.12% | -8.60% | +4.48% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -10.49% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 1.15% | -0.08% |
Volatility
FRCK.DE vs. JMBE.DE - Volatility Comparison
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) and JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) (JMBE.DE) have volatilities of 2.64% and 2.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCK.DE | JMBE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.70% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.58% | 3.75% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.63% | 6.20% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.95% | 8.49% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.30% | 9.71% | -0.41% |