FRCK.DE vs. S5SD.DE
FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) and S5SD.DE (UBS S&P 500 Scored & Screened UCITS ETF USD dis) 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 S5SD.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, FRCK.DE returned 0.19%/yr vs 15.39%/yr for S5SD.DE. At a 0.35 correlation, their price movements are largely independent. FRCK.DE charges 0.28%/yr vs 0.12%/yr for S5SD.DE.
Performance
FRCK.DE vs. S5SD.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 lower than S5SD.DE's 11.01% 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%
S5SD.DE
- 1D
- 0.61%
- 1M
- 5.46%
- YTD
- 11.01%
- 6M
- 11.53%
- 1Y
- 28.37%
- 3Y*
- 18.37%
- 5Y*
- 15.39%
- 10Y*
- —
FRCK.DE vs. S5SD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 4.60% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 11.01% | 5.27% | 30.99% | 23.88% | -13.99% | 43.50% | 8.08% | 2.71% |
Correlation
The correlation between FRCK.DE and S5SD.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.35 |
The correlation between FRCK.DE and S5SD.DE shifts across timeframes, from 0.25 (3 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FRCK.DE vs. S5SD.DE — Risk / Return Rank
FRCK.DE
S5SD.DE
FRCK.DE vs. S5SD.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 S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.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 | S5SD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.46 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 4.03 | -1.61 |
| Martin ratioReturn relative to average drawdown | 10.09 | 15.47 | -5.38 |
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 | S5SD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 2.45 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 1.00 | -0.98 |
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 | 0.81 | -0.64 |
Drawdowns
FRCK.DE vs. S5SD.DE - Drawdown Comparison
The maximum FRCK.DE drawdown since its inception was -32.71%, roughly equal to the maximum S5SD.DE drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for FRCK.DE and S5SD.DE.
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Drawdown Indicators
| FRCK.DE | S5SD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.71% | -32.97% | +0.26% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | -7.01% | +2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -7.78% | -23.42% | +15.64% |
Max Drawdown (5Y)Largest decline over 5 years | -32.71% | -23.42% | -9.29% |
Max Drawdown (10Y)Largest decline over 10 years | -32.71% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | 0.00% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -5.01% | -3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 1.83% | -0.75% |
Volatility
FRCK.DE vs. S5SD.DE - Volatility Comparison
The current volatility for UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) is 1.80%, while UBS S&P 500 Scored & Screened UCITS ETF USD dis (S5SD.DE) has a volatility of 2.74%. This indicates that FRCK.DE experiences smaller price fluctuations and is considered to be less risky than S5SD.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 | S5SD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 2.74% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 4.38% | 7.59% | -3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.38% | 11.51% | -6.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 15.26% | -6.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 17.57% | -8.28% |
FRCK.DE vs. S5SD.DE - Expense Ratio Comparison
FRCK.DE has a 0.28% expense ratio, which is higher than S5SD.DE's 0.12% expense ratio.
Dividends
FRCK.DE vs. S5SD.DE - Dividend Comparison
FRCK.DE has not paid dividends to shareholders, while S5SD.DE's dividend yield for the trailing twelve months is around 0.63%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FRCK.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
S5SD.DE UBS S&P 500 Scored & Screened UCITS ETF USD dis | 0.63% | 0.86% | 0.82% | 1.05% | 1.21% | 0.82% | 1.33% | 0.39% |
Frequently Asked Questions
FRCK.DE and S5SD.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S5SD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.DE is cheaper with a 0.12% expense ratio, compared with 0.28% for FRCK.DE.
FRCK.DE is categorized as Emerging Markets Bonds, while S5SD.DE is S&P 500. FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged), while S5SD.DE tracks S&P 500 Index. Their fees differ too: 0.28% for FRCK.DE and 0.12% for S5SD.DE.
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