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

Performance

FRCK.DE vs. SLMG.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 iShares J.P. Morgan ESG USD EM Bond UCITS ETF (EUR Hedged) Acc (SLMG.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 SLMG.DE's 0.76% 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%

SLMG.DE

1D
0.40%
1M
0.80%
YTD
0.76%
6M
1.17%
1Y
8.09%
3Y*
6.85%
5Y*
-0.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRCK.DE vs. SLMG.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%2.48%
SLMG.DE
iShares J.P. Morgan ESG USD EM Bond UCITS ETF (EUR Hedged) Acc
0.76%10.91%3.21%7.05%-21.25%-3.90%4.76%1.77%

Correlation

The correlation between FRCK.DE and SLMG.DE is 0.92, 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

0.92

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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2019

0.86

The correlation between FRCK.DE and SLMG.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

FRCK.DE vs. SLMG.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

SLMG.DE
SLMG.DE Risk / Return Rank: 4141
Overall Rank
SLMG.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SLMG.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
SLMG.DE Omega Ratio Rank: 4444
Omega Ratio Rank
SLMG.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
SLMG.DE Martin Ratio Rank: 4242
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. SLMG.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 iShares J.P. Morgan ESG USD EM Bond UCITS ETF (EUR Hedged) Acc (SLMG.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.DESLMG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.39

1.28

+0.11

Calmar ratioReturn relative to maximum drawdown

2.42

1.70

+0.73

Martin ratioReturn relative to average drawdown

10.09

6.65

+3.43

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

The current FRCK.DE Sharpe Ratio is 2.03, which is higher than the SLMG.DE Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of FRCK.DE and SLMG.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.DESLMG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.44

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.10

+0.12

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

-0.01

+0.17

Drawdowns

FRCK.DE vs. SLMG.DE - Drawdown Comparison

The maximum FRCK.DE drawdown since its inception was -32.71%, which is greater than SLMG.DE's maximum drawdown of -31.13%. Use the drawdown chart below to compare losses from any high point for FRCK.DE and SLMG.DE.


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Drawdown Indicators


FRCK.DESLMG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.71%

-31.13%

-1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.49%

-4.74%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-7.78%

-7.88%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-32.71%

-30.75%

-1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-32.71%

Current Drawdown

Current decline from peak

-0.97%

-6.55%

+5.58%

Average Drawdown

Average peak-to-trough decline

-8.76%

-12.84%

+4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.21%

-0.13%

Volatility

FRCK.DE vs. SLMG.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 iShares J.P. Morgan ESG USD EM Bond UCITS ETF (EUR Hedged) Acc (SLMG.DE) has a volatility of 1.96%. This indicates that FRCK.DE experiences smaller price fluctuations and is considered to be less risky than SLMG.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.DESLMG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

1.96%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.38%

4.58%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

5.61%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.01%

8.36%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.29%

9.69%

-0.40%

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

FRCK.DE has a 0.28% expense ratio, which is lower than SLMG.DE's 0.50% expense ratio.


Dividends

FRCK.DE vs. SLMG.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, FRCK.DE and SLMG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.50% for SLMG.DE.

FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged), while SLMG.DE tracks JP Morgan ESG EMBI Global Diversified (EUR Hedged). They also come from different issuers: UBS and iShares. Their fees differ too: 0.28% for FRCK.DE and 0.50% for SLMG.DE.

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