FRCK.DE vs. SYBM.DE
FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) and SYBM.DE (SPDR Bloomberg Emerging Markets Local Bond UCITS ETF) are both Emerging Markets Bonds funds - FRCK.DE tracks the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged) while SYBM.DE tracks the Bloomberg Emerging Markets Local Currency Liquid Government Bond. Both are passively managed. Over the past 10 years, FRCK.DE returned 1.49%/yr vs 1.75%/yr for SYBM.DE. At a 0.34 correlation, their price movements are largely independent. FRCK.DE charges 0.28%/yr vs 0.55%/yr for SYBM.DE.
Performance
FRCK.DE vs. SYBM.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 SYBM.DE's 0.49% return. Over the past 10 years, FRCK.DE has underperformed SYBM.DE with an annualized return of 1.49%, while SYBM.DE has yielded a comparatively higher 1.75% annualized 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%
SYBM.DE
- 1D
- -0.05%
- 1M
- 0.37%
- YTD
- 0.49%
- 6M
- 0.35%
- 1Y
- 3.38%
- 3Y*
- 2.54%
- 5Y*
- 1.45%
- 10Y*
- 1.75%
FRCK.DE vs. SYBM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 11.04% | -7.01% | 8.13% |
SYBM.DE SPDR Bloomberg Emerging Markets Local Bond UCITS ETF | 0.49% | 2.47% | 3.13% | 5.78% | -4.57% | -0.95% | -5.71% | 14.77% | -1.49% | 0.35% |
Correlation
The correlation between FRCK.DE and SYBM.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 | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 11, 2016 | 0.34 |
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Return for Risk
FRCK.DE vs. SYBM.DE — Risk / Return Rank
FRCK.DE
SYBM.DE
FRCK.DE vs. SYBM.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 SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.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 | SYBM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.12 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 0.87 | +1.55 |
| Martin ratioReturn relative to average drawdown | 10.09 | 2.69 | +7.40 |
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 | SYBM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 0.67 | +1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.21 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.22 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.23 | -0.07 |
Drawdowns
FRCK.DE vs. SYBM.DE - Drawdown Comparison
The maximum FRCK.DE drawdown since its inception was -32.71%, which is greater than SYBM.DE's maximum drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for FRCK.DE and SYBM.DE.
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Drawdown Indicators
| FRCK.DE | SYBM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.71% | -19.16% | -13.55% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | -3.90% | -0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -7.78% | -7.62% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -32.71% | -8.64% | -24.07% |
Max Drawdown (10Y)Largest decline over 10 years | -32.71% | -16.36% | -16.35% |
Current DrawdownCurrent decline from peak | -0.97% | -3.09% | +2.12% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -7.10% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 1.26% | -0.18% |
Volatility
FRCK.DE vs. SYBM.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 SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.DE) at 1.51%. This indicates that FRCK.DE's price experiences larger fluctuations and is considered to be riskier than SYBM.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 | SYBM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.51% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 4.38% | 4.22% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.38% | 5.07% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 6.94% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 7.82% | +1.47% |
FRCK.DE vs. SYBM.DE - Expense Ratio Comparison
FRCK.DE has a 0.28% expense ratio, which is lower than SYBM.DE's 0.55% expense ratio.
Dividends
FRCK.DE vs. SYBM.DE - Dividend Comparison
FRCK.DE has not paid dividends to shareholders, while SYBM.DE's dividend yield for the trailing twelve months is around 5.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
SYBM.DE SPDR Bloomberg Emerging Markets Local Bond UCITS ETF | 5.07% | 5.01% | 4.77% | 4.21% | 4.29% | 3.89% | 4.12% | 4.34% | 4.13% | 5.01% | 4.30% | 5.26% |
Frequently Asked Questions
FRCK.DE and SYBM.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, 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 0.55% for SYBM.DE.
FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged), while SYBM.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond. They also come from different issuers: UBS and State Street. Their fees differ too: 0.28% for FRCK.DE and 0.55% for SYBM.DE.
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