FRCK.DE vs. UIQ4.DE
FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) and UIQ4.DE (UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc) 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 UIQ4.DE is a Derivative Income fund tracking the Euro Equity Defensive Put Write Index. Both are passively managed. At a 0.45 correlation, their price movements are largely independent. FRCK.DE charges 0.28%/yr vs 0.21%/yr for UIQ4.DE.
Performance
FRCK.DE vs. UIQ4.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 UIQ4.DE's 3.01% 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%
UIQ4.DE
- 1D
- 0.18%
- 1M
- 2.17%
- YTD
- 3.01%
- 6M
- 3.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FRCK.DE vs. UIQ4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FRCK.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc | 1.67% | 9.09% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc | 3.01% | 6.38% |
Correlation
The correlation between FRCK.DE and UIQ4.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 11, 2025 | 0.45 |
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Return for Risk
FRCK.DE vs. UIQ4.DE — Risk / Return Rank
FRCK.DE
UIQ4.DE
FRCK.DE vs. UIQ4.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 Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.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 | UIQ4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.39 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | — | — |
| Martin ratioReturn relative to average drawdown | 10.09 | — | — |
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 | UIQ4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | — | — |
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 | 1.27 | -1.10 |
Drawdowns
FRCK.DE vs. UIQ4.DE - Drawdown Comparison
The maximum FRCK.DE drawdown since its inception was -32.71%, which is greater than UIQ4.DE's maximum drawdown of -3.90%. Use the drawdown chart below to compare losses from any high point for FRCK.DE and UIQ4.DE.
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Drawdown Indicators
| FRCK.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.71% | -3.90% | -28.81% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -7.78% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.71% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.71% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -0.25% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -0.87% | -7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | — | — |
Volatility
FRCK.DE vs. UIQ4.DE - Volatility Comparison
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Volatility by Period
| FRCK.DE | UIQ4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.38% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.38% | 7.67% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 7.67% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 7.67% | +1.62% |
FRCK.DE vs. UIQ4.DE - Expense Ratio Comparison
FRCK.DE has a 0.28% expense ratio, which is higher than UIQ4.DE's 0.21% expense ratio.
Dividends
FRCK.DE vs. UIQ4.DE - Dividend Comparison
Neither FRCK.DE nor UIQ4.DE has paid dividends to shareholders.
Frequently Asked Questions
FRCK.DE and UIQ4.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIQ4.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIQ4.DE is cheaper with a 0.21% expense ratio, compared with 0.28% for FRCK.DE.
FRCK.DE is categorized as Emerging Markets Bonds, while UIQ4.DE is Derivative Income. FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged), while UIQ4.DE tracks Euro Equity Defensive Put Write Index. Their fees differ too: 0.28% for FRCK.DE and 0.21% for UIQ4.DE.
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