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

Performance

FRCK.DE vs. VGEM.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VGEM.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 lower than VGEM.DE's 2.34% 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%

VGEM.DE

1D
0.20%
1M
1.24%
YTD
2.34%
6M
1.63%
1Y
6.72%
3Y*
5.24%
5Y*
2.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRCK.DE vs. VGEM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%1.13%
VGEM.DE
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
2.34%-1.55%12.06%5.25%-10.22%5.82%-3.91%15.57%0.84%-1.87%

Correlation

The correlation between FRCK.DE and VGEM.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

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

0.40

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

0.41

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.42

The correlation between FRCK.DE and VGEM.DE shifts across timeframes, from 0.25 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FRCK.DE vs. VGEM.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

VGEM.DE
VGEM.DE Risk / Return Rank: 3535
Overall Rank
VGEM.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VGEM.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
VGEM.DE Omega Ratio Rank: 3131
Omega Ratio Rank
VGEM.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
VGEM.DE Martin Ratio Rank: 3838
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. VGEM.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VGEM.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.DEVGEM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.39

1.21

+0.18

Calmar ratioReturn relative to maximum drawdown

2.42

2.16

+0.26

Martin ratioReturn relative to average drawdown

10.09

5.71

+4.38

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

The current FRCK.DE Sharpe Ratio is 2.03, which is higher than the VGEM.DE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FRCK.DE and VGEM.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.DEVGEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.13

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.34

-0.32

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

0.29

-0.12

Drawdowns

FRCK.DE vs. VGEM.DE - Drawdown Comparison

The maximum FRCK.DE drawdown since its inception was -32.71%, which is greater than VGEM.DE's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for FRCK.DE and VGEM.DE.


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Drawdown Indicators


FRCK.DEVGEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.71%

-19.64%

-13.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.49%

-3.10%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-7.78%

-11.98%

+4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-32.71%

-12.46%

-20.25%

Max Drawdown (10Y)

Largest decline over 10 years

-32.71%

Current Drawdown

Current decline from peak

-0.97%

-2.18%

+1.21%

Average Drawdown

Average peak-to-trough decline

-8.76%

-6.63%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.17%

-0.09%

Volatility

FRCK.DE vs. VGEM.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VGEM.DE) at 1.18%. This indicates that FRCK.DE's price experiences larger fluctuations and is considered to be riskier than VGEM.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.DEVGEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

1.18%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

4.38%

3.96%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

5.93%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.01%

7.89%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.29%

8.77%

+0.52%

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

FRCK.DE has a 0.28% expense ratio, which is higher than VGEM.DE's 0.25% expense ratio.


Dividends

FRCK.DE vs. VGEM.DE - Dividend Comparison

FRCK.DE has not paid dividends to shareholders, while VGEM.DE's dividend yield for the trailing twelve months is around 5.06%.


PositionTTM202520242023202220212020201920182017
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%
VGEM.DE
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
5.06%5.60%5.23%5.14%4.84%3.16%3.99%3.87%3.84%0.68%

Frequently Asked Questions


FRCK.DE and VGEM.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEM.DE is cheaper with a 0.25% expense ratio, compared with 0.28% for FRCK.DE.

FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged), while VGEM.DE tracks Bloomberg EM USD Sovereign + Quasi-Sov. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.28% for FRCK.DE and 0.25% for VGEM.DE.

Portfolio Optimizer

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