FRCK.DE vs. XQUD.DE
FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) and XQUD.DE (Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF) are both Emerging Markets Bonds funds - FRCK.DE tracks the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged) while XQUD.DE tracks the iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted. Both are passively managed. Over the past 3 years, FRCK.DE returned 9.35%/yr vs 2.35%/yr for XQUD.DE. At a 0.45 correlation, their price movements are largely independent. FRCK.DE charges 0.28%/yr vs 0.45%/yr for XQUD.DE.
Performance
FRCK.DE vs. XQUD.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 XQUD.DE's 1.98% 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%
XQUD.DE
- 1D
- -0.03%
- 1M
- 1.14%
- YTD
- 1.98%
- 6M
- 1.13%
- 1Y
- 6.03%
- 3Y*
- 2.35%
- 5Y*
- —
- 10Y*
- —
FRCK.DE vs. XQUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FRCK.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc | 1.67% | 12.81% | 5.36% | 9.70% | 1.46% |
XQUD.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF | 1.98% | -1.36% | 5.23% | 3.70% | -0.16% |
Correlation
The correlation between FRCK.DE and XQUD.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2022 | 0.45 |
Over the past year, the correlation between FRCK.DE and XQUD.DE has dropped to 0.21 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
FRCK.DE vs. XQUD.DE — Risk / Return Rank
FRCK.DE
XQUD.DE
FRCK.DE vs. XQUD.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF (XQUD.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 | XQUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.19 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.56 | +0.86 |
| Martin ratioReturn relative to average drawdown | 10.09 | 4.64 | +5.45 |
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 | XQUD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.04 | +0.99 |
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 | 0.29 | -0.12 |
Drawdowns
FRCK.DE vs. XQUD.DE - Drawdown Comparison
The maximum FRCK.DE drawdown since its inception was -32.71%, which is greater than XQUD.DE's maximum drawdown of -12.01%. Use the drawdown chart below to compare losses from any high point for FRCK.DE and XQUD.DE.
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Drawdown Indicators
| FRCK.DE | XQUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.71% | -12.01% | -20.70% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | -3.84% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -7.78% | -11.40% | +3.62% |
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% | -2.99% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -5.54% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 1.30% | -0.22% |
Volatility
FRCK.DE vs. XQUD.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF (XQUD.DE) at 1.12%. This indicates that FRCK.DE's price experiences larger fluctuations and is considered to be riskier than XQUD.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 | XQUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.12% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 4.38% | 3.74% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.38% | 5.77% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 7.98% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 7.98% | +1.31% |
FRCK.DE vs. XQUD.DE - Expense Ratio Comparison
FRCK.DE has a 0.28% expense ratio, which is lower than XQUD.DE's 0.45% expense ratio.
Dividends
FRCK.DE vs. XQUD.DE - Dividend Comparison
Neither FRCK.DE nor XQUD.DE has paid dividends to shareholders.
Frequently Asked Questions
FRCK.DE and XQUD.DE have a correlation of 0.21, 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 0.45% for XQUD.DE.
FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged), while XQUD.DE tracks iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.28% for FRCK.DE and 0.45% for XQUD.DE.
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