PortfoliosLab logoPortfoliosLab logo
FRCK.DE vs. XUEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRCK.DE vs. XUEE.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 Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged (XUEE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FRCK.DE achieves a 1.67% return, which is significantly higher than XUEE.DE's 1.11% 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%

XUEE.DE

1D
-0.01%
1M
0.45%
YTD
1.11%
6M
1.53%
1Y
8.78%
3Y*
7.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
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%-0.77%
XUEE.DE
Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged
1.11%10.44%3.34%7.63%-21.79%-0.09%

Correlation

The correlation between FRCK.DE and XUEE.DE is 0.95, 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

0.95

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2021

0.93

The correlation between FRCK.DE and XUEE.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FRCK.DE vs. XUEE.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

XUEE.DE
XUEE.DE Risk / Return Rank: 5050
Overall Rank
XUEE.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XUEE.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
XUEE.DE Omega Ratio Rank: 5353
Omega Ratio Rank
XUEE.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
XUEE.DE Martin Ratio Rank: 4949
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. XUEE.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 II USD Emerging Markets Bond UCITS ETF EUR Hedged (XUEE.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.DEXUEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.39

1.33

+0.06

Calmar ratioReturn relative to maximum drawdown

2.42

2.03

+0.39

Martin ratioReturn relative to average drawdown

10.09

7.91

+2.18

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

The current FRCK.DE Sharpe Ratio is 2.03, which is comparable to the XUEE.DE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of FRCK.DE and XUEE.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.


Loading charts...

Sharpe Ratios by Period


FRCK.DEXUEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.71

+0.32

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

-0.07

+0.24

Drawdowns

FRCK.DE vs. XUEE.DE - Drawdown Comparison

The maximum FRCK.DE drawdown since its inception was -32.71%, which is greater than XUEE.DE's maximum drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for FRCK.DE and XUEE.DE.


Loading charts...

Drawdown Indicators


FRCK.DEXUEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.71%

-30.78%

-1.93%

Max Drawdown (1Y)

Largest decline over 1 year

-4.49%

-4.31%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-7.78%

-8.57%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-32.71%

Max Drawdown (10Y)

Largest decline over 10 years

-32.71%

Current Drawdown

Current decline from peak

-0.97%

-4.52%

+3.55%

Average Drawdown

Average peak-to-trough decline

-8.76%

-15.12%

+6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.11%

-0.03%

Volatility

FRCK.DE vs. XUEE.DE - Volatility Comparison

UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) and Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged (XUEE.DE) have volatilities of 1.80% and 1.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FRCK.DEXUEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

1.82%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.38%

4.15%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

5.12%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.01%

9.14%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.29%

9.14%

+0.15%

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

FRCK.DE has a 0.28% expense ratio, which is lower than XUEE.DE's 0.40% expense ratio.


Dividends

FRCK.DE vs. XUEE.DE - Dividend Comparison

FRCK.DE has not paid dividends to shareholders, while XUEE.DE's dividend yield for the trailing twelve months is around 4.31%.


Frequently Asked Questions


With a correlation of 0.95, FRCK.DE and XUEE.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 0.40% for XUEE.DE.

FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged), while XUEE.DE tracks FTSE Emerging Markets USD Government and Government-Related Bond Select (EUR Hedged). They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.28% for FRCK.DE and 0.40% for XUEE.DE.

Portfolio Optimizer

Find the right allocation for FRCK.DE and XUEE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer