FRCK.DE vs. XUEE.DE
FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) and XUEE.DE (Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged) are both Emerging Markets Bonds funds - FRCK.DE tracks the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged) while XUEE.DE tracks the FTSE Emerging Markets USD Government and Government-Related Bond Select (EUR Hedged). Both are passively managed. Over the past 3 years, FRCK.DE returned 9.35%/yr vs 7.16%/yr for XUEE.DE. Their correlation of 0.93 suggests significant overlap in exposure. FRCK.DE charges 0.28%/yr vs 0.40%/yr for XUEE.DE.
Performance
FRCK.DE vs. XUEE.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 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*
- —
FRCK.DE vs. XUEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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.
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Return for Risk
FRCK.DE vs. XUEE.DE — Risk / Return Rank
FRCK.DE
XUEE.DE
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.DE | XUEE.DE | Difference | |
|---|---|---|---|
| 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 |
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 | XUEE.DE | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| FRCK.DE | XUEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.97% | -4.52% | +3.55% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -15.12% | +6.36% |
Ulcer IndexDepth 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.
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Volatility by Period
| FRCK.DE | XUEE.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
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% |
XUEE.DE Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged | 4.31% | 4.86% | 6.00% | 4.45% | 4.59% |
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.
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