FRCK.DE vs. ZPR6.DE
FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) and ZPR6.DE (SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc) are both Emerging Markets Bonds funds - FRCK.DE tracks the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged) while ZPR6.DE tracks the ICE BofAML 0-5 EM USD Government Bond (EUR Hedged). Both are passively managed. Over the past 5 years, FRCK.DE returned 0.19%/yr vs 0.23%/yr for ZPR6.DE. A 0.74 correlation means they provide meaningful diversification when combined. FRCK.DE charges 0.28%/yr vs 0.47%/yr for ZPR6.DE.
Performance
FRCK.DE vs. ZPR6.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 ZPR6.DE's 0.15% 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%
ZPR6.DE
- 1D
- 0.04%
- 1M
- -0.09%
- YTD
- 0.15%
- 6M
- 0.47%
- 1Y
- 3.13%
- 3Y*
- 4.05%
- 5Y*
- 0.23%
- 10Y*
- —
FRCK.DE vs. ZPR6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 2.28% |
ZPR6.DE SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc | 0.15% | 5.62% | 3.09% | 3.99% | -9.09% | -1.17% | 0.69% | -0.12% |
Correlation
The correlation between FRCK.DE and ZPR6.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2019 | 0.74 |
The correlation between FRCK.DE and ZPR6.DE has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.
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Return for Risk
FRCK.DE vs. ZPR6.DE — Risk / Return Rank
FRCK.DE
ZPR6.DE
FRCK.DE vs. ZPR6.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 SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc (ZPR6.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 | ZPR6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.74 | +0.69 |
| Martin ratioReturn relative to average drawdown | 10.09 | 7.22 | +2.87 |
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 | ZPR6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.26 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.05 | -0.03 |
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 | +0.10 |
Drawdowns
FRCK.DE vs. ZPR6.DE - Drawdown Comparison
The maximum FRCK.DE drawdown since its inception was -32.71%, which is greater than ZPR6.DE's maximum drawdown of -13.50%. Use the drawdown chart below to compare losses from any high point for FRCK.DE and ZPR6.DE.
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Drawdown Indicators
| FRCK.DE | ZPR6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.71% | -13.50% | -19.21% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | -1.80% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -7.78% | -1.80% | -5.98% |
Max Drawdown (5Y)Largest decline over 5 years | -32.71% | -13.50% | -19.21% |
Max Drawdown (10Y)Largest decline over 10 years | -32.71% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -0.37% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -4.62% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 0.43% | +0.65% |
Volatility
FRCK.DE vs. ZPR6.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 SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc (ZPR6.DE) at 0.61%. This indicates that FRCK.DE's price experiences larger fluctuations and is considered to be riskier than ZPR6.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 | ZPR6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 0.61% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 4.38% | 2.11% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.38% | 2.48% | +2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 4.41% | +4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 5.13% | +4.16% |
FRCK.DE vs. ZPR6.DE - Expense Ratio Comparison
FRCK.DE has a 0.28% expense ratio, which is lower than ZPR6.DE's 0.47% expense ratio.
Dividends
FRCK.DE vs. ZPR6.DE - Dividend Comparison
Neither FRCK.DE nor ZPR6.DE has paid dividends to shareholders.
Frequently Asked Questions
FRCK.DE and ZPR6.DE have a correlation of 0.82, 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 0.47% for ZPR6.DE.
FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged), while ZPR6.DE tracks ICE BofAML 0-5 EM USD Government Bond (EUR Hedged). They also come from different issuers: UBS and State Street. Their fees differ too: 0.28% for FRCK.DE and 0.47% for ZPR6.DE.
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