FRCOY vs. SEC0.DE
FRCOY (Fast Retailing Co Ltd ADR) is a stock, while SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) is Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Over the past 3 years, FRCOY returned 25.64%/yr vs 60.63%/yr for SEC0.DE. At a 0.29 correlation, their price movements are largely independent.
Performance
FRCOY vs. SEC0.DE - Performance Comparison
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Different Trading Currencies
FRCOY is traded in USD, while SEC0.DE is traded in EUR. To make them comparable, the SEC0.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FRCOY achieves a 40.23% return, which is significantly lower than SEC0.DE's 95.79% return.
FRCOY
- 1D
- 1.28%
- 1M
- 9.71%
- YTD
- 40.23%
- 6M
- 41.13%
- 1Y
- 54.91%
- 3Y*
- 25.64%
- 5Y*
- 15.35%
- 10Y*
- 19.37%
SEC0.DE
- 1D
- -2.75%
- 1M
- 11.65%
- YTD
- 95.79%
- 6M
- 102.20%
- 1Y
- 182.08%
- 3Y*
- 60.63%
- 5Y*
- —
- 10Y*
- —
FRCOY vs. SEC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 40.23% | 7.87% | 37.62% | 21.99% | 6.90% | -15.33% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 95.79% | 54.06% | 13.94% | 66.10% | -35.95% | 17.00% |
Correlation
The correlation between FRCOY and SEC0.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2021 | 0.29 |
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Return for Risk
FRCOY vs. SEC0.DE — Risk / Return Rank
FRCOY
SEC0.DE
FRCOY vs. SEC0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fast Retailing Co Ltd ADR (FRCOY) and iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FRCOY | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.37 | ||
| Sortino ratioReturn per unit of downside risk | -3.67 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.75 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 13.24 | -10.11 |
| Martin ratioReturn relative to average drawdown | 8.25 | 49.42 | -41.17 |
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Drawdowns
FRCOY vs. SEC0.DE - Drawdown Comparison
The maximum FRCOY drawdown since its inception was -57.39%, which is greater than SEC0.DE's maximum drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for FRCOY and SEC0.DE.
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Drawdown Indicators
| FRCOY | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.39% | -45.36% | -12.03% |
Max Drawdown (1Y)Largest decline over 1 year | -17.59% | -14.80% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -22.72% | -38.70% | +15.98% |
Max Drawdown (5Y)Largest decline over 5 years | -42.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -57.39% | — | — |
Current DrawdownCurrent decline from peak | -2.21% | -2.75% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -19.23% | -13.40% | -5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 3.97% | +2.71% |
Volatility
FRCOY vs. SEC0.DE - Volatility Comparison
The current volatility for Fast Retailing Co Ltd ADR (FRCOY) is 11.60%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.56%. This indicates that FRCOY experiences smaller price fluctuations and is considered to be less risky than SEC0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCOY | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 13.56% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 25.42% | 26.00% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.15% | 33.01% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.20% | 31.27% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.00% | 31.27% | -1.27% |
Dividends
FRCOY vs. SEC0.DE - Dividend Comparison
Neither FRCOY nor SEC0.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 0.00% | 0.45% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.81% | 0.90% | 0.83% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FRCOY and SEC0.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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