JMBE.DE vs. FRCK.DE
Compare and contrast key facts about JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) (JMBE.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE).
JMBE.DE and FRCK.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JMBE.DE is a passively managed fund by JPMorgan that tracks the performance of the JPM EMBI Global Diversified Hedge TR EUR. It was launched on Oct 10, 2018. FRCK.DE is a passively managed fund by UBS that tracks the performance of the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged). It was launched on Apr 29, 2016. Both JMBE.DE and FRCK.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JMBE.DE vs. FRCK.DE - Performance Comparison
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JMBE.DE vs. FRCK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JMBE.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) | -2.24% | 11.00% | 0.03% | 7.01% | -18.34% | -3.60% | 3.18% | 15.07% | -1.11% |
FRCK.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc | -1.56% | 12.81% | 5.36% | 9.70% | -22.07% | -3.88% | 2.79% | 11.04% | -0.87% |
Returns By Period
In the year-to-date period, JMBE.DE achieves a -2.24% return, which is significantly lower than FRCK.DE's -1.56% return.
JMBE.DE
- 1D
- 0.71%
- 1M
- -2.71%
- YTD
- -2.24%
- 6M
- -0.96%
- 1Y
- 5.66%
- 3Y*
- 4.47%
- 5Y*
- -0.68%
- 10Y*
- —
FRCK.DE
- 1D
- 0.95%
- 1M
- -2.52%
- YTD
- -1.56%
- 6M
- 1.18%
- 1Y
- 8.67%
- 3Y*
- 8.20%
- 5Y*
- 0.18%
- 10Y*
- —
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JMBE.DE vs. FRCK.DE - Expense Ratio Comparison
JMBE.DE has a 0.39% expense ratio, which is higher than FRCK.DE's 0.28% expense ratio.
Return for Risk
JMBE.DE vs. FRCK.DE — Risk / Return Rank
JMBE.DE
FRCK.DE
JMBE.DE vs. FRCK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) (JMBE.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.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.
| JMBE.DE | FRCK.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.31 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.89 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.83 | -0.61 |
Martin ratioReturn relative to average drawdown | 5.03 | 8.27 | -3.24 |
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
| JMBE.DE | FRCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.31 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.02 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.14 | -0.04 |
Correlation
The correlation between JMBE.DE and FRCK.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JMBE.DE vs. FRCK.DE - Dividend Comparison
Neither JMBE.DE nor FRCK.DE has paid dividends to shareholders.
Drawdowns
JMBE.DE vs. FRCK.DE - Drawdown Comparison
The maximum JMBE.DE drawdown since its inception was -28.19%, smaller than the maximum FRCK.DE drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for JMBE.DE and FRCK.DE.
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Drawdown Indicators
| JMBE.DE | FRCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.19% | -32.71% | +4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -4.82% | -5.58% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -27.72% | -32.71% | +4.99% |
Current DrawdownCurrent decline from peak | -8.60% | -4.12% | -4.48% |
Average DrawdownAverage peak-to-trough decline | -10.49% | -8.87% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 1.07% | +0.08% |
Volatility
JMBE.DE vs. FRCK.DE - Volatility Comparison
JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) (JMBE.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) have volatilities of 2.70% and 2.64%, 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
| JMBE.DE | FRCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 2.64% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.75% | 3.58% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.20% | 6.63% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.49% | 8.95% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.71% | 9.30% | +0.41% |