JPBM.DE vs. FRCK.DE
JPBM.DE (JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist)) and FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) are both Emerging Markets Bonds funds - JPBM.DE tracks the JPM EMBI Global Diversified TR USD while FRCK.DE tracks the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged). Both are passively managed. Over the past 5 years, JPBM.DE returned 1.97%/yr vs 0.19%/yr for FRCK.DE. At a 0.48 correlation, their price movements are largely independent. JPBM.DE charges 0.39%/yr vs 0.28%/yr for FRCK.DE.
Performance
JPBM.DE vs. FRCK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPBM.DE achieves a 2.71% return, which is significantly higher than FRCK.DE's 1.67% return.
JPBM.DE
- 1D
- 0.15%
- 1M
- 1.65%
- YTD
- 2.71%
- 6M
- 1.99%
- 1Y
- 8.34%
- 3Y*
- 4.41%
- 5Y*
- 1.97%
- 10Y*
- —
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%
JPBM.DE vs. FRCK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 2.71% | 0.17% | 7.28% | 5.27% | -10.98% | 4.83% | -4.56% | 20.72% | 1.99% |
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% | 11.04% | -4.65% |
Correlation
The correlation between JPBM.DE and FRCK.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018 | 0.48 |
The correlation between JPBM.DE and FRCK.DE shifts across timeframes, from 0.30 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JPBM.DE vs. FRCK.DE — Risk / Return Rank
JPBM.DE
FRCK.DE
JPBM.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 - USD (Dist) (JPBM.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.
| JPBM.DE | FRCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.39 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.42 | +0.24 |
| Martin ratioReturn relative to average drawdown | 7.31 | 10.09 | -2.77 |
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
| JPBM.DE | FRCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.03 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.02 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.17 | +0.14 |
Drawdowns
JPBM.DE vs. FRCK.DE - Drawdown Comparison
The maximum JPBM.DE drawdown since its inception was -25.97%, smaller than the maximum FRCK.DE drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for JPBM.DE and FRCK.DE.
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Drawdown Indicators
| JPBM.DE | FRCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.97% | -32.71% | +6.74% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -4.49% | +1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | -7.78% | -4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -14.31% | -32.71% | +18.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.71% | — |
Current DrawdownCurrent decline from peak | -2.60% | -0.97% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -8.76% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 1.08% | +0.06% |
Volatility
JPBM.DE vs. FRCK.DE - Volatility Comparison
The current volatility for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.DE) is 1.12%, while UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) has a volatility of 1.80%. This indicates that JPBM.DE experiences smaller price fluctuations and is considered to be less risky than FRCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPBM.DE | FRCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 1.80% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 3.98% | 4.38% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.81% | 5.38% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.51% | 9.01% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.71% | 9.29% | +0.42% |
JPBM.DE vs. FRCK.DE - Expense Ratio Comparison
JPBM.DE has a 0.39% expense ratio, which is higher than FRCK.DE's 0.28% expense ratio.
Dividends
JPBM.DE vs. FRCK.DE - Dividend Comparison
JPBM.DE's dividend yield for the trailing twelve months is around 5.09%, while FRCK.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 5.09% | 5.54% | 5.26% | 5.00% | 5.33% | 3.35% | 3.87% | 3.92% | 2.69% |
Frequently Asked Questions
JPBM.DE and FRCK.DE have a correlation of 0.30, 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 0.39% for JPBM.DE.
JPBM.DE tracks JPM EMBI Global Diversified TR USD, while FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged). They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.39% for JPBM.DE and 0.28% for FRCK.DE.
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