LYQS.DE vs. FRCK.DE
LYQS.DE (Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)) and FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) are both Emerging Markets Bonds funds - LYQS.DE tracks the J.P. Morgan EMBI Global Diversified Select Index while FRCK.DE tracks the Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged). Both are passively managed. Over the past 10 years, LYQS.DE returned 1.37%/yr vs 1.10%/yr for FRCK.DE. At a 0.45 correlation, their price movements are largely independent. LYQS.DE charges 0.25%/yr vs 0.28%/yr for FRCK.DE.
Performance
LYQS.DE vs. FRCK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYQS.DE achieves a 4.61% return, which is significantly higher than FRCK.DE's 1.62% return. Over the past 10 years, LYQS.DE has outperformed FRCK.DE with an annualized return of 1.37%, while FRCK.DE has yielded a comparatively lower 1.10% annualized return.
LYQS.DE
- 1D
- 0.10%
- 1M
- 0.68%
- 6M
- 3.34%
- YTD
- 4.61%
- 1Y
- 10.90%
- 3Y*
- 5.80%
- 5Y*
- 1.43%
- 10Y*
- 1.37%
FRCK.DE
- 1D
- 0.08%
- 1M
- -0.45%
- 6M
- 1.78%
- YTD
- 1.62%
- 1Y
- 9.48%
- 3Y*
- 8.05%
- 5Y*
- 0.06%
- 10Y*
- 1.10%
LYQS.DE vs. FRCK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYQS.DE Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) | 4.61% | 0.04% | 6.43% | 5.45% | -11.25% | 5.76% | -5.23% | 17.03% | -0.39% | -4.62% |
FRCK.DE UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc | 1.62% | 12.79% | 5.41% | 9.66% | -22.04% | -3.92% | 2.79% | 11.10% | -7.04% | 8.13% |
Correlation
The correlation between LYQS.DE and FRCK.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2016 | 0.45 |
The correlation between LYQS.DE and FRCK.DE shifts across timeframes, from 0.31 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
LYQS.DE vs. FRCK.DE — Risk / Return Rank
LYQS.DE
FRCK.DE
LYQS.DE vs. FRCK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.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.
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.
| LYQS.DE | FRCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 2.11 | +1.77 |
| Martin ratioReturn relative to average drawdown | 11.90 | 8.73 | +3.17 |
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Drawdowns
LYQS.DE vs. FRCK.DE - Drawdown Comparison
The maximum LYQS.DE drawdown since its inception was -33.51%, roughly equal to the maximum FRCK.DE drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for LYQS.DE and FRCK.DE.
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Drawdown Indicators
| LYQS.DE | FRCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.51% | -32.71% | -0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -4.48% | +1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -12.78% | -7.71% | -5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -16.18% | -32.71% | +16.53% |
Max Drawdown (10Y)Largest decline over 10 years | -25.61% | -32.71% | +7.10% |
Current DrawdownCurrent decline from peak | -1.60% | -0.98% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -12.89% | -8.63% | -4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 1.08% | -0.17% |
Volatility
LYQS.DE vs. FRCK.DE - Volatility Comparison
Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) has a higher volatility of 1.07% compared to UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc (FRCK.DE) at 0.90%. This indicates that LYQS.DE's price experiences larger fluctuations and is considered to be riskier 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
| LYQS.DE | FRCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 0.90% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 3.93% | 4.46% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.82% | 5.42% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.62% | 9.02% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 9.28% | +7.74% |
LYQS.DE vs. FRCK.DE - Expense Ratio Comparison
LYQS.DE has a 0.25% expense ratio, which is lower than FRCK.DE's 0.28% expense ratio.
Dividends
LYQS.DE vs. FRCK.DE - Dividend Comparison
LYQS.DE's dividend yield for the trailing twelve months is around 5.12%, while FRCK.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
LYQS.DE Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) | 5.12% | 5.36% | 3.57% | 6.06% | 6.00% | 4.33% | 4.48% | 5.10% | 5.08% | 5.40% | 5.15% | 6.61% |
Frequently Asked Questions
LYQS.DE and FRCK.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYQS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYQS.DE is cheaper with a 0.25% expense ratio, compared with 0.28% for FRCK.DE.
LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index, while FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged). They also come from different issuers: Amundi and UBS. Their fees differ too: 0.25% for LYQS.DE and 0.28% for FRCK.DE.
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