SBIM.DE vs. FRDM
Compare and contrast key facts about Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) and Freedom 100 Emerging Markets ETF (FRDM).
SBIM.DE and FRDM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SBIM.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Emerging Markets ESG Broad CTB Select. It was launched on Sep 14, 2020. FRDM is a passively managed fund by Freedom Funds that tracks the performance of the Life + Liberty Freedom 100 Emerging Markets Index. It was launched on May 22, 2019. Both SBIM.DE and FRDM 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
SBIM.DE vs. FRDM - Performance Comparison
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SBIM.DE vs. FRDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SBIM.DE Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF | 4.08% | 19.60% | 13.97% | 4.26% | -15.54% | 5.21% | 16.37% |
FRDM Freedom 100 Emerging Markets ETF | 9.94% | 42.13% | 8.42% | 19.09% | -9.15% | 14.07% | 22.72% |
Different Trading Currencies
SBIM.DE is traded in EUR, while FRDM is traded in USD. To make them comparable, the FRDM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SBIM.DE achieves a 4.08% return, which is significantly lower than FRDM's 9.94% return.
SBIM.DE
- 1D
- -1.68%
- 1M
- -2.37%
- YTD
- 4.08%
- 6M
- 6.49%
- 1Y
- 24.57%
- 3Y*
- 13.66%
- 5Y*
- 3.78%
- 10Y*
- —
FRDM
- 1D
- -0.83%
- 1M
- -2.61%
- YTD
- 9.94%
- 6M
- 25.92%
- 1Y
- 50.57%
- 3Y*
- 24.41%
- 5Y*
- 13.65%
- 10Y*
- —
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SBIM.DE vs. FRDM - Expense Ratio Comparison
SBIM.DE has a 0.20% expense ratio, which is lower than FRDM's 0.49% expense ratio.
Return for Risk
SBIM.DE vs. FRDM — Risk / Return Rank
SBIM.DE
FRDM
SBIM.DE vs. FRDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) and Freedom 100 Emerging Markets ETF (FRDM). 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.
| SBIM.DE | FRDM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 2.18 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.75 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.65 | 3.45 | -0.80 |
Martin ratioReturn relative to average drawdown | 9.97 | 12.60 | -2.63 |
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
| SBIM.DE | FRDM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 2.18 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.77 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.68 | -0.20 |
Correlation
The correlation between SBIM.DE and FRDM is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SBIM.DE vs. FRDM - Dividend Comparison
SBIM.DE has not paid dividends to shareholders, while FRDM's dividend yield for the trailing twelve months is around 2.03%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SBIM.DE Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRDM Freedom 100 Emerging Markets ETF | 2.03% | 2.26% | 2.53% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% |
Drawdowns
SBIM.DE vs. FRDM - Drawdown Comparison
The maximum SBIM.DE drawdown since its inception was -26.22%, smaller than the maximum FRDM drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for SBIM.DE and FRDM.
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Drawdown Indicators
| SBIM.DE | FRDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.22% | -40.49% | +14.27% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -16.87% | +5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -29.25% | +4.73% |
Current DrawdownCurrent decline from peak | -9.55% | -12.37% | +2.82% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -7.21% | -3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 4.16% | -1.21% |
Volatility
SBIM.DE vs. FRDM - Volatility Comparison
The current volatility for Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) is 7.65%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 10.56%. This indicates that SBIM.DE experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBIM.DE | FRDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 10.56% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 13.30% | 17.35% | -4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 23.28% | -4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 17.90% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 21.09% | -4.81% |