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SEC0.DE vs. FRCOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SEC0.DE vs. FRCOY

Last updated Jun 5, 2026

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, while FRCOY (Fast Retailing Co Ltd ADR) is a stock. Over the past 3 years, SEC0.DE returned 56.37%/yr vs 23.01%/yr for FRCOY. At a 0.24 correlation, their price movements are largely independent.

Performance

SEC0.DE vs. FRCOY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) and Fast Retailing Co Ltd ADR (FRCOY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SEC0.DE is traded in EUR, while FRCOY is traded in USD. To make them comparable, the FRCOY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEC0.DE achieves a 98.10% return, which is significantly higher than FRCOY's 41.01% return.

SEC0.DE

1D
-2.85%
1M
15.32%
YTD
98.10%
6M
96.55%
1Y
187.70%
3Y*
56.37%
5Y*
—
10Y*
—

FRCOY

1D
4.25%
1M
5.59%
YTD
41.01%
6M
41.18%
1Y
46.32%
3Y*
23.01%
5Y*
16.22%
10Y*
18.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEC0.DE vs. FRCOY - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)		98.10%36.46%20.85%61.01%-32.22%21.50%
FRCOY
Fast Retailing Co Ltd ADR		41.01%-4.93%46.70%18.33%13.53%-11.86%

Correlation

The correlation between SEC0.DE and FRCOY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2021

0.24

Compare stocks, funds, or ETFs

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iShares MSCI Global Semiconductors UCITS ETF USD (Acc)

Fast Retailing Co Ltd ADR

Often compared with SEC0.DE:
SEC0.DE vs. SMHSEC0.DE vs. VVSM.DESEC0.DE vs. SOXXSEC0.DE vs. HNSS.LSEC0.DE vs. EQQQ.LSEC0.DE vs. SPYL.DESEC0.DE vs. SXRV.DE
Often compared with FRCOY:
FRCOY vs. SOBKYFRCOY vs. CJPRYFRCOY vs. ASCCYFRCOY vs. MPNGYFRCOY vs. VOOFRCOY vs. SPYFRCOY vs. CNDX.L

Return for Risk

SEC0.DE vs. FRCOY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SEC0.DE
SEC0.DE Risk / Return Rank: 9797
Overall Rank
SEC0.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SEC0.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEC0.DE Omega Ratio Rank: 9595
Omega Ratio Rank
SEC0.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEC0.DE Martin Ratio Rank: 9898
Martin Ratio Rank
FRCOY
FRCOY Risk / Return Rank: 7979
Overall Rank
FRCOY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FRCOY Sortino Ratio Rank: 7777
Sortino Ratio Rank
FRCOY Omega Ratio Rank: 7373
Omega Ratio Rank
FRCOY Calmar Ratio Rank: 8282
Calmar Ratio Rank
FRCOY Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEC0.DE vs. FRCOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) and Fast Retailing Co Ltd ADR (FRCOY). 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.

SEC0.DEFRCOYDifference
Sharpe ratioReturn per unit of total volatility
5.89
1.38

+4.51

Sortino ratioReturn per unit of downside risk
5.86
2.07

+3.79

Omega ratioGain probability vs. loss probability

1.75

1.24

+0.51

Calmar ratioReturn relative to maximum drawdown

14.81

3.10

+11.70

Martin ratioReturn relative to average drawdown

52.61

6.79

+45.82

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEC0.DE vs. FRCOY - Sharpe Ratio Comparison

The current SEC0.DE Sharpe Ratio is 5.89, which is higher than the FRCOY Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of SEC0.DE and FRCOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SEC0.DEFRCOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.89

1.38

+4.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.56

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.63

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.52

+0.64

Drawdowns

SEC0.DE vs. FRCOY - Drawdown Comparison

The maximum SEC0.DE drawdown since its inception was -39.35%, smaller than the maximum FRCOY drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for SEC0.DE and FRCOY.

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Drawdown Indicators

SEC0.DEFRCOYDifference

Max Drawdown

Largest peak-to-trough decline

-39.35%

-52.28%

+12.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-15.01%

+2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-39.35%

-25.45%

-13.90%

Max Drawdown (5Y)

Largest decline over 5 years

—

-35.20%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-50.92%

—

Current Drawdown

Current decline from peak

-2.85%

-2.44%

-0.41%

Average Drawdown

Average peak-to-trough decline

-11.85%

-17.73%

+5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

6.88%

-3.24%

Volatility

SEC0.DE vs. FRCOY - Volatility Comparison

iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a higher volatility of 13.13% compared to Fast Retailing Co Ltd ADR (FRCOY) at 11.39%. This indicates that SEC0.DE's price experiences larger fluctuations and is considered to be riskier than FRCOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SEC0.DEFRCOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

11.39%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

25.14%

24.24%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

32.42%

33.83%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.95%

29.36%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.95%

29.51%

+0.44%

Dividends

SEC0.DE vs. FRCOY - Dividend Comparison

Neither SEC0.DE nor FRCOY has paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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

SEC0.DE and FRCOY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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