SYBM.DE vs. FRCK.DE
SYBM.DE (SPDR Bloomberg Emerging Markets Local Bond UCITS ETF) and FRCK.DE (UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc) are both Emerging Markets Bonds funds - SYBM.DE tracks the Bloomberg Emerging Markets Local Currency Liquid Government Bond 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, SYBM.DE returned 1.75%/yr vs 1.49%/yr for FRCK.DE. At a 0.34 correlation, their price movements are largely independent. SYBM.DE charges 0.55%/yr vs 0.28%/yr for FRCK.DE.
Performance
SYBM.DE vs. FRCK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYBM.DE achieves a 0.49% return, which is significantly lower than FRCK.DE's 1.67% return. Over the past 10 years, SYBM.DE has outperformed FRCK.DE with an annualized return of 1.75%, while FRCK.DE has yielded a comparatively lower 1.49% annualized return.
SYBM.DE
- 1D
- -0.05%
- 1M
- -0.24%
- YTD
- 0.49%
- 6M
- 0.42%
- 1Y
- 3.27%
- 3Y*
- 2.54%
- 5Y*
- 1.45%
- 10Y*
- 1.75%
FRCK.DE
- 1D
- 0.27%
- 1M
- 0.34%
- YTD
- 1.67%
- 6M
- 2.31%
- 1Y
- 11.09%
- 3Y*
- 9.35%
- 5Y*
- 0.19%
- 10Y*
- 1.49%
SYBM.DE vs. FRCK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYBM.DE SPDR Bloomberg Emerging Markets Local Bond UCITS ETF | 0.49% | 2.47% | 3.13% | 5.78% | -4.57% | -0.95% | -5.71% | 14.77% | -1.49% | 0.35% |
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% | -7.01% | 8.13% |
Correlation
The correlation between SYBM.DE and FRCK.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 11, 2016 | 0.34 |
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Return for Risk
SYBM.DE vs. FRCK.DE — Risk / Return Rank
SYBM.DE
FRCK.DE
SYBM.DE vs. FRCK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.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.
| SYBM.DE | FRCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.39 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 2.42 | -1.55 |
| Martin ratioReturn relative to average drawdown | 2.69 | 10.09 | -7.40 |
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
| SYBM.DE | FRCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 2.03 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.02 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.16 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.17 | +0.07 |
Drawdowns
SYBM.DE vs. FRCK.DE - Drawdown Comparison
The maximum SYBM.DE drawdown since its inception was -19.16%, smaller than the maximum FRCK.DE drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for SYBM.DE and FRCK.DE.
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Drawdown Indicators
| SYBM.DE | FRCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.16% | -32.71% | +13.55% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -4.49% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -7.62% | -7.78% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -8.64% | -32.71% | +24.07% |
Max Drawdown (10Y)Largest decline over 10 years | -16.36% | -32.71% | +16.35% |
Current DrawdownCurrent decline from peak | -3.09% | -0.97% | -2.12% |
Average DrawdownAverage peak-to-trough decline | -7.10% | -8.76% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 1.08% | +0.18% |
Volatility
SYBM.DE vs. FRCK.DE - Volatility Comparison
The current volatility for SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.DE) is 1.51%, 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 SYBM.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
| SYBM.DE | FRCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 1.80% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 4.22% | 4.38% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.07% | 5.38% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.94% | 9.01% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.82% | 9.29% | -1.47% |
SYBM.DE vs. FRCK.DE - Expense Ratio Comparison
SYBM.DE has a 0.55% expense ratio, which is higher than FRCK.DE's 0.28% expense ratio.
Dividends
SYBM.DE vs. FRCK.DE - Dividend Comparison
SYBM.DE's dividend yield for the trailing twelve months is around 5.07%, 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% |
SYBM.DE SPDR Bloomberg Emerging Markets Local Bond UCITS ETF | 5.07% | 5.01% | 4.77% | 4.21% | 4.29% | 3.89% | 4.12% | 4.34% | 4.13% | 5.01% | 4.30% | 5.26% |
Frequently Asked Questions
SYBM.DE and FRCK.DE have a correlation of 0.36, 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 0.55% for SYBM.DE.
SYBM.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond, while FRCK.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped (EUR Hedged). They also come from different issuers: State Street and UBS. Their fees differ too: 0.55% for SYBM.DE and 0.28% for FRCK.DE.
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