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4BRZ.DE vs. FLXB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4BRZ.DE vs. FLXB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) and Franklin FTSE Brazil UCITS ETF (FLXB.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

4BRZ.DE is traded in USD, while FLXB.DE is traded in EUR. To make them comparable, the FLXB.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 4BRZ.DE achieves a 10.78% return, which is significantly lower than FLXB.DE's 14.15% return.


4BRZ.DE

1D
1.19%
1M
1.17%
6M
9.79%
YTD
10.78%
1Y
25.26%
3Y*
8.77%
5Y*
5.24%
10Y*

FLXB.DE

1D
1.05%
1M
-0.89%
6M
13.22%
YTD
14.15%
1Y
25.97%
3Y*
10.31%
5Y*
5.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4BRZ.DE vs. FLXB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
4BRZ.DE
iShares MSCI Brazil UCITS ETF (DE) USD (Acc)
10.78%48.47%-29.92%32.87%14.05%-19.58%-19.46%15.73%
FLXB.DE
Franklin FTSE Brazil UCITS ETF
14.15%45.63%-28.07%32.99%12.27%-18.31%-19.16%0.27%

Correlation

The correlation between 4BRZ.DE and FLXB.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.96

The correlation between 4BRZ.DE and FLXB.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

4BRZ.DE vs. FLXB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

4BRZ.DE
4BRZ.DE Risk / Return Rank: 3131
Overall Rank
4BRZ.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
4BRZ.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
4BRZ.DE Omega Ratio Rank: 3131
Omega Ratio Rank
4BRZ.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
4BRZ.DE Martin Ratio Rank: 2828
Martin Ratio Rank

FLXB.DE
FLXB.DE Risk / Return Rank: 4040
Overall Rank
FLXB.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FLXB.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
FLXB.DE Omega Ratio Rank: 3838
Omega Ratio Rank
FLXB.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
FLXB.DE Martin Ratio Rank: 3737
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.

4BRZ.DE vs. FLXB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) and Franklin FTSE Brazil UCITS ETF (FLXB.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.


4BRZ.DEFLXB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.29

1.44

-0.15

Martin ratioReturn relative to average drawdown

3.45

3.74

-0.30

4BRZ.DE vs. FLXB.DE - Sharpe Ratio Comparison

The current 4BRZ.DE Sharpe Ratio is 1.07, which is comparable to the FLXB.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of 4BRZ.DE and FLXB.DE, 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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Drawdowns

4BRZ.DE vs. FLXB.DE - Drawdown Comparison

The maximum 4BRZ.DE drawdown since its inception was -57.20%, roughly equal to the maximum FLXB.DE drawdown of -56.66%. Use the drawdown chart below to compare losses from any high point for 4BRZ.DE and FLXB.DE.


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Drawdown Indicators


4BRZ.DEFLXB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.20%

-56.66%

-0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-19.49%

-17.95%

-1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-30.79%

-28.67%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-32.39%

-31.86%

-0.53%

Current Drawdown

Current decline from peak

-15.72%

-15.54%

-0.18%

Average Drawdown

Average peak-to-trough decline

-18.87%

-19.10%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.13%

6.74%

+0.39%

Volatility

4BRZ.DE vs. FLXB.DE - Volatility Comparison

iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) has a higher volatility of 7.07% compared to Franklin FTSE Brazil UCITS ETF (FLXB.DE) at 6.38%. This indicates that 4BRZ.DE's price experiences larger fluctuations and is considered to be riskier than FLXB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4BRZ.DEFLXB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

6.38%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

18.51%

19.45%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

23.57%

25.15%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.42%

27.09%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.15%

32.27%

+0.88%

4BRZ.DE vs. FLXB.DE - Expense Ratio Comparison

4BRZ.DE has a 0.31% expense ratio, which is higher than FLXB.DE's 0.19% expense ratio.


Dividends

4BRZ.DE vs. FLXB.DE - Dividend Comparison

Neither 4BRZ.DE nor FLXB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, 4BRZ.DE and FLXB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, FLXB.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXB.DE is cheaper with a 0.19% expense ratio, compared with 0.31% for 4BRZ.DE.

4BRZ.DE tracks MSCI Brazil 25/50 Index, while FLXB.DE tracks FTSE Brazil 30/18 Capped. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.31% for 4BRZ.DE and 0.19% for FLXB.DE.

Portfolio Optimizer

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