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4UBQ.DE vs. FLXI.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 4UBQ.DE and FLXI.DE is 0.48, 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.


-0.50.00.51.00.5

Performance

4UBQ.DE vs. FLXI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) and Franklin FTSE India UCITS ETF (FLXI.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.96%
-1.51%
4UBQ.DE
FLXI.DE

Key characteristics

Sharpe Ratio

4UBQ.DE:

2.81

FLXI.DE:

1.46

Sortino Ratio

4UBQ.DE:

3.77

FLXI.DE:

1.98

Omega Ratio

4UBQ.DE:

1.56

FLXI.DE:

1.30

Calmar Ratio

4UBQ.DE:

3.90

FLXI.DE:

3.61

Martin Ratio

4UBQ.DE:

16.38

FLXI.DE:

9.52

Ulcer Index

4UBQ.DE:

2.08%

FLXI.DE:

2.28%

Daily Std Dev

4UBQ.DE:

12.11%

FLXI.DE:

14.91%

Max Drawdown

4UBQ.DE:

-32.93%

FLXI.DE:

-40.58%

Current Drawdown

4UBQ.DE:

-0.60%

FLXI.DE:

-2.04%

Returns By Period

In the year-to-date period, 4UBQ.DE achieves a 33.89% return, which is significantly higher than FLXI.DE's 20.45% return.


4UBQ.DE

YTD

33.89%

1M

2.86%

6M

12.01%

1Y

33.81%

5Y*

14.77%

10Y*

N/A

FLXI.DE

YTD

20.45%

1M

3.66%

6M

2.19%

1Y

20.45%

5Y*

13.39%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


4UBQ.DE vs. FLXI.DE - Expense Ratio Comparison

4UBQ.DE has a 0.10% expense ratio, which is lower than FLXI.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FLXI.DE
Franklin FTSE India UCITS ETF
Expense ratio chart for FLXI.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for 4UBQ.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

4UBQ.DE vs. FLXI.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) and Franklin FTSE India UCITS ETF (FLXI.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.


Sharpe ratio
The chart of Sharpe ratio for 4UBQ.DE, currently valued at 2.31, compared to the broader market0.002.004.002.310.97
The chart of Sortino ratio for 4UBQ.DE, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.0010.003.181.34
The chart of Omega ratio for 4UBQ.DE, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.431.20
The chart of Calmar ratio for 4UBQ.DE, currently valued at 2.67, compared to the broader market0.005.0010.0015.002.671.30
The chart of Martin ratio for 4UBQ.DE, currently valued at 13.69, compared to the broader market0.0020.0040.0060.0080.00100.0013.693.88
4UBQ.DE
FLXI.DE

The current 4UBQ.DE Sharpe Ratio is 2.81, which is higher than the FLXI.DE Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of 4UBQ.DE and FLXI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.31
0.97
4UBQ.DE
FLXI.DE

Dividends

4UBQ.DE vs. FLXI.DE - Dividend Comparison

Neither 4UBQ.DE nor FLXI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

4UBQ.DE vs. FLXI.DE - Drawdown Comparison

The maximum 4UBQ.DE drawdown since its inception was -32.93%, smaller than the maximum FLXI.DE drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for 4UBQ.DE and FLXI.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.25%
-9.15%
4UBQ.DE
FLXI.DE

Volatility

4UBQ.DE vs. FLXI.DE - Volatility Comparison

The current volatility for UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) is 2.13%, while Franklin FTSE India UCITS ETF (FLXI.DE) has a volatility of 4.15%. This indicates that 4UBQ.DE experiences smaller price fluctuations and is considered to be less risky than FLXI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.13%
4.15%
4UBQ.DE
FLXI.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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