AEJL.L vs. FRXT.L
AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E) and FRXT.L (Franklin FTSE Taiwan UCITS ETF) are both exchange-traded funds - AEJL.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pac Ex JPN NR USD, while FRXT.L is a Taiwan Equities fund tracking the MSCI Taiwan NR USD. Both are passively managed. Over the past 3 years, AEJL.L returned 16.92%/yr vs 39.13%/yr for FRXT.L. A 0.73 correlation means they provide meaningful diversification when combined. AEJL.L charges 0.60%/yr vs 0.19%/yr for FRXT.L.
Performance
AEJL.L vs. FRXT.L - Performance Comparison
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Different Trading Currencies
AEJL.L is traded in GBp, while FRXT.L is traded in GBP. To make them comparable, the FRXT.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, AEJL.L achieves a 15.41% return, which is significantly lower than FRXT.L's 57.62% return.
AEJL.L
- 1D
- -2.72%
- 1M
- -9.91%
- 6M
- 9.63%
- YTD
- 15.41%
- 1Y
- 27.43%
- 3Y*
- 16.92%
- 5Y*
- 6.34%
- 10Y*
- 68.73%
FRXT.L
- 1D
- 0.00%
- 1M
- -7.30%
- 6M
- 46.42%
- YTD
- 57.62%
- 1Y
- 83.17%
- 3Y*
- 39.13%
- 5Y*
- —
- 10Y*
- —
AEJL.L vs. FRXT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AEJL.L Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E | 15.41% | 20.45% | 11.91% | 0.03% | -4.33% |
FRXT.L Franklin FTSE Taiwan UCITS ETF | 57.62% | 25.34% | 25.66% | 22.61% | -36.11% |
Correlation
The correlation between AEJL.L and FRXT.L is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2022 | 0.73 |
The correlation between AEJL.L and FRXT.L has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
AEJL.L vs. FRXT.L — Risk / Return Rank
AEJL.L
FRXT.L
AEJL.L vs. FRXT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.L). 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.
| AEJL.L | FRXT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.54 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 6.62 | -4.46 |
| Martin ratioReturn relative to average drawdown | 7.29 | 21.04 | -13.75 |
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Drawdowns
AEJL.L vs. FRXT.L - Drawdown Comparison
The maximum AEJL.L drawdown since its inception was -55.23%, which is greater than FRXT.L's maximum drawdown of -42.57%. Use the drawdown chart below to compare losses from any high point for AEJL.L and FRXT.L.
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Drawdown Indicators
| AEJL.L | FRXT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.23% | -42.57% | -12.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -12.63% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -17.13% | -28.86% | +11.73% |
Max Drawdown (5Y)Largest decline over 5 years | -22.10% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.13% | — | — |
Current DrawdownCurrent decline from peak | -12.63% | -12.63% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -16.42% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 3.97% | -0.22% |
Volatility
AEJL.L vs. FRXT.L - Volatility Comparison
The current volatility for Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) is 8.93%, while Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a volatility of 11.05%. This indicates that AEJL.L experiences smaller price fluctuations and is considered to be less risky than FRXT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEJL.L | FRXT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.93% | 11.05% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 17.23% | 21.94% | -4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 25.48% | -6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 24.02% | -5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2,741.82% | 24.02% | +2,717.80% |
AEJL.L vs. FRXT.L - Expense Ratio Comparison
AEJL.L has a 0.60% expense ratio, which is higher than FRXT.L's 0.19% expense ratio.
Dividends
AEJL.L vs. FRXT.L - Dividend Comparison
Neither AEJL.L nor FRXT.L has paid dividends to shareholders.
Frequently Asked Questions
AEJL.L and FRXT.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRXT.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRXT.L is cheaper with a 0.19% expense ratio, compared with 0.60% for AEJL.L.
AEJL.L is categorized as Asia Pacific Equities, while FRXT.L is Taiwan Equities. AEJL.L tracks MSCI AC Asia Pac Ex JPN NR USD, while FRXT.L tracks MSCI Taiwan NR USD. They also come from different issuers: Amundi and Franklin Templeton. Their fees differ too: 0.60% for AEJL.L and 0.19% for FRXT.L.
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