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D5BK.DE vs. FLRK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BK.DE vs. FLRK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and Franklin FTSE Korea UCITS ETF (FLRK.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

D5BK.DE is traded in EUR, while FLRK.L is traded in GBP. To make them comparable, the FLRK.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, D5BK.DE achieves a 1.25% return, which is significantly lower than FLRK.L's 109.60% return.


D5BK.DE

1D
1.84%
1M
2.19%
YTD
1.25%
6M
4.38%
1Y
-0.90%
3Y*
7.63%
5Y*
-4.66%
10Y*
0.42%

FLRK.L

1D
5.46%
1M
7.77%
YTD
109.60%
6M
126.82%
1Y
207.20%
3Y*
43.90%
5Y*
20.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BK.DE vs. FLRK.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
1.25%5.96%-4.03%15.92%-36.47%16.81%-10.27%14.59%
FLRK.L
Franklin FTSE Korea UCITS ETF
109.60%72.62%-16.72%16.57%-23.52%0.22%34.85%-10.03%

Correlation

The correlation between D5BK.DE and FLRK.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.24

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

0.30

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

0.32

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Return for Risk

D5BK.DE vs. FLRK.L — Risk / Return Rank

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

D5BK.DE
D5BK.DE Risk / Return Rank: 99
Overall Rank
D5BK.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 88
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 99
Martin Ratio Rank

FLRK.L
FLRK.L Risk / Return Rank: 9797
Overall Rank
FLRK.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLRK.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLRK.L Omega Ratio Rank: 9696
Omega Ratio Rank
FLRK.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLRK.L Martin Ratio Rank: 9696
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.

D5BK.DE vs. FLRK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and Franklin FTSE Korea UCITS ETF (FLRK.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.


D5BK.DEFLRK.LDifference
Sharpe ratioReturn per unit of total volatility

-5.27

Sortino ratioReturn per unit of downside risk

-4.95

Omega ratioGain probability vs. loss probability

1.00

1.72

-0.71

Calmar ratioReturn relative to maximum drawdown

-0.06

9.83

-9.89

Martin ratioReturn relative to average drawdown

-0.14

33.81

-33.96

D5BK.DE vs. FLRK.L - Sharpe Ratio Comparison

The current D5BK.DE Sharpe Ratio is -0.06, which is lower than the FLRK.L Sharpe Ratio of 5.21. The chart below compares the historical Sharpe Ratios of D5BK.DE and FLRK.L, 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

D5BK.DE vs. FLRK.L - Drawdown Comparison

The maximum D5BK.DE drawdown since its inception was -46.42%, which is greater than FLRK.L's maximum drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and FLRK.L.


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Drawdown Indicators


D5BK.DEFLRK.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.42%

-40.28%

-6.14%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-20.93%

+5.34%

Max Drawdown (3Y)

Largest decline over 3 years

-21.63%

-34.91%

+13.28%

Max Drawdown (5Y)

Largest decline over 5 years

-46.42%

-38.46%

-7.96%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

Current Drawdown

Current decline from peak

-26.88%

-7.30%

-19.58%

Average Drawdown

Average peak-to-trough decline

-13.25%

-17.27%

+4.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.27%

6.10%

+0.17%

Volatility

D5BK.DE vs. FLRK.L - Volatility Comparison

The current volatility for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) is 5.11%, while Franklin FTSE Korea UCITS ETF (FLRK.L) has a volatility of 17.41%. This indicates that D5BK.DE experiences smaller price fluctuations and is considered to be less risky than FLRK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D5BK.DEFLRK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

17.41%

-12.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

35.10%

-21.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

39.48%

-23.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

29.95%

-8.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

30.69%

-10.75%

D5BK.DE vs. FLRK.L - Expense Ratio Comparison

D5BK.DE has a 0.33% expense ratio, which is higher than FLRK.L's 0.09% expense ratio.


Dividends

D5BK.DE vs. FLRK.L - Dividend Comparison

Neither D5BK.DE nor FLRK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


D5BK.DE and FLRK.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLRK.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLRK.L is cheaper with a 0.09% expense ratio, compared with 0.33% for D5BK.DE.

D5BK.DE is categorized as REIT, while FLRK.L is Asia Pacific Equities. D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while FLRK.L tracks MSCI Korea NR USD. They also come from different issuers: Xtrackers and Franklin Templeton. Their fees differ too: 0.33% for D5BK.DE and 0.09% for FLRK.L.

Portfolio Optimizer

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