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DBX8.DE vs. FLXK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX8.DE vs. FLXK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) and Franklin FTSE Korea UCITS ETF (FLXK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with DBX8.DE having a 109.21% return and FLXK.DE slightly higher at 113.07%.


DBX8.DE

1D
-5.08%
1M
16.35%
YTD
109.21%
6M
127.53%
1Y
227.59%
3Y*
45.04%
5Y*
19.70%
10Y*
16.74%

FLXK.DE

1D
-5.45%
1M
13.51%
YTD
113.07%
6M
125.49%
1Y
216.17%
3Y*
46.07%
5Y*
20.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX8.DE vs. FLXK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBX8.DE
Xtrackers MSCI Korea UCITS ETF 1C
109.21%77.39%-18.45%15.93%-23.95%-0.54%30.13%15.77%
FLXK.DE
Franklin FTSE Korea UCITS ETF
113.07%73.17%-17.06%16.74%-23.45%0.14%34.15%14.19%

Correlation

The correlation between DBX8.DE and FLXK.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2019

0.98

The correlation between DBX8.DE and FLXK.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

DBX8.DE vs. FLXK.DE — Risk / Return Rank

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

DBX8.DE
DBX8.DE Risk / Return Rank: 9696
Overall Rank
DBX8.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DBX8.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
DBX8.DE Omega Ratio Rank: 9696
Omega Ratio Rank
DBX8.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
DBX8.DE Martin Ratio Rank: 9595
Martin Ratio Rank

FLXK.DE
FLXK.DE Risk / Return Rank: 9797
Overall Rank
FLXK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLXK.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLXK.DE Omega Ratio Rank: 9696
Omega Ratio Rank
FLXK.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLXK.DE 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.

DBX8.DE vs. FLXK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) and Franklin FTSE Korea UCITS ETF (FLXK.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.


DBX8.DEFLXK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.75

1.79

-0.04

Calmar ratioReturn relative to maximum drawdown

10.67

10.68

-0.02

Martin ratioReturn relative to average drawdown

32.63

38.63

-6.00

DBX8.DE vs. FLXK.DE - Sharpe Ratio Comparison

The current DBX8.DE Sharpe Ratio is 5.17, which is comparable to the FLXK.DE Sharpe Ratio of 5.91. The chart below compares the historical Sharpe Ratios of DBX8.DE and FLXK.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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Sharpe Ratios by Period


DBX8.DEFLXK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.17

5.91

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.80

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.84

-0.54

Drawdowns

DBX8.DE vs. FLXK.DE - Drawdown Comparison

The maximum DBX8.DE drawdown since its inception was -68.01%, which is greater than FLXK.DE's maximum drawdown of -39.43%. Use the drawdown chart below to compare losses from any high point for DBX8.DE and FLXK.DE.


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Drawdown Indicators


DBX8.DEFLXK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.01%

-39.43%

-28.58%

Max Drawdown (1Y)

Largest decline over 1 year

-21.19%

-20.92%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-30.70%

-29.99%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-41.29%

-39.36%

-1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-41.89%

Current Drawdown

Current decline from peak

-5.82%

-5.90%

+0.08%

Average Drawdown

Average peak-to-trough decline

-17.55%

-15.54%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.94%

5.80%

+1.14%

Volatility

DBX8.DE vs. FLXK.DE - Volatility Comparison

Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) and Franklin FTSE Korea UCITS ETF (FLXK.DE) have volatilities of 17.08% and 17.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBX8.DEFLXK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.08%

17.58%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

33.48%

33.23%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

43.73%

37.87%

+5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.53%

25.35%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.03%

26.75%

-0.72%

DBX8.DE vs. FLXK.DE - Expense Ratio Comparison

DBX8.DE has a 0.45% expense ratio, which is higher than FLXK.DE's 0.09% expense ratio.


Dividends

DBX8.DE vs. FLXK.DE - Dividend Comparison

Neither DBX8.DE nor FLXK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, DBX8.DE and FLXK.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, FLXK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXK.DE is cheaper with a 0.09% expense ratio, compared with 0.45% for DBX8.DE.

DBX8.DE tracks MSCI Korea 20/35 Custom, while FLXK.DE tracks FTSE Korea 30/18 Capped. They also come from different issuers: Xtrackers and Franklin Templeton. Their fees differ too: 0.45% for DBX8.DE and 0.09% for FLXK.DE.

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