DBX8.DE vs. FVSJ.DE

Last updated Jun 5, 2026

DBX8.DE (Xtrackers MSCI Korea UCITS ETF 1C) and FVSJ.DE (Franklin FTSE Asia ex China ex Japan UCITS ETF) are both Asia Pacific Equities funds - DBX8.DE tracks the MSCI Korea 20/35 Custom while FVSJ.DE tracks the FTSE Asia ex Japan ex China. Both are passively managed. Over the past 5 years, DBX8.DE returned 19.70%/yr vs 14.63%/yr for FVSJ.DE. A 0.74 correlation means they provide meaningful diversification when combined. DBX8.DE charges 0.45%/yr vs 0.14%/yr for FVSJ.DE.

Performance

DBX8.DE vs. FVSJ.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 Asia ex China ex Japan UCITS ETF (FVSJ.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DBX8.DE achieves a 109.21% return, which is significantly higher than FVSJ.DE's 45.45% return.

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%

FVSJ.DE

• 1D: -1.75%
• 1M: 10.08%
• YTD: 45.45%
• 6M: 49.69%
• 1Y: 73.97%
• 3Y*: 25.93%
• 5Y*: 14.63%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DBX8.DE Xtrackers MSCI Korea UCITS ETF 1C	109.21%	77.39%	-18.45%	15.93%	-23.95%	-0.54%	30.13%	14.92%	-11.93%
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF	45.45%	15.41%	14.01%	8.23%	-7.58%	13.71%	-3.67%	13.83%	-5.82%

Correlation

The correlation between DBX8.DE and FVSJ.DE is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018	0.74

The correlation between DBX8.DE and FVSJ.DE shifts across timeframes, from 0.71 (5 years) to 0.84 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

DBX8.DE vs. FVSJ.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: 96
DBX8.DE Sharpe Ratio Rank: 98
DBX8.DE Sortino Ratio Rank: 95
DBX8.DE Omega Ratio Rank: 96
DBX8.DE Calmar Ratio Rank: 97
DBX8.DE Martin Ratio Rank: 95

FVSJ.DE

FVSJ.DE Risk / Return Rank: 93
FVSJ.DE Sharpe Ratio Rank: 94
FVSJ.DE Sortino Ratio Rank: 93
FVSJ.DE Omega Ratio Rank: 93
FVSJ.DE Calmar Ratio Rank: 92
FVSJ.DE Martin Ratio Rank: 92

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. FVSJ.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 Asia ex China ex Japan UCITS ETF (FVSJ.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.DE	FVSJ.DE	Difference
Sharpe ratio: Return per unit of total volatility	5.17	3.60	+1.57
Sortino ratio: Return per unit of downside risk	5.03	4.52	+0.52
Omega ratio: Gain probability vs. loss probability	1.75	1.64	+0.11
Calmar ratio: Return relative to maximum drawdown	10.67	6.17	+4.50
Martin ratio: Return relative to average drawdown	32.63	23.31	+9.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current DBX8.DE Sharpe Ratio is 5.17, which is higher than the FVSJ.DE Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of DBX8.DE and FVSJ.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.

Sharpe Ratios by Period

	DBX8.DE	FVSJ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.17	3.60	+1.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.94	-0.22
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	0.65	-0.34

Drawdowns

DBX8.DE vs. FVSJ.DE - Drawdown Comparison

The maximum DBX8.DE drawdown since its inception was -68.01%, which is greater than FVSJ.DE's maximum drawdown of -26.95%. Use the drawdown chart below to compare losses from any high point for DBX8.DE and FVSJ.DE.

Drawdown Indicators

	DBX8.DE	FVSJ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-68.01%	-26.95%	-41.06%
Max Drawdown (1Y) Largest decline over 1 year	-21.19%	-11.93%	-9.26%
Max Drawdown (3Y) Largest decline over 3 years	-30.70%	-21.76%	-8.94%
Max Drawdown (5Y) Largest decline over 5 years	-41.29%	-21.76%	-19.53%
Max Drawdown (10Y) Largest decline over 10 years	-41.89%	—	—
Current Drawdown Current decline from peak	-5.82%	-2.76%	-3.06%
Average Drawdown Average peak-to-trough decline	-17.55%	-5.16%	-12.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.94%	3.16%	+3.78%

Volatility

DBX8.DE vs. FVSJ.DE - Volatility Comparison

Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) has a higher volatility of 17.08% compared to Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) at 9.05%. This indicates that DBX8.DE's price experiences larger fluctuations and is considered to be riskier than FVSJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DBX8.DE	FVSJ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.08%	9.05%	+8.03%
Volatility (6M) Calculated over the trailing 6-month period	33.48%	17.69%	+15.79%
Volatility (1Y) Calculated over the trailing 1-year period	43.73%	20.43%	+23.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.53%	15.44%	+12.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.03%	17.16%	+8.87%

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

DBX8.DE has a 0.45% expense ratio, which is higher than FVSJ.DE's 0.14% expense ratio.

Dividends

DBX8.DE vs. FVSJ.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DBX8.DE and FVSJ.DE in my portfolio?

DBX8.DE and FVSJ.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DBX8.DE or FVSJ.DE?

On fees, FVSJ.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DBX8.DE or FVSJ.DE?

FVSJ.DE is cheaper with a 0.14% expense ratio, compared with 0.45% for DBX8.DE.

What is the main difference between DBX8.DE and FVSJ.DE?

DBX8.DE tracks MSCI Korea 20/35 Custom, while FVSJ.DE tracks FTSE Asia ex Japan ex China. They also come from different issuers: Xtrackers and Franklin Templeton. Their fees differ too: 0.45% for DBX8.DE and 0.14% for FVSJ.DE.