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DBX9.DE vs. FLXC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX9.DE vs. FLXC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) and Franklin FTSE China UCITS ETF (FLXC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBX9.DE achieves a 9.85% return, which is significantly higher than FLXC.DE's -5.94% return.


DBX9.DE

1D
-0.73%
1M
1.75%
YTD
9.85%
6M
13.25%
1Y
32.77%
3Y*
13.37%
5Y*
0.17%
10Y*
3.94%

FLXC.DE

1D
-0.40%
1M
-2.37%
YTD
-5.94%
6M
-7.13%
1Y
4.76%
3Y*
7.94%
5Y*
-3.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX9.DE vs. FLXC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBX9.DE
Xtrackers FTSE China 50 UCITS ETF 1C
9.85%10.01%37.68%-16.44%-13.62%-14.98%-0.87%13.29%
FLXC.DE
Franklin FTSE China UCITS ETF
-5.94%17.34%27.28%-15.77%-15.90%-14.60%16.83%19.48%

Correlation

The correlation between DBX9.DE and FLXC.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.86

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

0.91

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

0.91

Over the past year, the correlation between DBX9.DE and FLXC.DE has dropped to 0.67 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.

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Return for Risk

DBX9.DE vs. FLXC.DE — Risk / Return Rank

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

DBX9.DE
DBX9.DE Risk / Return Rank: 3939
Overall Rank
DBX9.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DBX9.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
DBX9.DE Omega Ratio Rank: 5757
Omega Ratio Rank
DBX9.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
DBX9.DE Martin Ratio Rank: 2727
Martin Ratio Rank

FLXC.DE
FLXC.DE Risk / Return Rank: 1313
Overall Rank
FLXC.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FLXC.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
FLXC.DE Omega Ratio Rank: 1313
Omega Ratio Rank
FLXC.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
FLXC.DE Martin Ratio Rank: 1212
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.

DBX9.DE vs. FLXC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) and Franklin FTSE China UCITS ETF (FLXC.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.


DBX9.DEFLXC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.34

1.06

+0.28

Calmar ratioReturn relative to maximum drawdown

1.90

0.31

+1.58

Martin ratioReturn relative to average drawdown

3.67

0.64

+3.02

DBX9.DE vs. FLXC.DE - Sharpe Ratio Comparison

The current DBX9.DE Sharpe Ratio is 1.24, which is higher than the FLXC.DE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of DBX9.DE and FLXC.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


DBX9.DEFLXC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.27

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-0.15

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.09

-0.01

Drawdowns

DBX9.DE vs. FLXC.DE - Drawdown Comparison

The maximum DBX9.DE drawdown since its inception was -66.51%, which is greater than FLXC.DE's maximum drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for DBX9.DE and FLXC.DE.


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Drawdown Indicators


DBX9.DEFLXC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.51%

-55.61%

-10.90%

Max Drawdown (1Y)

Largest decline over 1 year

-17.20%

-15.19%

-2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-27.83%

-24.70%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-47.59%

-49.07%

+1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-53.98%

Current Drawdown

Current decline from peak

-14.62%

-30.89%

+16.27%

Average Drawdown

Average peak-to-trough decline

-29.50%

-27.95%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.91%

7.38%

+1.53%

Volatility

DBX9.DE vs. FLXC.DE - Volatility Comparison

The current volatility for Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) is 5.29%, while Franklin FTSE China UCITS ETF (FLXC.DE) has a volatility of 6.78%. This indicates that DBX9.DE experiences smaller price fluctuations and is considered to be less risky than FLXC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBX9.DEFLXC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

6.78%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

12.35%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

26.35%

17.78%

+8.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.75%

26.71%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.42%

26.20%

-0.78%

DBX9.DE vs. FLXC.DE - Expense Ratio Comparison

DBX9.DE has a 0.60% expense ratio, which is higher than FLXC.DE's 0.19% expense ratio.


Dividends

DBX9.DE vs. FLXC.DE - Dividend Comparison

Neither DBX9.DE nor FLXC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBX9.DE and FLXC.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXC.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXC.DE is cheaper with a 0.19% expense ratio, compared with 0.60% for DBX9.DE.

DBX9.DE tracks FTSE China 50, while FLXC.DE tracks FTSE China 30/18 Capped. They also come from different issuers: Xtrackers and Franklin Templeton. Their fees differ too: 0.60% for DBX9.DE and 0.19% for FLXC.DE.

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