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DR7E.DE vs. FLRA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DR7E.DE vs. FLRA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) and Franklin Metaverse UCITS ETF USD Capitalisation (FLRA.DE). The values are adjusted to include any dividend payments, if applicable.

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DR7E.DE vs. FLRA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DR7E.DE
Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating
5.10%15.37%0.76%23.30%-18.42%
FLRA.DE
Franklin Metaverse UCITS ETF USD Capitalisation
-15.05%5.59%27.26%71.63%-21.53%

Returns By Period

In the year-to-date period, DR7E.DE achieves a 5.10% return, which is significantly higher than FLRA.DE's -15.05% return.


DR7E.DE

1D
-0.25%
1M
0.42%
YTD
5.10%
6M
8.61%
1Y
38.65%
3Y*
9.00%
5Y*
10Y*

FLRA.DE

1D
-1.23%
1M
-4.96%
YTD
-15.05%
6M
-21.57%
1Y
7.81%
3Y*
16.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DR7E.DE vs. FLRA.DE - Expense Ratio Comparison

DR7E.DE has a 0.50% expense ratio, which is higher than FLRA.DE's 0.30% expense ratio.


Return for Risk

DR7E.DE vs. FLRA.DE — Risk / Return Rank

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

DR7E.DE
DR7E.DE Risk / Return Rank: 8282
Overall Rank
DR7E.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DR7E.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
DR7E.DE Omega Ratio Rank: 7171
Omega Ratio Rank
DR7E.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
DR7E.DE Martin Ratio Rank: 9191
Martin Ratio Rank

FLRA.DE
FLRA.DE Risk / Return Rank: 1919
Overall Rank
FLRA.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FLRA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
FLRA.DE Omega Ratio Rank: 1818
Omega Ratio Rank
FLRA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
FLRA.DE Martin Ratio Rank: 1919
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.

DR7E.DE vs. FLRA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) and Franklin Metaverse UCITS ETF USD Capitalisation (FLRA.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.


DR7E.DEFLRA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.49

0.28

+1.22

Sortino ratio

Return per unit of downside risk

2.10

0.57

+1.53

Omega ratio

Gain probability vs. loss probability

1.27

1.07

+0.20

Calmar ratio

Return relative to maximum drawdown

4.95

0.56

+4.38

Martin ratio

Return relative to average drawdown

14.12

1.42

+12.70

DR7E.DE vs. FLRA.DE - Sharpe Ratio Comparison

The current DR7E.DE Sharpe Ratio is 1.49, which is higher than the FLRA.DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of DR7E.DE and FLRA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DR7E.DEFLRA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

0.28

+1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.46

-0.44

Correlation

The correlation between DR7E.DE and FLRA.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DR7E.DE vs. FLRA.DE - Dividend Comparison

Neither DR7E.DE nor FLRA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DR7E.DE vs. FLRA.DE - Drawdown Comparison

The maximum DR7E.DE drawdown since its inception was -40.66%, which is greater than FLRA.DE's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for DR7E.DE and FLRA.DE.


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Drawdown Indicators


DR7E.DEFLRA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.66%

-34.22%

-6.44%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-29.17%

+18.20%

Current Drawdown

Current decline from peak

-6.19%

-27.19%

+21.00%

Average Drawdown

Average peak-to-trough decline

-18.98%

-9.75%

-9.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

11.58%

-8.09%

Volatility

DR7E.DE vs. FLRA.DE - Volatility Comparison

Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) and Franklin Metaverse UCITS ETF USD Capitalisation (FLRA.DE) have volatilities of 7.18% and 6.86%, 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


DR7E.DEFLRA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

6.86%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

16.44%

19.47%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

25.83%

28.27%

-2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.76%

27.61%

-2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.76%

27.61%

-2.85%