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E127.L vs. FLQA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

E127.L vs. FLQA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) and Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc) (FLQA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

E127.L is traded in GBP, while FLQA.L is traded in USD. To make them comparable, the FLQA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, E127.L achieves a 16.11% return, which is significantly lower than FLQA.L's 30.36% return.


E127.L

1D
-1.94%
1M
-9.98%
6M
9.83%
YTD
16.11%
1Y
31.37%
3Y*
18.08%
5Y*
7.04%
10Y*

FLQA.L

1D
-1.70%
1M
-12.65%
6M
21.93%
YTD
30.36%
1Y
47.65%
3Y*
23.13%
5Y*
12.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

E127.L vs. FLQA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
E127.L
Amundi MSCI Emerging Markets II UCITS ETF Dist
16.11%25.43%9.39%2.77%-10.03%-1.88%25.95%
FLQA.L
Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc)
30.36%20.59%9.64%6.42%-2.58%5.56%9.85%

Correlation

The correlation between E127.L and FLQA.L is 0.91, 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

0.91

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

0.85

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

0.82

Correlation (All Time)
Calculated using the full available price history since May 20, 2020

0.82

The correlation between E127.L and FLQA.L has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.

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Return for Risk

E127.L vs. FLQA.L — Risk / Return Rank

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

E127.L
E127.L Risk / Return Rank: 6262
Overall Rank
E127.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
E127.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
E127.L Omega Ratio Rank: 6565
Omega Ratio Rank
E127.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
E127.L Martin Ratio Rank: 6262
Martin Ratio Rank

FLQA.L
FLQA.L Risk / Return Rank: 7878
Overall Rank
FLQA.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FLQA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
FLQA.L Omega Ratio Rank: 7777
Omega Ratio Rank
FLQA.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
FLQA.L Martin Ratio Rank: 7878
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.

E127.L vs. FLQA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) and Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc) (FLQA.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.


E127.LFLQA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

2.51

3.07

-0.56

Martin ratioReturn relative to average drawdown

8.25

10.98

-2.73

E127.L vs. FLQA.L - Sharpe Ratio Comparison

The current E127.L Sharpe Ratio is 1.59, which is comparable to the FLQA.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of E127.L and FLQA.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

E127.L vs. FLQA.L - Drawdown Comparison

The maximum E127.L drawdown since its inception was -27.45%, which is greater than FLQA.L's maximum drawdown of -20.97%. Use the drawdown chart below to compare losses from any high point for E127.L and FLQA.L.


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Drawdown Indicators


E127.LFLQA.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.45%

-20.97%

-6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-15.46%

+3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-15.31%

-19.58%

+4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.02%

-19.58%

-2.44%

Current Drawdown

Current decline from peak

-12.43%

-15.46%

+3.03%

Average Drawdown

Average peak-to-trough decline

-10.90%

-4.06%

-6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

4.33%

-0.54%

Volatility

E127.L vs. FLQA.L - Volatility Comparison

The current volatility for Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) is 8.65%, while Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc) (FLQA.L) has a volatility of 10.51%. This indicates that E127.L experiences smaller price fluctuations and is considered to be less risky than FLQA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


E127.LFLQA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

10.51%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

17.64%

21.94%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

24.07%

-4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

16.61%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

17.88%

-1.06%

E127.L vs. FLQA.L - Expense Ratio Comparison

Both E127.L and FLQA.L have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

E127.L vs. FLQA.L - Dividend Comparison

E127.L's dividend yield for the trailing twelve months is around 1.86%, while FLQA.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
E127.L
Amundi MSCI Emerging Markets II UCITS ETF Dist
1.86%2.16%3.35%3.76%2.34%1.64%1.70%
FLQA.L
Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, E127.L and FLQA.L 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.

Both ETFs have the same 0.14% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

E127.L and FLQA.L have the same expense ratio: 0.14% per year.

E127.L is categorized as Emerging Markets Equities, while FLQA.L is Asia Pacific Equities. E127.L tracks MSCI EM NR USD, while FLQA.L tracks Linked FTSE Asia ex Japan ex China Index - Net Return. They also come from different issuers: Amundi and Franklin.

Portfolio Optimizer

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