EDIV.L vs. FRXD.L
EDIV.L (Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc) and FRXD.L (Franklin European Quality Dividend UCITS ETF) are both Europe Equities funds - EDIV.L tracks the MSCI EMU NR EUR while FRXD.L tracks the Franklin European Quality Dividend UCITS ETF. Both are passively managed. Over the past 3 years, EDIV.L returned 13.57%/yr vs 19.46%/yr for FRXD.L. A 0.71 correlation means they provide meaningful diversification when combined. EDIV.L charges 0.30%/yr vs 0.25%/yr for FRXD.L.
Performance
EDIV.L vs. FRXD.L - Performance Comparison
Loading charts...
Different Trading Currencies
EDIV.L is traded in GBP, while FRXD.L is traded in EUR. To make them comparable, the FRXD.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, EDIV.L achieves a 7.59% return, which is significantly lower than FRXD.L's 8.97% return.
EDIV.L
- 1D
- 0.76%
- 1M
- 1.28%
- 6M
- 7.30%
- YTD
- 7.59%
- 1Y
- 12.04%
- 3Y*
- 13.57%
- 5Y*
- —
- 10Y*
- —
FRXD.L
- 1D
- 0.00%
- 1M
- -2.54%
- 6M
- 8.87%
- YTD
- 8.97%
- 1Y
- 17.48%
- 3Y*
- 19.46%
- 5Y*
- 12.15%
- 10Y*
- —
EDIV.L vs. FRXD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EDIV.L Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc | 7.59% | 22.05% | 4.13% | 13.56% | -8.58% | -17.19% |
FRXD.L Franklin European Quality Dividend UCITS ETF | 8.97% | 30.65% | 7.63% | 8.12% | 5.16% | -2.07% |
Correlation
The correlation between EDIV.L and FRXD.L is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2021 | 0.71 |
The correlation between EDIV.L and FRXD.L has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EDIV.L vs. FRXD.L — Risk / Return Rank
EDIV.L
FRXD.L
EDIV.L vs. FRXD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L) and Franklin European Quality Dividend UCITS ETF (FRXD.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.
| EDIV.L | FRXD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 4.77 | -3.47 |
| Martin ratioReturn relative to average drawdown | 4.22 | 10.85 | -6.63 |
Loading charts...
Drawdowns
EDIV.L vs. FRXD.L - Drawdown Comparison
The maximum EDIV.L drawdown since its inception was -34.07%, which is greater than FRXD.L's maximum drawdown of -29.39%. Use the drawdown chart below to compare losses from any high point for EDIV.L and FRXD.L.
Loading charts...
Drawdown Indicators
| EDIV.L | FRXD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.07% | -29.39% | -4.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -3.59% | -5.33% |
Max Drawdown (3Y)Largest decline over 3 years | -10.15% | -8.29% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.18% | — |
Current DrawdownCurrent decline from peak | -0.67% | -3.41% | +2.74% |
Average DrawdownAverage peak-to-trough decline | -13.53% | -3.52% | -10.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 1.58% | +1.19% |
Volatility
EDIV.L vs. FRXD.L - Volatility Comparison
Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L) and Franklin European Quality Dividend UCITS ETF (FRXD.L) have volatilities of 2.62% and 2.63%, 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.
Loading charts...
Volatility by Period
| EDIV.L | FRXD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.63% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 7.06% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.83% | 8.90% | +1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 11.33% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 13.38% | +2.09% |
EDIV.L vs. FRXD.L - Expense Ratio Comparison
EDIV.L has a 0.30% expense ratio, which is higher than FRXD.L's 0.25% expense ratio.
Dividends
EDIV.L vs. FRXD.L - Dividend Comparison
EDIV.L has not paid dividends to shareholders, while FRXD.L's dividend yield for the trailing twelve months is around 3.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EDIV.L Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRXD.L Franklin European Quality Dividend UCITS ETF | 3.98% | 4.28% | 4.30% | 5.00% | 5.20% | 4.63% | 3.53% | 4.42% | 5.53% |
Frequently Asked Questions
EDIV.L and FRXD.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRXD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRXD.L is cheaper with a 0.25% expense ratio, compared with 0.30% for EDIV.L.
EDIV.L tracks MSCI EMU NR EUR, while FRXD.L tracks Franklin European Quality Dividend UCITS ETF. They also come from different issuers: Amundi and Franklin. Their fees differ too: 0.30% for EDIV.L and 0.25% for FRXD.L.
Find the right allocation for EDIV.L and FRXD.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer