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EQDS.L vs. FLXD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQDS.L vs. FLXD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) and Franklin European Quality Dividend UCITS ETF (FLXD.L). The values are adjusted to include any dividend payments, if applicable.

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EQDS.L vs. FLXD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
0.77%16.53%6.00%12.95%7.23%10.22%-4.67%19.34%-3.79%-0.21%
FLXD.L
Franklin European Quality Dividend UCITS ETF
9.80%31.50%8.51%9.23%6.26%10.54%1.48%13.79%-11.21%-3.30%
Different Trading Currencies

EQDS.L is traded in GBp, while FLXD.L is traded in GBP. To make them comparable, the FLXD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EQDS.L achieves a 0.77% return, which is significantly lower than FLXD.L's 9.80% return.


EQDS.L

1D
1.42%
1M
-4.38%
YTD
0.77%
6M
2.93%
1Y
11.22%
3Y*
9.40%
5Y*
10.48%
10Y*

FLXD.L

1D
0.24%
1M
0.81%
YTD
9.80%
6M
14.07%
1Y
27.12%
3Y*
19.22%
5Y*
14.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQDS.L vs. FLXD.L - Expense Ratio Comparison

EQDS.L has a 0.28% expense ratio, which is higher than FLXD.L's 0.25% expense ratio.


Return for Risk

EQDS.L vs. FLXD.L — Risk / Return Rank

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

EQDS.L
EQDS.L Risk / Return Rank: 4343
Overall Rank
EQDS.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EQDS.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
EQDS.L Omega Ratio Rank: 4444
Omega Ratio Rank
EQDS.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
EQDS.L Martin Ratio Rank: 4141
Martin Ratio Rank

FLXD.L
FLXD.L Risk / Return Rank: 9595
Overall Rank
FLXD.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLXD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLXD.L Omega Ratio Rank: 9696
Omega Ratio Rank
FLXD.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
FLXD.L Martin Ratio Rank: 9797
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.

EQDS.L vs. FLXD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) and Franklin European Quality Dividend UCITS ETF (FLXD.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.


EQDS.LFLXD.LDifference

Sharpe ratio

Return per unit of total volatility

0.90

2.50

-1.61

Sortino ratio

Return per unit of downside risk

1.24

3.25

-2.01

Omega ratio

Gain probability vs. loss probability

1.18

1.51

-0.33

Calmar ratio

Return relative to maximum drawdown

1.19

3.76

-2.57

Martin ratio

Return relative to average drawdown

4.16

19.22

-15.05

EQDS.L vs. FLXD.L - Sharpe Ratio Comparison

The current EQDS.L Sharpe Ratio is 0.90, which is lower than the FLXD.L Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of EQDS.L and FLXD.L, 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


EQDS.LFLXD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.50

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

1.32

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.65

-0.10

Correlation

The correlation between EQDS.L and FLXD.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EQDS.L vs. FLXD.L - Dividend Comparison

EQDS.L's dividend yield for the trailing twelve months is around 3.34%, less than FLXD.L's 4.35% yield.


TTM202520242023202220212020201920182017
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.34%2.96%3.16%3.58%4.14%4.63%3.23%4.52%5.06%0.76%
FLXD.L
Franklin European Quality Dividend UCITS ETF
4.35%4.90%5.18%5.75%5.87%5.51%3.90%1.53%1.09%0.00%

Drawdowns

EQDS.L vs. FLXD.L - Drawdown Comparison

The maximum EQDS.L drawdown since its inception was -32.52%, which is greater than FLXD.L's maximum drawdown of -29.71%. Use the drawdown chart below to compare losses from any high point for EQDS.L and FLXD.L.


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Drawdown Indicators


EQDS.LFLXD.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.52%

-29.71%

-2.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

-7.39%

-2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-11.74%

-11.76%

+0.02%

Current Drawdown

Current decline from peak

-6.11%

0.00%

-6.11%

Average Drawdown

Average peak-to-trough decline

-4.02%

-4.19%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

1.44%

+1.30%

Volatility

EQDS.L vs. FLXD.L - Volatility Comparison

iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) has a higher volatility of 4.46% compared to Franklin European Quality Dividend UCITS ETF (FLXD.L) at 3.62%. This indicates that EQDS.L's price experiences larger fluctuations and is considered to be riskier than FLXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQDS.LFLXD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

3.62%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

6.62%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

10.80%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.36%

10.90%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

12.98%

+2.85%