PortfoliosLab logoPortfoliosLab logo
EURUSD=X vs. FLCH
Performance
Return for Risk
Drawdowns
Volatility

Performance

EURUSD=X vs. FLCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Euro / U.S. Dollar (EURUSD=X) and Franklin FTSE China ETF (FLCH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EURUSD=X achieves a -1.52% return, which is significantly higher than FLCH's -8.28% return.


EURUSD=X

1D
-0.11%
1M
-0.88%
YTD
-1.52%
6M
-1.48%
1Y
0.14%
3Y*
2.34%
5Y*
-0.91%
10Y*
0.32%

FLCH

1D
0.83%
1M
-6.11%
YTD
-8.28%
6M
-9.10%
1Y
3.67%
3Y*
9.03%
5Y*
-5.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EURUSD=X vs. FLCH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EURUSD=X
Euro / U.S. Dollar
-1.52%13.43%-6.18%3.16%-6.01%-6.81%8.85%-1.94%-4.66%3.43%
FLCH
Franklin FTSE China ETF
-8.28%32.55%18.00%-11.21%-22.74%-20.87%30.09%24.32%-19.52%1.51%

Correlation

The correlation between EURUSD=X and FLCH is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.28

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

0.28

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.23

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

EURUSD=X vs. FLCH — Risk / Return Rank

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

EURUSD=X
EURUSD=X Risk / Return Rank: 4949
Overall Rank
EURUSD=X Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EURUSD=X Sortino Ratio Rank: 4747
Sortino Ratio Rank
EURUSD=X Omega Ratio Rank: 4848
Omega Ratio Rank
EURUSD=X Calmar Ratio Rank: 4949
Calmar Ratio Rank
EURUSD=X Martin Ratio Rank: 4949
Martin Ratio Rank

FLCH
FLCH Risk / Return Rank: 1111
Overall Rank
FLCH Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 1111
Sortino Ratio Rank
FLCH Omega Ratio Rank: 1111
Omega Ratio Rank
FLCH Calmar Ratio Rank: 1111
Calmar Ratio Rank
FLCH Martin Ratio Rank: 1111
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.

EURUSD=X vs. FLCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Euro / U.S. Dollar (EURUSD=X) and Franklin FTSE China ETF (FLCH). 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.


EURUSD=XFLCHDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.00

1.03

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.02

0.12

-0.13

Martin ratioReturn relative to average drawdown

-0.04

0.25

-0.29

EURUSD=X vs. FLCH - Sharpe Ratio Comparison

The current EURUSD=X Sharpe Ratio is -0.02, which is lower than the FLCH Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of EURUSD=X and FLCH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EURUSD=X vs. FLCH - Drawdown Comparison

The maximum EURUSD=X drawdown since its inception was -40.01%, smaller than the maximum FLCH drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and FLCH.


Loading charts...

Drawdown Indicators


EURUSD=XFLCHDifference

Max Drawdown

Largest peak-to-trough decline

-40.01%

-62.09%

+22.08%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-17.14%

+11.95%

Max Drawdown (3Y)

Largest decline over 3 years

-8.83%

-25.43%

+16.60%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-55.78%

+34.89%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

Current Drawdown

Current decline from peak

-27.67%

-35.34%

+7.67%

Average Drawdown

Average peak-to-trough decline

-23.44%

-30.53%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

7.87%

-5.38%

Volatility

EURUSD=X vs. FLCH - Volatility Comparison

The current volatility for Euro / U.S. Dollar (EURUSD=X) is 1.07%, while Franklin FTSE China ETF (FLCH) has a volatility of 5.86%. This indicates that EURUSD=X experiences smaller price fluctuations and is considered to be less risky than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EURUSD=XFLCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

5.86%

-4.79%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

13.73%

-9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

5.89%

19.26%

-13.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.41%

29.60%

-22.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.15%

27.88%

-20.73%

Frequently Asked Questions


EURUSD=X and FLCH have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLCH has higher volatility (5.86%) compared to EURUSD=X (1.07%). In terms of maximum drawdown, EURUSD=X dropped -40.01% vs FLCH's -62.09%.

FLCH currently has the higher Sharpe Ratio (0.10 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EURUSD=X and FLCH

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