PortfoliosLab logoPortfoliosLab logo
EXS3.DE vs. FLXD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXS3.DE vs. FLXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MDAX UCITS ETF (DE) (EXS3.DE) and Franklin European Quality Dividend UCITS ETF (FLXD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXS3.DE achieves a 6.43% return, which is significantly lower than FLXD.DE's 10.13% return.


EXS3.DE

1D
0.21%
1M
5.13%
YTD
6.43%
6M
10.24%
1Y
4.92%
3Y*
6.03%
5Y*
-1.18%
10Y*
4.04%

FLXD.DE

1D
0.23%
1M
-0.45%
YTD
10.13%
6M
13.08%
1Y
16.52%
3Y*
17.99%
5Y*
12.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXS3.DE vs. FLXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXS3.DE
iShares MDAX UCITS ETF (DE)
6.43%19.10%-6.45%7.92%-29.11%13.18%8.17%30.28%-18.39%5.97%
FLXD.DE
Franklin European Quality Dividend UCITS ETF
10.13%24.53%12.30%10.31%-0.48%16.07%-3.54%23.52%-7.81%0.44%

Correlation

The correlation between EXS3.DE and FLXD.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.52

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

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2017

0.64

Over the past year, the correlation between EXS3.DE and FLXD.DE has dropped to 0.42 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

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

EXS3.DE vs. FLXD.DE — Risk / Return Rank

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

EXS3.DE
EXS3.DE Risk / Return Rank: 1313
Overall Rank
EXS3.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXS3.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EXS3.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EXS3.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EXS3.DE Martin Ratio Rank: 1313
Martin Ratio Rank

FLXD.DE
FLXD.DE Risk / Return Rank: 6363
Overall Rank
FLXD.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FLXD.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLXD.DE Omega Ratio Rank: 5656
Omega Ratio Rank
FLXD.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
FLXD.DE Martin Ratio Rank: 6363
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.

EXS3.DE vs. FLXD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MDAX UCITS ETF (DE) (EXS3.DE) and Franklin European Quality Dividend UCITS ETF (FLXD.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.


EXS3.DEFLXD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.06

1.34

-0.28

Calmar ratioReturn relative to maximum drawdown

0.34

4.09

-3.75

Martin ratioReturn relative to average drawdown

0.91

11.21

-10.30

EXS3.DE vs. FLXD.DE - Sharpe Ratio Comparison

The current EXS3.DE Sharpe Ratio is 0.26, which is lower than the FLXD.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of EXS3.DE and FLXD.DE, 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...

Sharpe Ratios by Period


EXS3.DEFLXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

1.89

-1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

1.03

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.65

-0.29

Drawdowns

EXS3.DE vs. FLXD.DE - Drawdown Comparison

The maximum EXS3.DE drawdown since its inception was -63.82%, which is greater than FLXD.DE's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for EXS3.DE and FLXD.DE.


Loading charts...

Drawdown Indicators


EXS3.DEFLXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.82%

-35.10%

-28.72%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-4.02%

-10.55%

Max Drawdown (3Y)

Largest decline over 3 years

-18.67%

-10.07%

-8.60%

Max Drawdown (5Y)

Largest decline over 5 years

-40.31%

-14.19%

-26.12%

Max Drawdown (10Y)

Largest decline over 10 years

-40.31%

Current Drawdown

Current decline from peak

-12.23%

-3.80%

-8.43%

Average Drawdown

Average peak-to-trough decline

-14.02%

-3.88%

-10.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

1.47%

+3.88%

Volatility

EXS3.DE vs. FLXD.DE - Volatility Comparison

iShares MDAX UCITS ETF (DE) (EXS3.DE) has a higher volatility of 4.94% compared to Franklin European Quality Dividend UCITS ETF (FLXD.DE) at 3.50%. This indicates that EXS3.DE's price experiences larger fluctuations and is considered to be riskier than FLXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXS3.DEFLXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

3.50%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

15.18%

7.02%

+8.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

8.70%

+9.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

11.66%

+7.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

14.11%

+4.26%

EXS3.DE vs. FLXD.DE - Expense Ratio Comparison

EXS3.DE has a 0.51% expense ratio, which is higher than FLXD.DE's 0.25% expense ratio.


Dividends

EXS3.DE vs. FLXD.DE - Dividend Comparison

EXS3.DE has not paid dividends to shareholders, while FLXD.DE's dividend yield for the trailing twelve months is around 3.78%.


PositionTTM20252024202320222021202020192018201720162015
EXS3.DE
iShares MDAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.41%0.49%0.53%0.49%
FLXD.DE
Franklin European Quality Dividend UCITS ETF
3.78%4.28%4.31%4.99%5.20%4.61%3.48%4.38%5.45%0.72%0.00%0.00%

Frequently Asked Questions


EXS3.DE and FLXD.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXD.DE is cheaper with a 0.25% expense ratio, compared with 0.51% for EXS3.DE.

EXS3.DE tracks MDAX®, while FLXD.DE tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.51% for EXS3.DE and 0.25% for FLXD.DE.

Portfolio Optimizer

Find the right allocation for EXS3.DE and FLXD.DE

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