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EXX7.DE vs. FLJP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXX7.DE vs. FLJP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) and Franklin FTSE Japan ETF (FLJP). The values are adjusted to include any dividend payments, if applicable.

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EXX7.DE vs. FLJP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXX7.DE
iShares Nikkei 225 UCITS ETF (DE)
7.95%15.64%13.98%17.46%-15.88%3.04%13.62%24.16%-5.34%-1.00%
FLJP
Franklin FTSE Japan ETF
9.14%11.74%14.06%16.40%-11.40%8.55%6.22%21.68%-9.98%-1.13%
Different Trading Currencies

EXX7.DE is traded in EUR, while FLJP is traded in USD. To make them comparable, the FLJP values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXX7.DE achieves a 7.95% return, which is significantly lower than FLJP's 9.14% return.


EXX7.DE

1D
4.81%
1M
-4.66%
YTD
7.95%
6M
14.91%
1Y
35.60%
3Y*
16.11%
5Y*
6.66%
10Y*
10.07%

FLJP

1D
2.24%
1M
-3.21%
YTD
9.14%
6M
13.44%
1Y
24.68%
3Y*
15.11%
5Y*
7.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EXX7.DE vs. FLJP - Expense Ratio Comparison

EXX7.DE has a 0.51% expense ratio, which is higher than FLJP's 0.09% expense ratio.


Return for Risk

EXX7.DE vs. FLJP — Risk / Return Rank

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

EXX7.DE
EXX7.DE Risk / Return Rank: 7878
Overall Rank
EXX7.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EXX7.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
EXX7.DE Omega Ratio Rank: 6969
Omega Ratio Rank
EXX7.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
EXX7.DE Martin Ratio Rank: 7575
Martin Ratio Rank

FLJP
FLJP Risk / Return Rank: 8181
Overall Rank
FLJP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FLJP Sortino Ratio Rank: 8383
Sortino Ratio Rank
FLJP Omega Ratio Rank: 7979
Omega Ratio Rank
FLJP Calmar Ratio Rank: 8282
Calmar Ratio Rank
FLJP Martin Ratio Rank: 8181
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.

EXX7.DE vs. FLJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) and Franklin FTSE Japan ETF (FLJP). 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.


EXX7.DEFLJPDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.16

+0.33

Sortino ratio

Return per unit of downside risk

2.19

1.67

+0.52

Omega ratio

Gain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratio

Return relative to maximum drawdown

2.79

2.17

+0.61

Martin ratio

Return relative to average drawdown

8.64

7.18

+1.46

EXX7.DE vs. FLJP - Sharpe Ratio Comparison

The current EXX7.DE Sharpe Ratio is 1.50, which is comparable to the FLJP Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of EXX7.DE and FLJP, 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


EXX7.DEFLJPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.16

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.48

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.41

-0.07

Correlation

The correlation between EXX7.DE and FLJP is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EXX7.DE vs. FLJP - Dividend Comparison

EXX7.DE's dividend yield for the trailing twelve months is around 0.86%, less than FLJP's 4.79% yield.


TTM20252024202320222021202020192018201720162015
EXX7.DE
iShares Nikkei 225 UCITS ETF (DE)
0.86%0.92%0.94%1.17%1.31%0.81%1.00%1.21%0.74%1.19%1.35%1.29%
FLJP
Franklin FTSE Japan ETF
4.79%5.15%4.56%3.00%1.92%2.40%1.51%2.26%1.50%0.10%0.00%0.00%

Drawdowns

EXX7.DE vs. FLJP - Drawdown Comparison

The maximum EXX7.DE drawdown since its inception was -50.57%, which is greater than FLJP's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for EXX7.DE and FLJP.


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Drawdown Indicators


EXX7.DEFLJPDifference

Max Drawdown

Largest peak-to-trough decline

-50.57%

-32.49%

-18.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-13.30%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-32.49%

+11.09%

Max Drawdown (10Y)

Largest decline over 10 years

-29.83%

Current Drawdown

Current decline from peak

-7.85%

-7.59%

-0.26%

Average Drawdown

Average peak-to-trough decline

-12.11%

-9.48%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

3.50%

+0.68%

Volatility

EXX7.DE vs. FLJP - Volatility Comparison

iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) has a higher volatility of 9.24% compared to Franklin FTSE Japan ETF (FLJP) at 7.95%. This indicates that EXX7.DE's price experiences larger fluctuations and is considered to be riskier than FLJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXX7.DEFLJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.24%

7.95%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

17.64%

13.77%

+3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

23.69%

21.30%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

16.61%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.54%

17.44%

+0.10%