EXXW.DE vs. FLXE.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) and Franklin Emerging Markets UCITS ETF (FLXE.L).

EXXW.DE and FLXE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXXW.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Asia/Pacific Select Dividend 50. It was launched on Mar 27, 2006. FLXE.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI EM NR USD. It was launched on Oct 17, 2017. Both EXXW.DE and FLXE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EXXW.DE vs. FLXE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) and Franklin Emerging Markets UCITS ETF (FLXE.L). The values are adjusted to include any dividend payments, if applicable.

EXXW.DE vs. FLXE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXXW.DE iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)	11.63%	15.94%	13.25%	9.56%	4.03%	12.54%	-18.74%	18.28%	-10.70%	1.11%
FLXE.L Franklin Emerging Markets UCITS ETF	7.44%	12.67%	13.32%	8.74%	-14.34%	15.51%	-6.97%	14.85%	-7.40%	3.23%

Different Trading Currencies

EXXW.DE is traded in EUR, while FLXE.L is traded in GBP. To make them comparable, the FLXE.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXXW.DE achieves a 11.63% return, which is significantly higher than FLXE.L's 7.44% return.

EXXW.DE

• 1D: 1.91%
• 1M: -2.54%
• YTD: 11.63%
• 6M: 18.67%
• 1Y: 33.08%
• 3Y*: 17.32%
• 5Y*: 10.58%
• 10Y*: 7.42%

FLXE.L

• 1D: 2.10%
• 1M: -4.37%
• YTD: 7.44%
• 6M: 13.44%
• 1Y: 20.55%
• 3Y*: 13.51%
• 5Y*: 6.25%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXW.DE vs. FLXE.L - Expense Ratio Comparison

EXXW.DE has a 0.31% expense ratio, which is lower than FLXE.L's 0.45% expense ratio.

FLXE.L

Franklin Emerging Markets UCITS ETF

EXXW.DE

iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)

Return for Risk

EXXW.DE vs. FLXE.L — Risk / Return Rank

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

EXXW.DE

EXXW.DE Risk / Return Rank: 90
EXXW.DE Sharpe Ratio Rank: 89
EXXW.DE Sortino Ratio Rank: 89
EXXW.DE Omega Ratio Rank: 89
EXXW.DE Calmar Ratio Rank: 89
EXXW.DE Martin Ratio Rank: 94

FLXE.L

FLXE.L Risk / Return Rank: 85
FLXE.L Sharpe Ratio Rank: 88
FLXE.L Sortino Ratio Rank: 89
FLXE.L Omega Ratio Rank: 84
FLXE.L Calmar Ratio Rank: 82
FLXE.L Martin Ratio Rank: 82

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.

EXXW.DE vs. FLXE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) and Franklin Emerging Markets UCITS ETF (FLXE.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.

	EXXW.DE	FLXE.L	Difference
Sharpe ratio Return per unit of total volatility	2.00	1.44	+0.56
Sortino ratio Return per unit of downside risk	2.62	1.98	+0.64
Omega ratio Gain probability vs. loss probability	1.39	1.26	+0.12
Calmar ratio Return relative to maximum drawdown	3.10	2.20	+0.90
Martin ratio Return relative to average drawdown	14.96	8.27	+6.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXXW.DE vs. FLXE.L - Sharpe Ratio Comparison

The current EXXW.DE Sharpe Ratio is 2.00, which is higher than the FLXE.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of EXXW.DE and FLXE.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.

Sharpe Ratios by Period

	EXXW.DE	FLXE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	1.44	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.47	+0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.31	-0.03

Correlation

The correlation between EXXW.DE and FLXE.L is 0.60, 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

EXXW.DE vs. FLXE.L - Dividend Comparison

EXXW.DE's dividend yield for the trailing twelve months is around 3.81%, while FLXE.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXXW.DE iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)	3.81%	4.60%	5.32%	5.98%	7.16%	5.56%	4.64%	5.67%	5.04%	7.91%	4.27%	5.52%
FLXE.L Franklin Emerging Markets UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EXXW.DE vs. FLXE.L - Drawdown Comparison

The maximum EXXW.DE drawdown since its inception was -66.89%, which is greater than FLXE.L's maximum drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for EXXW.DE and FLXE.L.

Drawdown Indicators

	EXXW.DE	FLXE.L	Difference
Max Drawdown Largest peak-to-trough decline	-66.89%	-26.37%	-40.52%
Max Drawdown (1Y) Largest decline over 1 year	-14.30%	-10.11%	-4.19%
Max Drawdown (5Y) Largest decline over 5 years	-20.10%	-16.31%	-3.79%
Max Drawdown (10Y) Largest decline over 10 years	-41.88%	—	—
Current Drawdown Current decline from peak	-3.58%	-6.17%	+2.59%
Average Drawdown Average peak-to-trough decline	-11.63%	-6.06%	-5.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	2.63%	-0.34%

Volatility

EXXW.DE vs. FLXE.L - Volatility Comparison

The current volatility for iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) is 4.88%, while Franklin Emerging Markets UCITS ETF (FLXE.L) has a volatility of 6.12%. This indicates that EXXW.DE experiences smaller price fluctuations and is considered to be less risky than FLXE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXXW.DE	FLXE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.88%	6.12%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	9.63%	10.26%	-0.63%
Volatility (1Y) Calculated over the trailing 1-year period	16.49%	14.28%	+2.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.41%	13.37%	+0.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.94%	15.97%	-0.03%