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FLCH vs. 36BA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLCH vs. 36BA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China ETF (FLCH) and iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FLCH is traded in USD, while 36BA.DE is traded in EUR. To make them comparable, the 36BA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLCH achieves a -9.50% return, which is significantly lower than 36BA.DE's -1.87% return.


FLCH

1D
-0.60%
1M
-8.03%
YTD
-9.50%
6M
-11.21%
1Y
2.19%
3Y*
8.94%
5Y*
-5.25%
10Y*

36BA.DE

1D
0.37%
1M
-1.63%
YTD
-1.87%
6M
-0.60%
1Y
5.14%
3Y*
5.73%
5Y*
-2.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLCH vs. 36BA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FLCH
Franklin FTSE China ETF
-9.50%32.55%18.00%-11.21%-22.74%-20.87%35.60%
36BA.DE
iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist)
-1.87%18.98%-5.53%8.78%-21.63%-10.20%22.00%

Correlation

The correlation between FLCH and 36BA.DE 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

0.25

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

0.24

Correlation (All Time)
Calculated using the full available price history since May 15, 2020

0.25

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Return for Risk

FLCH vs. 36BA.DE — Risk / Return Rank

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

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

36BA.DE
36BA.DE Risk / Return Rank: 1919
Overall Rank
36BA.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
36BA.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
36BA.DE Omega Ratio Rank: 1717
Omega Ratio Rank
36BA.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
36BA.DE Martin Ratio Rank: 2121
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.

FLCH vs. 36BA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.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.


FLCH36BA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.04

1.09

-0.06

Calmar ratioReturn relative to maximum drawdown

0.13

0.67

-0.54

Martin ratioReturn relative to average drawdown

0.29

1.76

-1.47

FLCH vs. 36BA.DE - Sharpe Ratio Comparison

The current FLCH Sharpe Ratio is 0.11, which is lower than the 36BA.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FLCH and 36BA.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.


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Sharpe Ratios by Period


FLCH36BA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

0.51

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.21

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.04

-0.04

Drawdowns

FLCH vs. 36BA.DE - Drawdown Comparison

The maximum FLCH drawdown since its inception was -62.09%, which is greater than 36BA.DE's maximum drawdown of -38.95%. Use the drawdown chart below to compare losses from any high point for FLCH and 36BA.DE.


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Drawdown Indicators


FLCH36BA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.09%

-38.95%

-23.14%

Max Drawdown (1Y)

Largest decline over 1 year

-17.14%

-6.75%

-10.39%

Max Drawdown (3Y)

Largest decline over 3 years

-25.43%

-13.15%

-12.28%

Max Drawdown (5Y)

Largest decline over 5 years

-55.78%

-36.80%

-18.98%

Current Drawdown

Current decline from peak

-36.20%

-15.57%

-20.63%

Average Drawdown

Average peak-to-trough decline

-30.54%

-18.54%

-12.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.58%

2.57%

+5.01%

Volatility

FLCH vs. 36BA.DE - Volatility Comparison

Franklin FTSE China ETF (FLCH) has a higher volatility of 6.46% compared to iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.DE) at 2.72%. This indicates that FLCH's price experiences larger fluctuations and is considered to be riskier than 36BA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCH36BA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

2.72%

+3.74%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

6.22%

+7.66%

Volatility (1Y)

Calculated over the trailing 1-year period

19.31%

8.81%

+10.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.61%

11.77%

+17.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.91%

11.29%

+16.62%

FLCH vs. 36BA.DE - Expense Ratio Comparison

FLCH has a 0.19% expense ratio, which is higher than 36BA.DE's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLCH vs. 36BA.DE - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.61%, less than 36BA.DE's 4.95% yield.


PositionTTM202520242023202220212020201920182017
36BA.DE
iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist)
4.95%4.73%4.75%4.15%2.94%1.76%0.87%0.00%0.00%0.00%
FLCH
Franklin FTSE China ETF
2.61%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%

Frequently Asked Questions


FLCH and 36BA.DE 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.

On fees, 36BA.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

36BA.DE is cheaper with a 0.17% expense ratio, compared with 0.19% for FLCH.

FLCH is categorized as China Equities, while 36BA.DE is Corporate Bonds. FLCH tracks FTSE China RIC Capped Index, while 36BA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI Index (EUR Hedged). They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for FLCH and 0.17% for 36BA.DE.

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