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FLCH vs. C024.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCH and C024.DE is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

FLCH vs. C024.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China ETF (FLCH) and Amundi MSCI China A II UCITS ETF Dist (C024.DE). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%NovemberDecember2025FebruaryMarchApril
-6.74%
1.78%
FLCH
C024.DE

Key characteristics

Sharpe Ratio

FLCH:

0.90

C024.DE:

0.12

Sortino Ratio

FLCH:

1.44

C024.DE:

0.40

Omega Ratio

FLCH:

1.20

C024.DE:

1.06

Calmar Ratio

FLCH:

0.56

C024.DE:

0.08

Martin Ratio

FLCH:

2.27

C024.DE:

0.28

Ulcer Index

FLCH:

13.55%

C024.DE:

12.53%

Daily Std Dev

FLCH:

34.24%

C024.DE:

28.18%

Max Drawdown

FLCH:

-62.09%

C024.DE:

-49.68%

Current Drawdown

FLCH:

-41.04%

C024.DE:

-37.14%

Returns By Period

In the year-to-date period, FLCH achieves a 10.87% return, which is significantly higher than C024.DE's -11.45% return.


FLCH

YTD

10.87%

1M

-5.59%

6M

6.25%

1Y

28.19%

5Y*

-0.25%

10Y*

N/A

C024.DE

YTD

-11.45%

1M

-8.52%

6M

-9.96%

1Y

4.30%

5Y*

0.14%

10Y*

-2.05%

*Annualized

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FLCH vs. C024.DE - Expense Ratio Comparison

FLCH has a 0.19% expense ratio, which is lower than C024.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for C024.DE: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
C024.DE: 0.25%
Expense ratio chart for FLCH: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLCH: 0.19%

Risk-Adjusted Performance

FLCH vs. C024.DE — Risk-Adjusted Performance Rank

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

FLCH
The Risk-Adjusted Performance Rank of FLCH is 7373
Overall Rank
The Sharpe Ratio Rank of FLCH is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCH is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FLCH is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FLCH is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FLCH is 6363
Martin Ratio Rank

C024.DE
The Risk-Adjusted Performance Rank of C024.DE is 3131
Overall Rank
The Sharpe Ratio Rank of C024.DE is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of C024.DE is 3535
Sortino Ratio Rank
The Omega Ratio Rank of C024.DE is 3535
Omega Ratio Rank
The Calmar Ratio Rank of C024.DE is 2727
Calmar Ratio Rank
The Martin Ratio Rank of C024.DE is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLCH vs. C024.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Amundi MSCI China A II UCITS ETF Dist (C024.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.


The chart of Sharpe ratio for FLCH, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.00
FLCH: 0.57
C024.DE: 0.17
The chart of Sortino ratio for FLCH, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.00
FLCH: 1.02
C024.DE: 0.48
The chart of Omega ratio for FLCH, currently valued at 1.14, compared to the broader market0.501.001.502.00
FLCH: 1.14
C024.DE: 1.07
The chart of Calmar ratio for FLCH, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.00
FLCH: 0.35
C024.DE: 0.10
The chart of Martin ratio for FLCH, currently valued at 1.39, compared to the broader market0.0020.0040.0060.00
FLCH: 1.39
C024.DE: 0.36

The current FLCH Sharpe Ratio is 0.90, which is higher than the C024.DE Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of FLCH and C024.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.57
0.17
FLCH
C024.DE

Dividends

FLCH vs. C024.DE - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.59%, more than C024.DE's 2.47% yield.


TTM20242023202220212020201920182017
FLCH
Franklin FTSE China ETF
2.59%2.88%3.46%2.69%1.49%0.91%1.98%1.93%0.00%
C024.DE
Amundi MSCI China A II UCITS ETF Dist
2.47%2.19%1.98%1.34%1.23%1.42%1.88%2.49%0.00%

Drawdowns

FLCH vs. C024.DE - Drawdown Comparison

The maximum FLCH drawdown since its inception was -62.09%, which is greater than C024.DE's maximum drawdown of -49.68%. Use the drawdown chart below to compare losses from any high point for FLCH and C024.DE. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%NovemberDecember2025FebruaryMarchApril
-41.04%
-41.11%
FLCH
C024.DE

Volatility

FLCH vs. C024.DE - Volatility Comparison

Franklin FTSE China ETF (FLCH) has a higher volatility of 14.22% compared to Amundi MSCI China A II UCITS ETF Dist (C024.DE) at 8.90%. This indicates that FLCH's price experiences larger fluctuations and is considered to be riskier than C024.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.22%
8.90%
FLCH
C024.DE