PortfoliosLab logoPortfoliosLab logo
FLCH vs. EURUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

FLCH vs. EURUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China ETF (FLCH) and Euro / U.S. Dollar (EURUSD=X). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FLCH achieves a -8.28% return, which is significantly lower than EURUSD=X's -1.52% return.


FLCH

1D
0.83%
1M
-6.11%
YTD
-8.28%
6M
-9.10%
1Y
3.67%
3Y*
9.03%
5Y*
-5.07%
10Y*

EURUSD=X

1D
-0.11%
1M
-0.88%
YTD
-1.52%
6M
-1.48%
1Y
0.14%
3Y*
2.34%
5Y*
-0.91%
10Y*
0.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLCH vs. EURUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLCH
Franklin FTSE China ETF
-8.28%32.55%18.00%-11.21%-22.74%-20.87%30.09%24.32%-19.52%1.51%
EURUSD=X
Euro / U.S. Dollar
-1.52%13.43%-6.18%3.16%-6.01%-6.81%8.85%-1.94%-4.66%3.43%

Correlation

The correlation between FLCH and EURUSD=X 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

0.28

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

0.28

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.23

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

FLCH vs. EURUSD=X — 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

EURUSD=X
EURUSD=X Risk / Return Rank: 4949
Overall Rank
EURUSD=X Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EURUSD=X Sortino Ratio Rank: 4747
Sortino Ratio Rank
EURUSD=X Omega Ratio Rank: 4848
Omega Ratio Rank
EURUSD=X Calmar Ratio Rank: 4949
Calmar Ratio Rank
EURUSD=X Martin Ratio Rank: 4949
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. EURUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Euro / U.S. Dollar (EURUSD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLCHEURUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.03

1.00

+0.03

Calmar ratioReturn relative to maximum drawdown

0.12

-0.02

+0.13

Martin ratioReturn relative to average drawdown

0.25

-0.04

+0.29

FLCH vs. EURUSD=X - Sharpe Ratio Comparison

The current FLCH Sharpe Ratio is 0.10, which is higher than the EURUSD=X Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FLCH and EURUSD=X, 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...

Drawdowns

FLCH vs. EURUSD=X - Drawdown Comparison

The maximum FLCH drawdown since its inception was -62.09%, which is greater than EURUSD=X's maximum drawdown of -40.01%. Use the drawdown chart below to compare losses from any high point for FLCH and EURUSD=X.


Loading charts...

Drawdown Indicators


FLCHEURUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-62.09%

-40.01%

-22.08%

Max Drawdown (1Y)

Largest decline over 1 year

-17.14%

-5.19%

-11.95%

Max Drawdown (3Y)

Largest decline over 3 years

-25.43%

-8.83%

-16.60%

Max Drawdown (5Y)

Largest decline over 5 years

-55.78%

-20.89%

-34.89%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

Current Drawdown

Current decline from peak

-35.34%

-27.67%

-7.67%

Average Drawdown

Average peak-to-trough decline

-30.53%

-23.44%

-7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.87%

2.49%

+5.38%

Volatility

FLCH vs. EURUSD=X - Volatility Comparison

Franklin FTSE China ETF (FLCH) has a higher volatility of 5.86% compared to Euro / U.S. Dollar (EURUSD=X) at 1.07%. This indicates that FLCH's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLCHEURUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

1.07%

+4.79%

Volatility (6M)

Calculated over the trailing 6-month period

13.73%

4.50%

+9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.26%

5.89%

+13.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.60%

7.41%

+22.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.88%

7.15%

+20.73%

Frequently Asked Questions


FLCH and EURUSD=X 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.

FLCH has higher volatility (5.86%) compared to EURUSD=X (1.07%). In terms of maximum drawdown, FLCH dropped -62.09% vs EURUSD=X's -40.01%.

FLCH currently has the higher Sharpe Ratio (0.10 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FLCH and EURUSD=X

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