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FLCH vs. VEUR.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLCH vs. VEUR.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China ETF (FLCH) and Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI). The values are adjusted to include any dividend payments, if applicable.

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FLCH vs. VEUR.MI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLCH
Franklin FTSE China ETF
-5.65%32.55%18.00%-11.21%-22.74%-20.87%30.09%14.04%
VEUR.MI
Vanguard FTSE Developed Europe UCITS ETF
-0.09%36.34%2.84%19.97%-15.16%15.29%7.05%18.18%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, FLCH achieves a -5.65% return, which is significantly lower than VEUR.MI's -0.09% return.


FLCH

1D
0.29%
1M
-4.32%
YTD
-5.65%
6M
-12.56%
1Y
7.43%
3Y*
7.60%
5Y*
-4.85%
10Y*

VEUR.MI

1D
2.75%
1M
-4.72%
YTD
-0.09%
6M
5.34%
1Y
22.10%
3Y*
15.08%
5Y*
9.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLCH vs. VEUR.MI - Expense Ratio Comparison

FLCH has a 0.19% expense ratio, which is higher than VEUR.MI's 0.10% 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%.


Return for Risk

FLCH vs. VEUR.MI — Risk / Return Rank

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

FLCH
FLCH Risk / Return Rank: 2121
Overall Rank
FLCH Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 2020
Sortino Ratio Rank
FLCH Omega Ratio Rank: 2121
Omega Ratio Rank
FLCH Calmar Ratio Rank: 2222
Calmar Ratio Rank
FLCH Martin Ratio Rank: 2020
Martin Ratio Rank

VEUR.MI
VEUR.MI Risk / Return Rank: 4444
Overall Rank
VEUR.MI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VEUR.MI Sortino Ratio Rank: 4141
Sortino Ratio Rank
VEUR.MI Omega Ratio Rank: 4747
Omega Ratio Rank
VEUR.MI Calmar Ratio Rank: 3939
Calmar Ratio Rank
VEUR.MI Martin Ratio Rank: 4444
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. VEUR.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI). 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.


FLCHVEUR.MIDifference

Sharpe ratio

Return per unit of total volatility

0.32

1.27

-0.95

Sortino ratio

Return per unit of downside risk

0.59

1.73

-1.14

Omega ratio

Gain probability vs. loss probability

1.08

1.26

-0.18

Calmar ratio

Return relative to maximum drawdown

0.45

1.90

-1.45

Martin ratio

Return relative to average drawdown

1.29

6.90

-5.61

FLCH vs. VEUR.MI - Sharpe Ratio Comparison

The current FLCH Sharpe Ratio is 0.32, which is lower than the VEUR.MI Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FLCH and VEUR.MI, 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


FLCHVEUR.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.27

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.55

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.58

-0.56

Correlation

The correlation between FLCH and VEUR.MI is 0.42, 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

FLCH vs. VEUR.MI - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.50%, less than VEUR.MI's 2.76% yield.


TTM202520242023202220212020201920182017
FLCH
Franklin FTSE China ETF
2.50%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%
VEUR.MI
Vanguard FTSE Developed Europe UCITS ETF
2.76%2.79%3.07%3.00%3.32%2.66%2.23%3.24%0.00%0.00%

Drawdowns

FLCH vs. VEUR.MI - Drawdown Comparison

The maximum FLCH drawdown since its inception was -62.09%, which is greater than VEUR.MI's maximum drawdown of -35.87%. Use the drawdown chart below to compare losses from any high point for FLCH and VEUR.MI.


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Drawdown Indicators


FLCHVEUR.MIDifference

Max Drawdown

Largest peak-to-trough decline

-62.09%

-35.22%

-26.87%

Max Drawdown (1Y)

Largest decline over 1 year

-16.65%

-12.41%

-4.24%

Max Drawdown (5Y)

Largest decline over 5 years

-56.06%

-20.32%

-35.74%

Current Drawdown

Current decline from peak

-33.49%

-5.59%

-27.90%

Average Drawdown

Average peak-to-trough decline

-30.50%

-4.86%

-25.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.02%

2.93%

+3.09%

Volatility

FLCH vs. VEUR.MI - Volatility Comparison

Franklin FTSE China ETF (FLCH) and Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI) have volatilities of 6.44% and 6.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCHVEUR.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

6.24%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

10.58%

+3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

23.03%

17.38%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.58%

17.54%

+12.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.06%

18.85%

+9.21%