PortfoliosLab logoPortfoliosLab logo
FLCH vs. XCS7.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLCH vs. XCS7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China ETF (FLCH) and Xtrackers MSCI China UCITS ETF 1D (XCS7.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FLCH vs. XCS7.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FLCH
Franklin FTSE China ETF
-5.65%32.55%18.00%-11.21%3.70%
XCS7.DE
Xtrackers MSCI China UCITS ETF 1D
-7.47%31.55%20.20%-12.04%4.70%
Different Trading Currencies

FLCH is traded in USD, while XCS7.DE is traded in EUR. To make them comparable, the XCS7.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 -5.65% return, which is significantly higher than XCS7.DE's -7.47% return.


FLCH

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

XCS7.DE

1D
1.36%
1M
-3.78%
YTD
-7.47%
6M
-13.84%
1Y
5.23%
3Y*
7.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLCH vs. XCS7.DE - Expense Ratio Comparison

FLCH has a 0.19% expense ratio, which is lower than XCS7.DE's 0.28% expense ratio.


Return for Risk

FLCH vs. XCS7.DE — 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

XCS7.DE
XCS7.DE Risk / Return Rank: 1010
Overall Rank
XCS7.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XCS7.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
XCS7.DE Omega Ratio Rank: 1010
Omega Ratio Rank
XCS7.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XCS7.DE Martin Ratio Rank: 1111
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. XCS7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Xtrackers MSCI China UCITS ETF 1D (XCS7.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.


FLCHXCS7.DEDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.24

+0.09

Sortino ratio

Return per unit of downside risk

0.59

0.46

+0.13

Omega ratio

Gain probability vs. loss probability

1.08

1.06

+0.02

Calmar ratio

Return relative to maximum drawdown

0.45

0.36

+0.09

Martin ratio

Return relative to average drawdown

1.29

0.94

+0.34

FLCH vs. XCS7.DE - Sharpe Ratio Comparison

The current FLCH Sharpe Ratio is 0.32, which is higher than the XCS7.DE Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of FLCH and XCS7.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.


Loading graphics...

Sharpe Ratios by Period


FLCHXCS7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.24

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.28

-0.26

Correlation

The correlation between FLCH and XCS7.DE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLCH vs. XCS7.DE - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.50%, more than XCS7.DE's 2.10% 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%
XCS7.DE
Xtrackers MSCI China UCITS ETF 1D
2.10%2.35%2.05%3.49%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLCH vs. XCS7.DE - Drawdown Comparison

The maximum FLCH drawdown since its inception was -62.09%, which is greater than XCS7.DE's maximum drawdown of -36.33%. Use the drawdown chart below to compare losses from any high point for FLCH and XCS7.DE.


Loading graphics...

Drawdown Indicators


FLCHXCS7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.09%

-36.62%

-25.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.65%

-16.23%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-56.06%

Current Drawdown

Current decline from peak

-33.49%

-14.39%

-19.10%

Average Drawdown

Average peak-to-trough decline

-30.50%

-15.67%

-14.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.02%

6.57%

-0.55%

Volatility

FLCH vs. XCS7.DE - Volatility Comparison

Franklin FTSE China ETF (FLCH) has a higher volatility of 6.44% compared to Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) at 6.13%. This indicates that FLCH's price experiences larger fluctuations and is considered to be riskier than XCS7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLCHXCS7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

6.13%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

13.38%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

23.03%

21.94%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.58%

27.50%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.06%

27.50%

+0.56%