PortfoliosLab logoPortfoliosLab logo
FLJP vs. EXX7.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLJP vs. EXX7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Japan ETF (FLJP) and iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FLJP vs. EXX7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLJP
Franklin FTSE Japan ETF
6.07%26.79%6.99%20.00%-16.57%0.99%15.76%18.99%-14.01%2.22%
EXX7.DE
iShares Nikkei 225 UCITS ETF (DE)
3.60%30.54%7.46%21.17%-20.52%-5.09%24.72%21.54%-9.80%2.38%
Different Trading Currencies

FLJP is traded in USD, while EXX7.DE is traded in EUR. To make them comparable, the EXX7.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLJP achieves a 6.07% return, which is significantly higher than EXX7.DE's 3.60% return.


FLJP

1D
-1.32%
1M
-3.66%
YTD
6.07%
6M
8.49%
1Y
36.92%
3Y*
16.84%
5Y*
7.23%
10Y*

EXX7.DE

1D
-2.73%
1M
-6.01%
YTD
3.60%
6M
7.27%
1Y
44.97%
3Y*
17.47%
5Y*
5.73%
10Y*
9.98%
*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.


FLJP vs. EXX7.DE - Expense Ratio Comparison

FLJP has a 0.09% expense ratio, which is lower than EXX7.DE's 0.51% expense ratio.


Return for Risk

FLJP vs. EXX7.DE — Risk / Return Rank

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

FLJP
FLJP Risk / Return Rank: 7474
Overall Rank
FLJP Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FLJP Sortino Ratio Rank: 7979
Sortino Ratio Rank
FLJP Omega Ratio Rank: 7474
Omega Ratio Rank
FLJP Calmar Ratio Rank: 7272
Calmar Ratio Rank
FLJP Martin Ratio Rank: 6969
Martin Ratio Rank

EXX7.DE
EXX7.DE Risk / Return Rank: 7373
Overall Rank
EXX7.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EXX7.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
EXX7.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EXX7.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
EXX7.DE Martin Ratio Rank: 7171
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.

FLJP vs. EXX7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and iShares Nikkei 225 UCITS ETF (DE) (EXX7.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.


FLJPEXX7.DEDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.64

-0.14

Sortino ratio

Return per unit of downside risk

2.13

2.36

-0.24

Omega ratio

Gain probability vs. loss probability

1.29

1.30

0.00

Calmar ratio

Return relative to maximum drawdown

2.39

2.96

-0.57

Martin ratio

Return relative to average drawdown

8.98

10.09

-1.11

FLJP vs. EXX7.DE - Sharpe Ratio Comparison

The current FLJP Sharpe Ratio is 1.50, which is comparable to the EXX7.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FLJP and EXX7.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.


Loading graphics...

Sharpe Ratios by Period


FLJPEXX7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.64

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.29

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.28

+0.12

Correlation

The correlation between FLJP and EXX7.DE is 0.76, 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

FLJP vs. EXX7.DE - Dividend Comparison

FLJP's dividend yield for the trailing twelve months is around 4.85%, more than EXX7.DE's 0.88% yield.


TTM20252024202320222021202020192018201720162015
FLJP
Franklin FTSE Japan ETF
4.85%5.15%4.56%3.00%1.92%2.40%1.51%2.26%1.50%0.10%0.00%0.00%
EXX7.DE
iShares Nikkei 225 UCITS ETF (DE)
0.88%0.92%0.94%1.17%1.31%0.81%1.00%1.21%0.74%1.19%1.35%1.29%

Drawdowns

FLJP vs. EXX7.DE - Drawdown Comparison

The maximum FLJP drawdown since its inception was -32.49%, smaller than the maximum EXX7.DE drawdown of -52.33%. Use the drawdown chart below to compare losses from any high point for FLJP and EXX7.DE.


Loading graphics...

Drawdown Indicators


FLJPEXX7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-50.57%

+18.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-12.97%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-32.49%

-21.40%

-11.09%

Max Drawdown (10Y)

Largest decline over 10 years

-29.83%

Current Drawdown

Current decline from peak

-8.81%

-9.97%

+1.16%

Average Drawdown

Average peak-to-trough decline

-9.48%

-12.11%

+2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

4.20%

-0.65%

Volatility

FLJP vs. EXX7.DE - Volatility Comparison

The current volatility for Franklin FTSE Japan ETF (FLJP) is 8.69%, while iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) has a volatility of 9.45%. This indicates that FLJP experiences smaller price fluctuations and is considered to be less risky than EXX7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLJPEXX7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.69%

9.45%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

14.58%

18.45%

-3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

21.31%

25.19%

-3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

19.63%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

18.34%

-0.57%