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FLKR vs. IQQK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLKR vs. IQQK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE South Korea ETF (FLKR) and iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE). The values are adjusted to include any dividend payments, if applicable.

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FLKR vs. IQQK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
24.40%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%2.84%
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
30.62%100.21%-22.77%19.20%-28.29%-8.93%43.36%11.96%-22.10%1.08%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, FLKR achieves a 24.40% return, which is significantly lower than IQQK.DE's 30.67% return.


FLKR

1D
-2.35%
1M
-7.24%
YTD
24.40%
6M
47.49%
1Y
123.34%
3Y*
28.94%
5Y*
8.02%
10Y*

IQQK.DE

1D
9.58%
1M
-11.68%
YTD
30.67%
6M
62.54%
1Y
143.12%
3Y*
30.79%
5Y*
8.67%
10Y*
11.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLKR vs. IQQK.DE - Expense Ratio Comparison

FLKR has a 0.09% expense ratio, which is lower than IQQK.DE's 0.74% expense ratio.


Return for Risk

FLKR vs. IQQK.DE — Risk / Return Rank

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

FLKR
FLKR Risk / Return Rank: 9797
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9696
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9797
Martin Ratio Rank

IQQK.DE
IQQK.DE Risk / Return Rank: 9898
Overall Rank
IQQK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IQQK.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
IQQK.DE Omega Ratio Rank: 9797
Omega Ratio Rank
IQQK.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
IQQK.DE Martin Ratio Rank: 9898
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.

FLKR vs. IQQK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and iShares MSCI Korea UCITS ETF (Dist) (IQQK.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.


FLKRIQQK.DEDifference

Sharpe ratio

Return per unit of total volatility

3.51

4.22

-0.71

Sortino ratio

Return per unit of downside risk

3.74

4.54

-0.80

Omega ratio

Gain probability vs. loss probability

1.53

1.64

-0.11

Calmar ratio

Return relative to maximum drawdown

5.34

6.36

-1.02

Martin ratio

Return relative to average drawdown

20.98

25.53

-4.55

FLKR vs. IQQK.DE - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 3.51, which is comparable to the IQQK.DE Sharpe Ratio of 4.22. The chart below compares the historical Sharpe Ratios of FLKR and IQQK.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.


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Sharpe Ratios by Period


FLKRIQQK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.51

4.22

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.33

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.23

+0.08

Correlation

The correlation between FLKR and IQQK.DE is 0.84, 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

FLKR vs. IQQK.DE - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 3.11%, more than IQQK.DE's 0.56% yield.


TTM20252024202320222021202020192018201720162015
FLKR
Franklin FTSE South Korea ETF
3.11%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
0.56%0.75%1.17%1.07%1.29%1.11%0.69%1.12%0.89%0.69%0.56%0.39%

Drawdowns

FLKR vs. IQQK.DE - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum IQQK.DE drawdown of -72.43%. Use the drawdown chart below to compare losses from any high point for FLKR and IQQK.DE.


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Drawdown Indicators


FLKRIQQK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-68.13%

+18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-20.96%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

-41.72%

-7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

Current Drawdown

Current decline from peak

-18.75%

-13.70%

-5.05%

Average Drawdown

Average peak-to-trough decline

-22.44%

-17.48%

-4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.86%

5.44%

+0.42%

Volatility

FLKR vs. IQQK.DE - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 19.80% compared to iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) at 17.31%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than IQQK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLKRIQQK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.80%

17.31%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

30.31%

28.94%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

35.36%

33.75%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.02%

25.63%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.41%

25.14%

+1.27%