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FLQA.L vs. ITWN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLQA.L vs. ITWN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc) (FLQA.L) and iShares MSCI Taiwan UCITS ETF (ITWN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FLQA.L is traded in USD, while ITWN.L is traded in GBp. To make them comparable, the ITWN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLQA.L achieves a 30.17% return, which is significantly lower than ITWN.L's 51.42% return.


FLQA.L

1D
-1.86%
1M
-11.56%
6M
22.63%
YTD
30.17%
1Y
48.05%
3Y*
24.43%
5Y*
12.23%
10Y*

ITWN.L

1D
-4.19%
1M
-9.81%
6M
42.28%
YTD
51.42%
1Y
72.93%
3Y*
37.70%
5Y*
18.86%
10Y*
19.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLQA.L vs. ITWN.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLQA.L
Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc)
30.17%29.84%7.76%12.02%-12.93%4.57%6.71%9.75%-5.84%
ITWN.L
iShares MSCI Taiwan UCITS ETF
51.42%31.86%23.68%28.27%-29.51%28.66%34.37%35.09%-12.46%

Correlation

The correlation between FLQA.L and ITWN.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

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

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2018

0.77

The correlation between FLQA.L and ITWN.L has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

FLQA.L vs. ITWN.L — Risk / Return Rank

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

FLQA.L
FLQA.L Risk / Return Rank: 7878
Overall Rank
FLQA.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FLQA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
FLQA.L Omega Ratio Rank: 7777
Omega Ratio Rank
FLQA.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
FLQA.L Martin Ratio Rank: 7878
Martin Ratio Rank

ITWN.L
ITWN.L Risk / Return Rank: 9292
Overall Rank
ITWN.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ITWN.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
ITWN.L Omega Ratio Rank: 9090
Omega Ratio Rank
ITWN.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ITWN.L Martin Ratio Rank: 9292
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.

FLQA.L vs. ITWN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc) (FLQA.L) and iShares MSCI Taiwan UCITS ETF (ITWN.L). 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.


FLQA.LITWN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.34

1.43

-0.09

Calmar ratioReturn relative to maximum drawdown

3.37

4.99

-1.62

Martin ratioReturn relative to average drawdown

10.76

16.49

-5.73

FLQA.L vs. ITWN.L - Sharpe Ratio Comparison

The current FLQA.L Sharpe Ratio is 1.90, which is comparable to the ITWN.L Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of FLQA.L and ITWN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLQA.L vs. ITWN.L - Drawdown Comparison

The maximum FLQA.L drawdown since its inception was -29.21%, smaller than the maximum ITWN.L drawdown of -79.46%. Use the drawdown chart below to compare losses from any high point for FLQA.L and ITWN.L.


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Drawdown Indicators


FLQA.LITWN.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.21%

-79.46%

+50.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.19%

-14.53%

+0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-22.19%

-28.01%

+5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-25.38%

-41.23%

+15.85%

Max Drawdown (10Y)

Largest decline over 10 years

-41.23%

Current Drawdown

Current decline from peak

-14.19%

-14.53%

+0.34%

Average Drawdown

Average peak-to-trough decline

-7.22%

-33.87%

+26.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

4.41%

+0.04%

Volatility

FLQA.L vs. ITWN.L - Volatility Comparison

The current volatility for Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc) (FLQA.L) is 10.89%, while iShares MSCI Taiwan UCITS ETF (ITWN.L) has a volatility of 12.17%. This indicates that FLQA.L experiences smaller price fluctuations and is considered to be less risky than ITWN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLQA.LITWN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.89%

12.17%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

23.07%

24.30%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

25.18%

27.78%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.75%

23.54%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

21.80%

-3.27%

FLQA.L vs. ITWN.L - Expense Ratio Comparison

FLQA.L has a 0.14% expense ratio, which is lower than ITWN.L's 0.74% expense ratio.


Dividends

FLQA.L vs. ITWN.L - Dividend Comparison

FLQA.L has not paid dividends to shareholders, while ITWN.L's dividend yield for the trailing twelve months is around 0.99%.


PositionTTM20252024202320222021202020192018201720162015
FLQA.L
Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ITWN.L
iShares MSCI Taiwan UCITS ETF
0.99%1.50%1.37%2.14%3.54%1.33%1.83%2.30%2.72%0.13%2.86%3.21%

Frequently Asked Questions


FLQA.L and ITWN.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLQA.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLQA.L is cheaper with a 0.14% expense ratio, compared with 0.74% for ITWN.L.

FLQA.L is categorized as Asia Pacific Equities, while ITWN.L is Taiwan Equities. FLQA.L tracks Linked FTSE Asia ex Japan ex China Index - Net Return, while ITWN.L tracks MSCI Taiwan NR USD. They also come from different issuers: Franklin and iShares. Their fees differ too: 0.14% for FLQA.L and 0.74% for ITWN.L.

Portfolio Optimizer

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