FLRA.DE vs. AIAA.DE
Compare and contrast key facts about Franklin Metaverse UCITS ETF USD Capitalisation (FLRA.DE) and iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE).
FLRA.DE and AIAA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLRA.DE is a passively managed fund by Franklin Templeton that tracks the performance of the Solactive Global Metaverse Innovation. It was launched on Sep 6, 2022. AIAA.DE is a passively managed fund by iShares that tracks the performance of the STOXX Global AI Adopters and Applications Index. It was launched on Dec 5, 2024. Both FLRA.DE and AIAA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLRA.DE vs. AIAA.DE - Performance Comparison
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FLRA.DE vs. AIAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FLRA.DE Franklin Metaverse UCITS ETF USD Capitalisation | -13.99% | 5.59% | -2.73% |
AIAA.DE iShares AI Adopters & Applications UCITS ETF USD (Acc) | -8.24% | 5.44% | -1.65% |
Returns By Period
In the year-to-date period, FLRA.DE achieves a -13.99% return, which is significantly lower than AIAA.DE's -8.24% return.
FLRA.DE
- 1D
- 3.88%
- 1M
- -4.89%
- YTD
- -13.99%
- 6M
- -19.30%
- 1Y
- 9.74%
- 3Y*
- 16.86%
- 5Y*
- —
- 10Y*
- —
AIAA.DE
- 1D
- 2.03%
- 1M
- -4.67%
- YTD
- -8.24%
- 6M
- -3.71%
- 1Y
- 0.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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FLRA.DE vs. AIAA.DE - Expense Ratio Comparison
FLRA.DE has a 0.30% expense ratio, which is lower than AIAA.DE's 0.35% expense ratio.
Return for Risk
FLRA.DE vs. AIAA.DE — Risk / Return Rank
FLRA.DE
AIAA.DE
FLRA.DE vs. AIAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Metaverse UCITS ETF USD Capitalisation (FLRA.DE) and iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.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.
| FLRA.DE | AIAA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.05 | +0.29 |
Sortino ratioReturn per unit of downside risk | 0.65 | 0.19 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.03 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.31 | 0.07 | +0.24 |
Martin ratioReturn relative to average drawdown | 0.80 | 0.23 | +0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLRA.DE | AIAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.05 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | -0.21 | +0.69 |
Correlation
The correlation between FLRA.DE and AIAA.DE is 0.69, 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
FLRA.DE vs. AIAA.DE - Dividend Comparison
Neither FLRA.DE nor AIAA.DE has paid dividends to shareholders.
Drawdowns
FLRA.DE vs. AIAA.DE - Drawdown Comparison
The maximum FLRA.DE drawdown since its inception was -34.22%, which is greater than AIAA.DE's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for FLRA.DE and AIAA.DE.
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Drawdown Indicators
| FLRA.DE | AIAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.22% | -24.42% | -9.80% |
Max Drawdown (1Y)Largest decline over 1 year | -29.17% | -14.39% | -14.78% |
Current DrawdownCurrent decline from peak | -26.29% | -10.89% | -15.40% |
Average DrawdownAverage peak-to-trough decline | -9.73% | -7.32% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.50% | 4.02% | +7.48% |
Volatility
FLRA.DE vs. AIAA.DE - Volatility Comparison
Franklin Metaverse UCITS ETF USD Capitalisation (FLRA.DE) has a higher volatility of 7.55% compared to iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE) at 4.97%. This indicates that FLRA.DE's price experiences larger fluctuations and is considered to be riskier than AIAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLRA.DE | AIAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 4.97% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 19.51% | 9.90% | +9.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.33% | 18.06% | +10.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.62% | 17.77% | +9.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.62% | 17.77% | +9.85% |