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FLRG.L vs. FVUG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRG.L vs. FVUG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FLRG.L) and Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FVUG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FLRG.L is traded in EUR, while FVUG.L is traded in GBP. To make them comparable, the FVUG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with FLRG.L having a 0.63% return and FVUG.L slightly higher at 0.64%.


FLRG.L

1D
-0.04%
1M
-0.46%
6M
0.08%
YTD
0.63%
1Y
1.35%
3Y*
3.27%
5Y*
-2.18%
10Y*

FVUG.L

1D
-0.04%
1M
-0.33%
6M
0.14%
YTD
0.64%
1Y
1.41%
3Y*
3.32%
5Y*
-2.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLRG.L vs. FVUG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLRG.L
Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc)
0.63%0.59%2.78%7.71%-18.99%-3.01%5.46%3.44%
FVUG.L
Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc)
0.64%0.32%2.84%7.88%-18.91%-3.45%5.27%-10.67%

Correlation

The correlation between FLRG.L and FVUG.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.85

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

0.87

Correlation (All Time)
Calculated using the full available price history since May 2, 2019

0.81

The correlation between FLRG.L and FVUG.L has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.

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Return for Risk

FLRG.L vs. FVUG.L — Risk / Return Rank

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

FLRG.L
FLRG.L Risk / Return Rank: 1616
Overall Rank
FLRG.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FLRG.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
FLRG.L Omega Ratio Rank: 1414
Omega Ratio Rank
FLRG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
FLRG.L Martin Ratio Rank: 1919
Martin Ratio Rank

FVUG.L
FVUG.L Risk / Return Rank: 77
Overall Rank
FVUG.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FVUG.L Sortino Ratio Rank: 77
Sortino Ratio Rank
FVUG.L Omega Ratio Rank: 77
Omega Ratio Rank
FVUG.L Calmar Ratio Rank: 88
Calmar Ratio Rank
FVUG.L Martin Ratio Rank: 77
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.

FLRG.L vs. FVUG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FLRG.L) and Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FVUG.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.


FLRG.LFVUG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.07

1.06

+0.01

Calmar ratioReturn relative to maximum drawdown

0.58

0.51

+0.07

Martin ratioReturn relative to average drawdown

1.62

1.41

+0.20

FLRG.L vs. FVUG.L - Sharpe Ratio Comparison

The current FLRG.L Sharpe Ratio is 0.40, which is comparable to the FVUG.L Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of FLRG.L and FVUG.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

FLRG.L vs. FVUG.L - Drawdown Comparison

The maximum FLRG.L drawdown since its inception was -23.17%, smaller than the maximum FVUG.L drawdown of -28.06%. Use the drawdown chart below to compare losses from any high point for FLRG.L and FVUG.L.


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Drawdown Indicators


FLRG.LFVUG.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.17%

-28.06%

+4.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

-2.76%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-3.41%

-3.63%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

-22.84%

+0.21%

Current Drawdown

Current decline from peak

-12.19%

-17.54%

+5.35%

Average Drawdown

Average peak-to-trough decline

-10.42%

-16.46%

+6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

1.00%

-0.11%

Volatility

FLRG.L vs. FVUG.L - Volatility Comparison

Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FLRG.L) and Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FVUG.L) have volatilities of 1.02% and 1.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLRG.LFVUG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

1.05%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

3.34%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

4.06%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

6.16%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

8.12%

-3.13%

FLRG.L vs. FVUG.L - Expense Ratio Comparison

Both FLRG.L and FVUG.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

FLRG.L vs. FVUG.L - Dividend Comparison

Neither FLRG.L nor FVUG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FLRG.L and FVUG.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FLRG.L and FVUG.L have the same expense ratio: 0.25% per year.

Both ETFs track Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc).

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