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FLRK.L vs. D5BK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRK.L vs. D5BK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin FTSE Korea UCITS ETF (FLRK.L) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FLRK.L is traded in GBP, while D5BK.DE is traded in EUR. To make them comparable, the D5BK.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLRK.L achieves a 107.37% return, which is significantly higher than D5BK.DE's 0.16% return.


FLRK.L

1D
5.54%
1M
7.44%
YTD
107.37%
6M
123.01%
1Y
211.65%
3Y*
44.36%
5Y*
20.31%
10Y*

D5BK.DE

1D
1.83%
1M
1.79%
YTD
0.16%
6M
2.59%
1Y
0.56%
3Y*
7.93%
5Y*
-4.55%
10Y*
1.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLRK.L vs. D5BK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLRK.L
Franklin FTSE Korea UCITS ETF
107.37%82.12%-20.55%14.15%-19.37%-5.90%42.60%-14.15%
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
0.16%11.48%-8.21%13.61%-32.99%8.57%-5.21%10.25%

Correlation

The correlation between FLRK.L and D5BK.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.22

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.31

The correlation between FLRK.L and D5BK.DE shifts across timeframes, from 0.18 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FLRK.L vs. D5BK.DE — Risk / Return Rank

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

FLRK.L
FLRK.L Risk / Return Rank: 9797
Overall Rank
FLRK.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLRK.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLRK.L Omega Ratio Rank: 9696
Omega Ratio Rank
FLRK.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLRK.L Martin Ratio Rank: 9696
Martin Ratio Rank

D5BK.DE
D5BK.DE Risk / Return Rank: 99
Overall Rank
D5BK.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 88
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 99
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.

FLRK.L vs. D5BK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Korea UCITS ETF (FLRK.L) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.

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.


FLRK.LD5BK.DEDifference
Sharpe ratioReturn per unit of total volatility

+5.38

Sortino ratioReturn per unit of downside risk

+4.91

Omega ratioGain probability vs. loss probability

1.75

1.02

+0.73

Calmar ratioReturn relative to maximum drawdown

9.93

0.03

+9.89

Martin ratioReturn relative to average drawdown

33.67

0.09

+33.58

FLRK.L vs. D5BK.DE - Sharpe Ratio Comparison

The current FLRK.L Sharpe Ratio is 5.42, which is higher than the D5BK.DE Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of FLRK.L and D5BK.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.


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Drawdowns

FLRK.L vs. D5BK.DE - Drawdown Comparison

The maximum FLRK.L drawdown since its inception was -41.58%, smaller than the maximum D5BK.DE drawdown of -45.18%. Use the drawdown chart below to compare losses from any high point for FLRK.L and D5BK.DE.


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Drawdown Indicators


FLRK.LD5BK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.58%

-45.18%

+3.60%

Max Drawdown (1Y)

Largest decline over 1 year

-21.18%

-16.40%

-4.78%

Max Drawdown (3Y)

Largest decline over 3 years

-36.37%

-20.36%

-16.01%

Max Drawdown (5Y)

Largest decline over 5 years

-38.69%

-45.18%

+6.49%

Max Drawdown (10Y)

Largest decline over 10 years

-45.18%

Current Drawdown

Current decline from peak

-7.31%

-25.90%

+18.59%

Average Drawdown

Average peak-to-trough decline

-19.90%

-13.17%

-6.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

6.38%

-0.12%

Volatility

FLRK.L vs. D5BK.DE - Volatility Comparison

Franklin FTSE Korea UCITS ETF (FLRK.L) has a higher volatility of 17.51% compared to Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) at 4.90%. This indicates that FLRK.L's price experiences larger fluctuations and is considered to be riskier than D5BK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLRK.LD5BK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.51%

4.90%

+12.61%

Volatility (6M)

Calculated over the trailing 6-month period

34.78%

13.43%

+21.35%

Volatility (1Y)

Calculated over the trailing 1-year period

38.80%

15.86%

+22.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.53%

21.48%

+8.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.14%

19.33%

+10.81%

FLRK.L vs. D5BK.DE - Expense Ratio Comparison

FLRK.L has a 0.09% expense ratio, which is lower than D5BK.DE's 0.33% expense ratio.


Dividends

FLRK.L vs. D5BK.DE - Dividend Comparison

Neither FLRK.L nor D5BK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FLRK.L and D5BK.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLRK.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLRK.L is cheaper with a 0.09% expense ratio, compared with 0.33% for D5BK.DE.

FLRK.L is categorized as Asia Pacific Equities, while D5BK.DE is REIT. FLRK.L tracks MSCI Korea NR USD, while D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe. They also come from different issuers: Franklin Templeton and Xtrackers. Their fees differ too: 0.09% for FLRK.L and 0.33% for D5BK.DE.

Portfolio Optimizer

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