PortfoliosLab logoPortfoliosLab logo
FLRK.L vs. EWY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLRK.L vs. EWY - Performance Comparison

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

Loading graphics...

FLRK.L vs. EWY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLRK.L
Franklin FTSE Korea UCITS ETF
33.25%82.09%-20.56%14.16%-19.37%-5.90%42.60%-14.15%
EWY
iShares MSCI South Korea ETF
31.97%81.41%-19.09%13.10%-17.86%-6.71%35.34%6.74%
Different Trading Currencies

FLRK.L is traded in GBP, while EWY is traded in USD. To make them comparable, the EWY 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 33.25% return, which is significantly higher than EWY's 28.93% return.


FLRK.L

1D
9.23%
1M
-10.91%
YTD
33.25%
6M
64.38%
1Y
132.77%
3Y*
28.16%
5Y*
10.26%
10Y*

EWY

1D
0.00%
1M
-15.48%
YTD
28.93%
6M
56.56%
1Y
124.09%
3Y*
26.27%
5Y*
9.51%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLRK.L vs. EWY - Expense Ratio Comparison

FLRK.L has a 0.09% expense ratio, which is lower than EWY's 0.59% expense ratio.


Return for Risk

FLRK.L vs. EWY — 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: 9898
Overall Rank
FLRK.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLRK.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLRK.L Omega Ratio Rank: 9797
Omega Ratio Rank
FLRK.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLRK.L Martin Ratio Rank: 9898
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9898
Overall Rank
EWY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9797
Sortino Ratio Rank
EWY Omega Ratio Rank: 9797
Omega Ratio Rank
EWY Calmar Ratio Rank: 9898
Calmar Ratio Rank
EWY 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.

FLRK.L vs. EWY - Risk-Adjusted Trends Comparison

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


FLRK.LEWYDifference

Sharpe ratio

Return per unit of total volatility

4.25

3.62

+0.62

Sortino ratio

Return per unit of downside risk

4.56

3.85

+0.71

Omega ratio

Gain probability vs. loss probability

1.65

1.56

+0.09

Calmar ratio

Return relative to maximum drawdown

6.31

5.97

+0.34

Martin ratio

Return relative to average drawdown

24.10

22.16

+1.95

FLRK.L vs. EWY - Sharpe Ratio Comparison

The current FLRK.L Sharpe Ratio is 4.25, which is comparable to the EWY Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of FLRK.L and EWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLRK.LEWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.25

3.62

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.40

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.29

+0.13

Correlation

The correlation between FLRK.L and EWY is 0.81, 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

FLRK.L vs. EWY - Dividend Comparison

FLRK.L has not paid dividends to shareholders, while EWY's dividend yield for the trailing twelve months is around 1.61%.


TTM20252024202320222021202020192018201720162015
FLRK.L
Franklin FTSE Korea UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWY
iShares MSCI South Korea ETF
1.61%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%

Drawdowns

FLRK.L vs. EWY - Drawdown Comparison

The maximum FLRK.L drawdown since its inception was -41.57%, smaller than the maximum EWY drawdown of -63.46%. Use the drawdown chart below to compare losses from any high point for FLRK.L and EWY.


Loading graphics...

Drawdown Indicators


FLRK.LEWYDifference

Max Drawdown

Largest peak-to-trough decline

-41.57%

-74.14%

+32.57%

Max Drawdown (1Y)

Largest decline over 1 year

-21.18%

-23.08%

+1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-48.55%

+9.67%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

Current Drawdown

Current decline from peak

-13.91%

-16.61%

+2.70%

Average Drawdown

Average peak-to-trough decline

-20.35%

-20.23%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

5.76%

-0.21%

Volatility

FLRK.L vs. EWY - Volatility Comparison

The current volatility for Franklin FTSE Korea UCITS ETF (FLRK.L) is 16.59%, while iShares MSCI South Korea ETF (EWY) has a volatility of 18.61%. This indicates that FLRK.L experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLRK.LEWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.59%

18.61%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

27.15%

29.54%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

31.15%

34.48%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.21%

24.13%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.13%

24.68%

+1.45%