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FLRK.L vs. FVUB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLRK.L vs. FVUB.L - Performance Comparison

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

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FLRK.L vs. FVUB.L - 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%
FVUB.L
Franklin FTSE Brazil UCITS ETF
24.97%35.51%-26.77%26.33%23.83%-15.44%-22.19%-14.94%

Returns By Period

In the year-to-date period, FLRK.L achieves a 33.25% return, which is significantly higher than FVUB.L's 24.97% 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*

FVUB.L

1D
1.53%
1M
2.10%
YTD
24.97%
6M
34.00%
1Y
48.83%
3Y*
17.90%
5Y*
13.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLRK.L vs. FVUB.L - Expense Ratio Comparison

FLRK.L has a 0.09% expense ratio, which is lower than FVUB.L's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FLRK.L vs. FVUB.L — 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

FVUB.L
FVUB.L Risk / Return Rank: 9191
Overall Rank
FVUB.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FVUB.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
FVUB.L Omega Ratio Rank: 8787
Omega Ratio Rank
FVUB.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
FVUB.L Martin Ratio Rank: 9191
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. FVUB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Korea UCITS ETF (FLRK.L) and Franklin FTSE Brazil UCITS ETF (FVUB.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.


FLRK.LFVUB.LDifference

Sharpe ratio

Return per unit of total volatility

4.25

2.13

+2.11

Sortino ratio

Return per unit of downside risk

4.56

2.77

+1.80

Omega ratio

Gain probability vs. loss probability

1.65

1.37

+0.28

Calmar ratio

Return relative to maximum drawdown

6.31

4.81

+1.50

Martin ratio

Return relative to average drawdown

24.10

13.75

+10.35

FLRK.L vs. FVUB.L - Sharpe Ratio Comparison

The current FLRK.L Sharpe Ratio is 4.25, which is higher than the FVUB.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FLRK.L and FVUB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLRK.LFVUB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.25

2.13

+2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.52

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.04

+0.38

Correlation

The correlation between FLRK.L and FVUB.L is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLRK.L vs. FVUB.L - Dividend Comparison

Neither FLRK.L nor FVUB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FLRK.L vs. FVUB.L - Drawdown Comparison

The maximum FLRK.L drawdown since its inception was -41.57%, smaller than the maximum FVUB.L drawdown of -58.22%. Use the drawdown chart below to compare losses from any high point for FLRK.L and FVUB.L.


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Drawdown Indicators


FLRK.LFVUB.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.57%

-58.22%

+16.65%

Max Drawdown (1Y)

Largest decline over 1 year

-21.18%

-10.41%

-10.77%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-29.42%

-9.46%

Current Drawdown

Current decline from peak

-13.91%

0.00%

-13.91%

Average Drawdown

Average peak-to-trough decline

-20.35%

-28.32%

+7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

3.64%

+1.91%

Volatility

FLRK.L vs. FVUB.L - Volatility Comparison

Franklin FTSE Korea UCITS ETF (FLRK.L) has a higher volatility of 16.59% compared to Franklin FTSE Brazil UCITS ETF (FVUB.L) at 7.99%. This indicates that FLRK.L's price experiences larger fluctuations and is considered to be riskier than FVUB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLRK.LFVUB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.59%

7.99%

+8.60%

Volatility (6M)

Calculated over the trailing 6-month period

27.15%

17.49%

+9.66%

Volatility (1Y)

Calculated over the trailing 1-year period

31.15%

22.83%

+8.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.21%

25.56%

-2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.13%

31.61%

-5.48%