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

FLRK.L vs. HTWN.L

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin FTSE Korea UCITS ETF (FLRK.L) and HSBC MSCI Taiwan Capped UCITS ETF USD (HTWN.L).

FLRK.L and HTWN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLRK.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI Korea NR USD. It was launched on Jun 4, 2019. HTWN.L is a passively managed fund by HSBC that tracks the performance of the MSCI Taiwan NR USD. It was launched on Mar 28, 2011. Both FLRK.L and HTWN.L 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

FLRK.L vs. HTWN.L - Performance Comparison

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

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FLRK.L vs. HTWN.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%
HTWN.L
HSBC MSCI Taiwan Capped UCITS ETF USD		15.25%23.15%27.50%21.28%-20.57%29.44%31.41%24.63%
Different Trading Currencies

FLRK.L is traded in GBP, while HTWN.L is traded in GBp. To make them comparable, the HTWN.L 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 HTWN.L's 15.25% 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*
—

HTWN.L

1D
3.87%
1M
-4.08%
YTD
15.25%
6M
22.22%
1Y
60.39%
3Y*
25.82%
5Y*
14.98%
10Y*
18.64%
*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.

Franklin FTSE Korea UCITS ETF

HSBC MSCI Taiwan Capped UCITS ETF USD

Often compared with FLRK.L:
FLRK.L vs. EWYFLRK.L vs. DIAFLRK.L vs. SSUN.FFLRK.L vs. FRIN.LFLRK.L vs. IKOR.LFLRK.L vs. FRXT.LFLRK.L vs. IAPD.L
Often compared with HTWN.L:
HTWN.L vs. HKOR.LHTWN.L vs. PSRF.LHTWN.L vs. SCHGHTWN.L vs. FRIN.LHTWN.L vs. GLDHTWN.L vs. IITU.LHTWN.L vs. CPJ1.L

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

FLRK.L has a 0.09% expense ratio, which is lower than HTWN.L's 0.50% expense ratio.

HTWN.L
HSBC MSCI Taiwan Capped UCITS ETF USD
FLRK.L
Franklin FTSE Korea UCITS ETF

Return for Risk

FLRK.L vs. HTWN.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
HTWN.L
HTWN.L Risk / Return Rank: 9595
Overall Rank
HTWN.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HTWN.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
HTWN.L Omega Ratio Rank: 9393
Omega Ratio Rank
HTWN.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
HTWN.L Martin Ratio Rank: 9696
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. HTWN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Korea UCITS ETF (FLRK.L) and HSBC MSCI Taiwan Capped UCITS ETF USD (HTWN.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.LHTWN.LDifference

Sharpe ratio

Return per unit of total volatility

4.25

2.43

+1.81

Sortino ratio

Return per unit of downside risk

4.56

3.04

+1.52

Omega ratio

Gain probability vs. loss probability

1.65

1.43

+0.22

Calmar ratio

Return relative to maximum drawdown

6.31

5.00

+1.31

Martin ratio

Return relative to average drawdown

24.10

17.46

+6.65

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current FLRK.L Sharpe Ratio is 4.25, which is higher than the HTWN.L Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of FLRK.L and HTWN.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.LHTWN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.25

2.43

+1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.74

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.16

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.94

-0.52

Correlation

The correlation between FLRK.L and HTWN.L is 0.60, 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

FLRK.L vs. HTWN.L - Dividend Comparison

FLRK.L has not paid dividends to shareholders, while HTWN.L's dividend yield for the trailing twelve months is around 1.41%.

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%
HTWN.L
HSBC MSCI Taiwan Capped UCITS ETF USD		1.41%1.61%1.17%2.79%3.04%1.11%1.79%2.12%2.55%2.04%2.32%2.61%

Drawdowns

FLRK.L vs. HTWN.L - Drawdown Comparison

The maximum FLRK.L drawdown since its inception was -41.57%, which is greater than HTWN.L's maximum drawdown of -31.84%. Use the drawdown chart below to compare losses from any high point for FLRK.L and HTWN.L.

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Drawdown Indicators

FLRK.LHTWN.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.57%

-31.84%

-9.73%

Max Drawdown (1Y)

Largest decline over 1 year

-21.18%

-16.65%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-29.97%

-8.91%

Max Drawdown (10Y)

Largest decline over 10 years

—

-29.97%

—

Current Drawdown

Current decline from peak

-13.91%

-5.33%

-8.58%

Average Drawdown

Average peak-to-trough decline

-20.35%

-7.29%

-13.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

3.42%

+2.13%

Volatility

FLRK.L vs. HTWN.L - Volatility Comparison

Franklin FTSE Korea UCITS ETF (FLRK.L) has a higher volatility of 16.59% compared to HSBC MSCI Taiwan Capped UCITS ETF USD (HTWN.L) at 7.58%. This indicates that FLRK.L's price experiences larger fluctuations and is considered to be riskier than HTWN.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.LHTWN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.59%

7.58%

+9.01%

Volatility (6M)

Calculated over the trailing 6-month period

27.15%

15.91%

+11.24%

Volatility (1Y)

Calculated over the trailing 1-year period

31.15%

24.76%

+6.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.21%

20.73%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.13%

23.24%

+2.89%