FLRK.L vs. LYYA.DE

Last updated Jun 13, 2026

FLRK.L (Franklin FTSE Korea UCITS ETF) and LYYA.DE (Amundi MSCI World II UCITS ETF Dist) are both exchange-traded funds - FLRK.L is a Asia Pacific Equities fund tracking the MSCI Korea NR USD, while LYYA.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 5 years, FLRK.L returned 20.31%/yr vs 12.62%/yr for LYYA.DE. A 0.52 correlation means they provide meaningful diversification when combined. FLRK.L charges 0.09%/yr vs 0.30%/yr for LYYA.DE.

Performance

FLRK.L vs. LYYA.DE - Performance Comparison

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

Different Trading Currencies

FLRK.L is traded in GBP, while LYYA.DE is traded in EUR. To make them comparable, the LYYA.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 LYYA.DE's 8.76% 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*: —

LYYA.DE

• 1D: 1.66%
• 1M: 1.67%
• YTD: 8.76%
• 6M: 9.47%
• 1Y: 25.20%
• 3Y*: 17.11%
• 5Y*: 12.62%
• 10Y*: 13.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FLRK.L Franklin FTSE Korea UCITS ETF	107.37%	82.12%	-20.55%	14.15%	-19.37%	-5.90%	42.60%	-14.15%
LYYA.DE Amundi MSCI World II UCITS ETF Dist	8.76%	13.49%	20.53%	17.83%	-8.94%	23.45%	11.45%	12.00%

Correlation

The correlation between FLRK.L and LYYA.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (All Time) Calculated using the full available price history since Jun 4, 2019	0.52

The correlation between FLRK.L and LYYA.DE has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

Return for Risk

FLRK.L vs. LYYA.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: 97
FLRK.L Sharpe Ratio Rank: 98
FLRK.L Sortino Ratio Rank: 96
FLRK.L Omega Ratio Rank: 96
FLRK.L Calmar Ratio Rank: 97
FLRK.L Martin Ratio Rank: 96

LYYA.DE

LYYA.DE Risk / Return Rank: 77
LYYA.DE Sharpe Ratio Rank: 73
LYYA.DE Sortino Ratio Rank: 74
LYYA.DE Omega Ratio Rank: 75
LYYA.DE Calmar Ratio Rank: 79
LYYA.DE Martin Ratio Rank: 83

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. LYYA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Korea UCITS ETF (FLRK.L) and Amundi MSCI World II UCITS ETF Dist (LYYA.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.L	LYYA.DE	Difference
Sharpe ratio: Return per unit of total volatility	5.42	2.31	+3.11
Sortino ratio: Return per unit of downside risk	5.07	3.21	+1.87
Omega ratio: Gain probability vs. loss probability	1.75	1.43	+0.32
Calmar ratio: Return relative to maximum drawdown	9.93	3.84	+6.09
Martin ratio: Return relative to average drawdown	33.67	15.04	+18.63

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

The current FLRK.L Sharpe Ratio is 5.42, which is higher than the LYYA.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of FLRK.L and LYYA.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.

Drawdowns

FLRK.L vs. LYYA.DE - Drawdown Comparison

The maximum FLRK.L drawdown since its inception was -41.58%, which is greater than LYYA.DE's maximum drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for FLRK.L and LYYA.DE.

Drawdown Indicators

	FLRK.L	LYYA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-41.58%	-39.15%	-2.43%
Max Drawdown (1Y) Largest decline over 1 year	-21.18%	-6.54%	-14.64%
Max Drawdown (3Y) Largest decline over 3 years	-36.37%	-19.70%	-16.67%
Max Drawdown (5Y) Largest decline over 5 years	-38.69%	-19.70%	-18.99%
Max Drawdown (10Y) Largest decline over 10 years	—	-26.51%	—
Current Drawdown Current decline from peak	-7.31%	-1.27%	-6.04%
Average Drawdown Average peak-to-trough decline	-19.90%	-5.25%	-14.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.26%	1.67%	+4.59%

Volatility

FLRK.L vs. LYYA.DE - Volatility Comparison

Franklin FTSE Korea UCITS ETF (FLRK.L) has a higher volatility of 17.51% compared to Amundi MSCI World II UCITS ETF Dist (LYYA.DE) at 3.15%. This indicates that FLRK.L's price experiences larger fluctuations and is considered to be riskier than LYYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLRK.L	LYYA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.51%	3.15%	+14.36%
Volatility (6M) Calculated over the trailing 6-month period	34.78%	7.94%	+26.84%
Volatility (1Y) Calculated over the trailing 1-year period	38.80%	10.90%	+27.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.53%	13.75%	+15.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.14%	14.89%	+15.25%

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

FLRK.L has a 0.09% expense ratio, which is lower than LYYA.DE's 0.30% expense ratio.

Dividends

FLRK.L vs. LYYA.DE - Dividend Comparison

FLRK.L has not paid dividends to shareholders, while LYYA.DE's dividend yield for the trailing twelve months is around 1.14%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
LYYA.DE Amundi MSCI World II UCITS ETF Dist	1.14%	1.26%	1.63%	1.35%	1.95%	1.31%	1.58%	1.49%	2.36%	2.05%	2.33%	2.55%

Frequently Asked Questions

Can I hold both FLRK.L and LYYA.DE in my portfolio?

FLRK.L and LYYA.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FLRK.L or LYYA.DE?

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.

Which ETF is cheaper, FLRK.L or LYYA.DE?

FLRK.L is cheaper with a 0.09% expense ratio, compared with 0.30% for LYYA.DE.

What is the main difference between FLRK.L and LYYA.DE?

FLRK.L is categorized as Asia Pacific Equities, while LYYA.DE is Global Equities. FLRK.L tracks MSCI Korea NR USD, while LYYA.DE tracks MSCI World. They also come from different issuers: Franklin Templeton and Amundi. Their fees differ too: 0.09% for FLRK.L and 0.30% for LYYA.DE.