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FLXB.DE vs. 4BRZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXB.DE vs. 4BRZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Brazil UCITS ETF (FLXB.DE) and iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FLXB.DE is traded in EUR, while 4BRZ.DE is traded in USD. To make them comparable, the 4BRZ.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLXB.DE achieves a 19.65% return, which is significantly higher than 4BRZ.DE's 15.30% return.


FLXB.DE

1D
-0.62%
1M
2.56%
6M
12.89%
YTD
19.65%
1Y
38.96%
3Y*
10.60%
5Y*
7.29%
10Y*

4BRZ.DE

1D
-0.78%
1M
1.51%
6M
9.53%
YTD
15.30%
1Y
35.91%
3Y*
8.92%
5Y*
6.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXB.DE vs. 4BRZ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLXB.DE
Franklin FTSE Brazil UCITS ETF
19.65%29.00%-23.71%28.92%18.81%-11.32%-26.36%0.74%
4BRZ.DE
iShares MSCI Brazil UCITS ETF (DE) USD (Acc)
15.30%31.54%-25.69%28.88%20.67%-12.67%-26.67%16.22%

Correlation

The correlation between FLXB.DE and 4BRZ.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.93

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

0.95

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

0.95

The correlation between FLXB.DE and 4BRZ.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

FLXB.DE vs. 4BRZ.DE — Risk / Return Rank

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

FLXB.DE
FLXB.DE Risk / Return Rank: 6060
Overall Rank
FLXB.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FLXB.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
FLXB.DE Omega Ratio Rank: 6060
Omega Ratio Rank
FLXB.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
FLXB.DE Martin Ratio Rank: 5050
Martin Ratio Rank

4BRZ.DE
4BRZ.DE Risk / Return Rank: 4949
Overall Rank
4BRZ.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
4BRZ.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
4BRZ.DE Omega Ratio Rank: 5151
Omega Ratio Rank
4BRZ.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
4BRZ.DE Martin Ratio Rank: 3939
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.

FLXB.DE vs. 4BRZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil UCITS ETF (FLXB.DE) and iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.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.


FLXB.DE4BRZ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratioReturn relative to maximum drawdown

2.44

2.02

+0.42

Martin ratioReturn relative to average drawdown

6.35

5.44

+0.91

FLXB.DE vs. 4BRZ.DE - Sharpe Ratio Comparison

The current FLXB.DE Sharpe Ratio is 1.66, which is comparable to the 4BRZ.DE Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of FLXB.DE and 4BRZ.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

FLXB.DE vs. 4BRZ.DE - Drawdown Comparison

The maximum FLXB.DE drawdown since its inception was -54.93%, roughly equal to the maximum 4BRZ.DE drawdown of -55.47%. Use the drawdown chart below to compare losses from any high point for FLXB.DE and 4BRZ.DE.


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Drawdown Indicators


FLXB.DE4BRZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.93%

-55.47%

+0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-15.88%

-17.71%

+1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-25.86%

-28.14%

+2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.72%

-28.14%

+1.42%

Current Drawdown

Current decline from peak

-11.11%

-11.93%

+0.82%

Average Drawdown

Average peak-to-trough decline

-18.44%

-18.19%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.12%

6.58%

-0.46%

Volatility

FLXB.DE vs. 4BRZ.DE - Volatility Comparison

Franklin FTSE Brazil UCITS ETF (FLXB.DE) and iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) have volatilities of 4.60% and 4.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXB.DE4BRZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.56%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

17.66%

17.31%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

23.48%

22.45%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.96%

26.71%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.29%

32.55%

-1.26%

FLXB.DE vs. 4BRZ.DE - Expense Ratio Comparison

FLXB.DE has a 0.19% expense ratio, which is lower than 4BRZ.DE's 0.31% expense ratio.


Dividends

FLXB.DE vs. 4BRZ.DE - Dividend Comparison

Neither FLXB.DE nor 4BRZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, FLXB.DE and 4BRZ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, FLXB.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXB.DE is cheaper with a 0.19% expense ratio, compared with 0.31% for 4BRZ.DE.

FLXB.DE tracks FTSE Brazil 30/18 Capped, while 4BRZ.DE tracks MSCI Brazil 25/50 Index. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for FLXB.DE and 0.31% for 4BRZ.DE.

Portfolio Optimizer

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