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FLXB.DE vs. FLXX.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLXB.DE vs. FLXX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Brazil UCITS ETF (FLXB.DE) and Franklin Global Quality Dividend UCITS ETF (FLXX.DE). The values are adjusted to include any dividend payments, if applicable.

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FLXB.DE vs. FLXX.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLXB.DE
Franklin FTSE Brazil UCITS ETF
26.48%29.01%-23.72%28.92%18.78%-11.29%-26.34%15.80%
FLXX.DE
Franklin Global Quality Dividend UCITS ETF
5.63%1.91%22.15%6.80%-4.50%29.79%-4.23%12.32%

Returns By Period

In the year-to-date period, FLXB.DE achieves a 26.48% return, which is significantly higher than FLXX.DE's 5.63% return.


FLXB.DE

1D
2.29%
1M
6.92%
YTD
26.48%
6M
36.94%
1Y
45.10%
3Y*
19.05%
5Y*
12.98%
10Y*

FLXX.DE

1D
0.20%
1M
-0.94%
YTD
5.63%
6M
7.99%
1Y
8.01%
3Y*
11.83%
5Y*
9.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLXB.DE vs. FLXX.DE - Expense Ratio Comparison

FLXB.DE has a 0.19% expense ratio, which is lower than FLXX.DE's 0.30% expense ratio.


Return for Risk

FLXB.DE vs. FLXX.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: 8888
Overall Rank
FLXB.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FLXB.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
FLXB.DE Omega Ratio Rank: 8181
Omega Ratio Rank
FLXB.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
FLXB.DE Martin Ratio Rank: 9090
Martin Ratio Rank

FLXX.DE
FLXX.DE Risk / Return Rank: 4444
Overall Rank
FLXX.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FLXX.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
FLXX.DE Omega Ratio Rank: 2828
Omega Ratio Rank
FLXX.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
FLXX.DE Martin Ratio Rank: 6565
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. FLXX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil UCITS ETF (FLXB.DE) and Franklin Global Quality Dividend UCITS ETF (FLXX.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.


FLXB.DEFLXX.DEDifference

Sharpe ratio

Return per unit of total volatility

1.86

0.58

+1.28

Sortino ratio

Return per unit of downside risk

2.42

0.83

+1.59

Omega ratio

Gain probability vs. loss probability

1.33

1.13

+0.20

Calmar ratio

Return relative to maximum drawdown

5.12

2.48

+2.64

Martin ratio

Return relative to average drawdown

13.86

8.09

+5.77

FLXB.DE vs. FLXX.DE - Sharpe Ratio Comparison

The current FLXB.DE Sharpe Ratio is 1.86, which is higher than the FLXX.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FLXB.DE and FLXX.DE, 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


FLXB.DEFLXX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

0.58

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.74

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.63

-0.46

Correlation

The correlation between FLXB.DE and FLXX.DE is 0.41, 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

FLXB.DE vs. FLXX.DE - Dividend Comparison

FLXB.DE has not paid dividends to shareholders, while FLXX.DE's dividend yield for the trailing twelve months is around 2.66%.


TTM202520242023202220212020201920182017
FLXB.DE
Franklin FTSE Brazil UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLXX.DE
Franklin Global Quality Dividend UCITS ETF
2.66%2.74%2.38%2.81%3.08%2.25%2.56%3.19%3.27%0.45%

Drawdowns

FLXB.DE vs. FLXX.DE - Drawdown Comparison

The maximum FLXB.DE drawdown since its inception was -54.94%, which is greater than FLXX.DE's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for FLXB.DE and FLXX.DE.


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Drawdown Indicators


FLXB.DEFLXX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.94%

-34.26%

-20.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-8.86%

-4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.51%

-17.70%

-10.81%

Current Drawdown

Current decline from peak

0.00%

-2.48%

+2.48%

Average Drawdown

Average peak-to-trough decline

-18.70%

-4.72%

-13.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

1.63%

+1.68%

Volatility

FLXB.DE vs. FLXX.DE - Volatility Comparison

Franklin FTSE Brazil UCITS ETF (FLXB.DE) has a higher volatility of 8.71% compared to Franklin Global Quality Dividend UCITS ETF (FLXX.DE) at 3.06%. This indicates that FLXB.DE's price experiences larger fluctuations and is considered to be riskier than FLXX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXB.DEFLXX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.71%

3.06%

+5.65%

Volatility (6M)

Calculated over the trailing 6-month period

18.68%

6.71%

+11.97%

Volatility (1Y)

Calculated over the trailing 1-year period

24.16%

13.81%

+10.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.85%

12.48%

+13.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.25%

14.55%

+16.70%