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

Performance

FLXB.DE vs. FVEM.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 MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLXB.DE achieves a 15.75% return, which is significantly lower than FVEM.DE's 25.43% return.


FLXB.DE

1D
-0.76%
1M
-10.22%
YTD
15.75%
6M
9.70%
1Y
32.46%
3Y*
10.43%
5Y*
6.83%
10Y*

FVEM.DE

1D
-1.33%
1M
4.58%
YTD
25.43%
6M
27.21%
1Y
47.18%
3Y*
18.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
FLXB.DE
Franklin FTSE Brazil UCITS ETF
15.75%29.01%-23.72%30.66%
FVEM.DE
Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation
25.43%17.23%13.32%0.60%

Correlation

The correlation between FLXB.DE and FVEM.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2023

0.45

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Return for Risk

FLXB.DE vs. FVEM.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: 4242
Overall Rank
FLXB.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FLXB.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
FLXB.DE Omega Ratio Rank: 3939
Omega Ratio Rank
FLXB.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
FLXB.DE Martin Ratio Rank: 4646
Martin Ratio Rank

FVEM.DE
FVEM.DE Risk / Return Rank: 8383
Overall Rank
FVEM.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FVEM.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
FVEM.DE Omega Ratio Rank: 8181
Omega Ratio Rank
FVEM.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
FVEM.DE Martin Ratio Rank: 8484
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. FVEM.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 MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.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.DEFVEM.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.25

1.47

-0.23

Calmar ratioReturn relative to maximum drawdown

2.31

4.42

-2.12

Martin ratioReturn relative to average drawdown

7.41

16.79

-9.39

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

The current FLXB.DE Sharpe Ratio is 1.41, which is lower than the FVEM.DE Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of FLXB.DE and FVEM.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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Sharpe Ratios by Period


FLXB.DEFVEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

2.66

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.08

-0.95

Drawdowns

FLXB.DE vs. FVEM.DE - Drawdown Comparison

The maximum FLXB.DE drawdown since its inception was -54.94%, which is greater than FVEM.DE's maximum drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for FLXB.DE and FVEM.DE.


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Drawdown Indicators


FLXB.DEFVEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.94%

-18.76%

-36.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-10.62%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-25.88%

-18.76%

-7.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.51%

Current Drawdown

Current decline from peak

-14.01%

-2.08%

-11.93%

Average Drawdown

Average peak-to-trough decline

-18.40%

-3.46%

-14.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

2.80%

+1.57%

Volatility

FLXB.DE vs. FVEM.DE - Volatility Comparison

Franklin FTSE Brazil UCITS ETF (FLXB.DE) and Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) have volatilities of 6.93% and 7.26%, 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.DEFVEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

7.26%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

19.35%

14.82%

+4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

22.98%

17.67%

+5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.95%

16.04%

+9.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.07%

16.04%

+15.03%

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

FLXB.DE has a 0.19% expense ratio, which is higher than FVEM.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLXB.DE vs. FVEM.DE - Dividend Comparison

Neither FLXB.DE nor FVEM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FLXB.DE and FVEM.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FVEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FVEM.DE is cheaper with a 0.18% expense ratio, compared with 0.19% for FLXB.DE.

FLXB.DE is categorized as Latin America Equities, while FVEM.DE is Emerging Markets Equities. FLXB.DE tracks FTSE Brazil 30/18 Capped, while FVEM.DE tracks MSCI Emerging Markets Climate Paris Aligned. Their fees differ too: 0.19% for FLXB.DE and 0.18% for FVEM.DE.

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