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

Performance

FLXB.DE vs. IUSC.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 EM Latin America UCITS ETF (Dist) (IUSC.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 higher than IUSC.DE's 10.69% 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*

IUSC.DE

1D
-0.68%
1M
-7.19%
YTD
10.69%
6M
8.24%
1Y
33.46%
3Y*
10.03%
5Y*
9.18%
10Y*
6.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
FLXB.DE
Franklin FTSE Brazil UCITS ETF
15.75%29.01%-23.72%28.92%18.78%-11.29%-26.34%15.80%
IUSC.DE
iShares MSCI EM Latin America UCITS ETF (Dist)
10.69%36.88%-22.89%28.61%15.20%-3.88%-19.69%9.98%

Correlation

The correlation between FLXB.DE and IUSC.DE is 0.89, 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

0.89

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

0.88

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2019

0.93

The correlation between FLXB.DE and IUSC.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

FLXB.DE vs. IUSC.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

IUSC.DE
IUSC.DE Risk / Return Rank: 5555
Overall Rank
IUSC.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IUSC.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IUSC.DE Omega Ratio Rank: 5151
Omega Ratio Rank
IUSC.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IUSC.DE Martin Ratio Rank: 5454
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. IUSC.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 EM Latin America UCITS ETF (Dist) (IUSC.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.DEIUSC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.25

1.31

-0.07

Calmar ratioReturn relative to maximum drawdown

2.31

2.99

-0.69

Martin ratioReturn relative to average drawdown

7.41

9.20

-1.79

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

The current FLXB.DE Sharpe Ratio is 1.41, which is comparable to the IUSC.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of FLXB.DE and IUSC.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.DEIUSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.85

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.44

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.08

+0.05

Drawdowns

FLXB.DE vs. IUSC.DE - Drawdown Comparison

The maximum FLXB.DE drawdown since its inception was -54.94%, smaller than the maximum IUSC.DE drawdown of -58.97%. Use the drawdown chart below to compare losses from any high point for FLXB.DE and IUSC.DE.


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Drawdown Indicators


FLXB.DEIUSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.94%

-58.97%

+4.03%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-11.12%

-2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-25.88%

-25.76%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.51%

-25.76%

-2.75%

Max Drawdown (10Y)

Largest decline over 10 years

-49.91%

Current Drawdown

Current decline from peak

-14.01%

-11.12%

-2.89%

Average Drawdown

Average peak-to-trough decline

-18.40%

-25.36%

+6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

3.63%

+0.74%

Volatility

FLXB.DE vs. IUSC.DE - Volatility Comparison

Franklin FTSE Brazil UCITS ETF (FLXB.DE) has a higher volatility of 6.93% compared to iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.DE) at 5.36%. This indicates that FLXB.DE's price experiences larger fluctuations and is considered to be riskier than IUSC.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.DEIUSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

5.36%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

19.35%

15.06%

+4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

22.98%

17.96%

+5.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.95%

20.76%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.07%

25.22%

+5.85%

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

FLXB.DE has a 0.19% expense ratio, which is lower than IUSC.DE's 0.20% expense ratio. Despite the difference, 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. IUSC.DE - Dividend Comparison

FLXB.DE has not paid dividends to shareholders, while IUSC.DE's dividend yield for the trailing twelve months is around 3.02%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
IUSC.DE
iShares MSCI EM Latin America UCITS ETF (Dist)
3.02%3.20%5.24%3.98%6.78%2.68%1.65%2.07%1.88%1.41%1.22%2.65%

Frequently Asked Questions


FLXB.DE and IUSC.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.20% for IUSC.DE.

FLXB.DE tracks FTSE Brazil 30/18 Capped, while IUSC.DE tracks MSCI Emerging Markets Latin America 10/40. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for FLXB.DE and 0.20% for IUSC.DE.

Portfolio Optimizer

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