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FLXB.L vs. SPXS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXB.L vs. SPXS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Brazil UCITS ETF (FLXB.L) and Invesco S&P 500 UCITS ETF (SPXS.L). 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.L achieves a 17.17% return, which is significantly higher than SPXS.L's 10.20% return.


FLXB.L

1D
0.13%
1M
1.17%
6M
13.24%
YTD
17.17%
1Y
39.35%
3Y*
12.11%
5Y*
6.80%
10Y*

SPXS.L

1D
-0.12%
1M
-0.05%
6M
9.96%
YTD
10.20%
1Y
-98.78%
3Y*
-74.11%
5Y*
-54.94%
10Y*
-27.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXB.L vs. SPXS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLXB.L
Franklin FTSE Brazil UCITS ETF
17.17%45.49%-27.92%33.43%10.93%-16.59%-19.42%12.18%
SPXS.L
Invesco S&P 500 UCITS ETF
10.20%-98.82%25.56%27.00%-18.53%29.64%17.89%18.18%

Correlation

The correlation between FLXB.L and SPXS.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.38

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

0.40

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

0.42

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Franklin FTSE Brazil UCITS ETF

Invesco S&P 500 UCITS ETF

Return for Risk

FLXB.L vs. SPXS.L — Risk / Return Rank

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

FLXB.L
FLXB.L Risk / Return Rank: 5555
Overall Rank
FLXB.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FLXB.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
FLXB.L Omega Ratio Rank: 5454
Omega Ratio Rank
FLXB.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
FLXB.L Martin Ratio Rank: 4444
Martin Ratio Rank

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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.L vs. SPXS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil UCITS ETF (FLXB.L) and Invesco S&P 500 UCITS ETF (SPXS.L). 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.LSPXS.LDifference
Sharpe ratioReturn per unit of total volatility

+2.65

Sortino ratioReturn per unit of downside risk

+3.06

Omega ratioGain probability vs. loss probability

1.28

0.52

+0.76

Calmar ratioReturn relative to maximum drawdown

2.21

-1.00

+3.21

Martin ratioReturn relative to average drawdown

5.73

-1.23

+6.95

FLXB.L vs. SPXS.L - Sharpe Ratio Comparison

The current FLXB.L Sharpe Ratio is 1.65, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of FLXB.L and SPXS.L, 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.L vs. SPXS.L - Drawdown Comparison

The maximum FLXB.L drawdown since its inception was -56.54%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for FLXB.L and SPXS.L.


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Drawdown Indicators


FLXB.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.54%

-99.07%

+42.53%

Max Drawdown (1Y)

Largest decline over 1 year

-17.78%

-99.07%

+81.29%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-99.07%

+70.28%

Max Drawdown (5Y)

Largest decline over 5 years

-32.17%

-99.07%

+66.90%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

Current Drawdown

Current decline from peak

-12.54%

-98.90%

+86.36%

Average Drawdown

Average peak-to-trough decline

-18.96%

-7.67%

-11.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.89%

80.57%

-73.68%

Volatility

FLXB.L vs. SPXS.L - Volatility Comparison

Franklin FTSE Brazil UCITS ETF (FLXB.L) has a higher volatility of 6.41% compared to Invesco S&P 500 UCITS ETF (SPXS.L) at 2.73%. This indicates that FLXB.L's price experiences larger fluctuations and is considered to be riskier than SPXS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXB.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

2.73%

+3.68%

Volatility (6M)

Calculated over the trailing 6-month period

18.27%

9.24%

+9.03%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

99.43%

-75.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.18%

47.13%

-19.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.03%

35.27%

-3.24%

FLXB.L vs. SPXS.L - Expense Ratio Comparison

FLXB.L has a 0.19% expense ratio, which is higher than SPXS.L's 0.05% 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.L vs. SPXS.L - Dividend Comparison

Neither FLXB.L nor SPXS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FLXB.L and SPXS.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.19% for FLXB.L.

FLXB.L tracks Franklin FTSE Brazil UCITS ETF, while SPXS.L tracks Invesco S&P 500 UCITS ETF. They also come from different issuers: Franklin and Invesco. Their fees differ too: 0.19% for FLXB.L and 0.05% for SPXS.L.

Portfolio Optimizer

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