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FLXC.DE vs. C024.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLXC.DE vs. C024.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE China UCITS ETF (FLXC.DE) and Amundi MSCI China A II UCITS ETF Dist (C024.DE). The values are adjusted to include any dividend payments, if applicable.

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FLXC.DE vs. C024.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLXC.DE
Franklin FTSE China UCITS ETF
-5.28%17.34%27.28%-15.77%-15.90%-14.60%16.83%19.48%
C024.DE
Amundi MSCI China A II UCITS ETF Dist
2.04%14.97%22.87%-17.78%-16.12%3.37%21.54%13.49%

Returns By Period

In the year-to-date period, FLXC.DE achieves a -5.28% return, which is significantly lower than C024.DE's 2.04% return.


FLXC.DE

1D
0.67%
1M
-3.44%
YTD
-5.28%
6M
-11.84%
1Y
0.00%
3Y*
5.17%
5Y*
-4.59%
10Y*

C024.DE

1D
0.49%
1M
-3.21%
YTD
2.04%
6M
5.04%
1Y
22.66%
3Y*
5.60%
5Y*
-0.57%
10Y*
5.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLXC.DE vs. C024.DE - Expense Ratio Comparison

FLXC.DE has a 0.19% expense ratio, which is lower than C024.DE's 0.25% 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%.


Return for Risk

FLXC.DE vs. C024.DE — Risk / Return Rank

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

FLXC.DE
FLXC.DE Risk / Return Rank: 1212
Overall Rank
FLXC.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FLXC.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
FLXC.DE Omega Ratio Rank: 1111
Omega Ratio Rank
FLXC.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
FLXC.DE Martin Ratio Rank: 1313
Martin Ratio Rank

C024.DE
C024.DE Risk / Return Rank: 7575
Overall Rank
C024.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
C024.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
C024.DE Omega Ratio Rank: 6666
Omega Ratio Rank
C024.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
C024.DE Martin Ratio Rank: 7474
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.

FLXC.DE vs. C024.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China UCITS ETF (FLXC.DE) and Amundi MSCI China A II UCITS ETF Dist (C024.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.


FLXC.DEC024.DEDifference

Sharpe ratio

Return per unit of total volatility

0.00

1.40

-1.40

Sortino ratio

Return per unit of downside risk

0.14

1.89

-1.75

Omega ratio

Gain probability vs. loss probability

1.02

1.26

-0.24

Calmar ratio

Return relative to maximum drawdown

0.09

3.07

-2.98

Martin ratio

Return relative to average drawdown

0.20

8.67

-8.46

FLXC.DE vs. C024.DE - Sharpe Ratio Comparison

The current FLXC.DE Sharpe Ratio is 0.00, which is lower than the C024.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FLXC.DE and C024.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


FLXC.DEC024.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

1.40

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.02

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.27

-0.17

Correlation

The correlation between FLXC.DE and C024.DE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLXC.DE vs. C024.DE - Dividend Comparison

FLXC.DE has not paid dividends to shareholders, while C024.DE's dividend yield for the trailing twelve months is around 1.85%.


TTM20252024202320222021202020192018
FLXC.DE
Franklin FTSE China UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
C024.DE
Amundi MSCI China A II UCITS ETF Dist
1.85%1.89%2.19%1.98%1.34%1.23%1.42%1.88%2.49%

Drawdowns

FLXC.DE vs. C024.DE - Drawdown Comparison

The maximum FLXC.DE drawdown since its inception was -55.61%, which is greater than C024.DE's maximum drawdown of -49.68%. Use the drawdown chart below to compare losses from any high point for FLXC.DE and C024.DE.


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Drawdown Indicators


FLXC.DEC024.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.61%

-49.68%

-5.93%

Max Drawdown (1Y)

Largest decline over 1 year

-15.93%

-10.56%

-5.37%

Max Drawdown (5Y)

Largest decline over 5 years

-49.65%

-40.91%

-8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-47.10%

Current Drawdown

Current decline from peak

-30.40%

-16.72%

-13.68%

Average Drawdown

Average peak-to-trough decline

-27.91%

-25.00%

-2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.01%

2.68%

+3.33%

Volatility

FLXC.DE vs. C024.DE - Volatility Comparison

Franklin FTSE China UCITS ETF (FLXC.DE) and Amundi MSCI China A II UCITS ETF Dist (C024.DE) have volatilities of 5.38% and 5.21%, 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


FLXC.DEC024.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

5.21%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.49%

11.09%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

20.47%

16.15%

+4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.63%

22.96%

+3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.33%

24.36%

+1.97%