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

Performance

FLXC.DE vs. MCHI - Performance Comparison

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

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Different Trading Currencies

FLXC.DE is traded in EUR, while MCHI is traded in USD. To make them comparable, the MCHI values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with FLXC.DE having a -5.94% return and MCHI slightly lower at -6.17%.


FLXC.DE

1D
-0.40%
1M
-2.37%
YTD
-5.94%
6M
-7.13%
1Y
4.76%
3Y*
7.94%
5Y*
-3.95%
10Y*

MCHI

1D
-0.59%
1M
-1.95%
YTD
-6.17%
6M
-8.74%
1Y
2.23%
3Y*
6.81%
5Y*
-4.88%
10Y*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXC.DE vs. MCHI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLXC.DE
Franklin FTSE China UCITS ETF
-5.94%17.34%27.28%-15.77%-15.90%-14.60%16.83%19.48%
MCHI
iShares MSCI China ETF
-6.17%15.49%25.50%-14.58%-18.24%-15.89%17.25%18.14%

Correlation

The correlation between FLXC.DE and MCHI is 0.86, 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

0.86

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

0.86

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

0.87

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

0.85

The correlation between FLXC.DE and MCHI has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

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Return for Risk

FLXC.DE vs. MCHI — 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: 1313
Overall Rank
FLXC.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FLXC.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
FLXC.DE Omega Ratio Rank: 1313
Omega Ratio Rank
FLXC.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
FLXC.DE Martin Ratio Rank: 1212
Martin Ratio Rank

MCHI
MCHI Risk / Return Rank: 1212
Overall Rank
MCHI Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MCHI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MCHI Omega Ratio Rank: 1212
Omega Ratio Rank
MCHI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MCHI Martin Ratio Rank: 1111
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. MCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China UCITS ETF (FLXC.DE) and iShares MSCI China ETF (MCHI). 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.DEMCHIDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.06

1.04

+0.02

Calmar ratioReturn relative to maximum drawdown

0.31

0.14

+0.18

Martin ratioReturn relative to average drawdown

0.64

0.28

+0.37

FLXC.DE vs. MCHI - Sharpe Ratio Comparison

The current FLXC.DE Sharpe Ratio is 0.27, which is higher than the MCHI Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of FLXC.DE and MCHI, 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


FLXC.DEMCHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.11

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

-0.17

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.14

-0.05

Drawdowns

FLXC.DE vs. MCHI - Drawdown Comparison

The maximum FLXC.DE drawdown since its inception was -55.61%, roughly equal to the maximum MCHI drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for FLXC.DE and MCHI.


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Drawdown Indicators


FLXC.DEMCHIDifference

Max Drawdown

Largest peak-to-trough decline

-55.61%

-56.70%

+1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-15.19%

-16.41%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-24.70%

-24.99%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-49.07%

-50.19%

+1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-56.70%

Current Drawdown

Current decline from peak

-30.89%

-34.42%

+3.53%

Average Drawdown

Average peak-to-trough decline

-27.95%

-21.29%

-6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.38%

8.10%

-0.72%

Volatility

FLXC.DE vs. MCHI - Volatility Comparison

Franklin FTSE China UCITS ETF (FLXC.DE) and iShares MSCI China ETF (MCHI) have volatilities of 6.78% and 6.87%, 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.DEMCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

6.87%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

13.81%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.78%

19.64%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.71%

29.35%

-2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.20%

26.68%

-0.48%

FLXC.DE vs. MCHI - Expense Ratio Comparison

FLXC.DE has a 0.19% expense ratio, which is lower than MCHI's 0.59% expense ratio.


Dividends

FLXC.DE vs. MCHI - Dividend Comparison

FLXC.DE has not paid dividends to shareholders, while MCHI's dividend yield for the trailing twelve months is around 2.28%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
MCHI
iShares MSCI China ETF
2.28%2.12%2.31%2.66%1.78%1.04%1.04%1.45%1.60%1.56%1.66%2.76%

Frequently Asked Questions


FLXC.DE and MCHI have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXC.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXC.DE is cheaper with a 0.19% expense ratio, compared with 0.59% for MCHI.

FLXC.DE tracks FTSE China 30/18 Capped, while MCHI tracks MSCI China Index. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for FLXC.DE and 0.59% for MCHI.

Portfolio Optimizer

Find the right allocation for FLXC.DE and MCHI

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