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FLXC.L vs. MWRD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLXC.L vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China UCITS ETF (FLXC.L) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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FLXC.L vs. MWRD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLXC.L
Franklin FTSE China UCITS ETF
-5.86%32.15%19.36%-12.74%-22.72%-20.67%31.22%16.03%
MWRD.L
Amundi Index MSCI World
0.00%0.00%-1.64%23.69%-18.69%22.97%15.27%11.95%
Different Trading Currencies

FLXC.L is traded in USD, while MWRD.L is traded in GBp. To make them comparable, the MWRD.L values have been converted to USD using the latest available exchange rates.

Returns By Period


FLXC.L

1D
1.45%
1M
-4.13%
YTD
-5.86%
6M
-12.65%
1Y
7.15%
3Y*
7.43%
5Y*
-4.88%
10Y*

MWRD.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLXC.L vs. MWRD.L - Expense Ratio Comparison

FLXC.L has a 0.19% expense ratio, which is higher than MWRD.L's 0.08% 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%.


Return for Risk

FLXC.L vs. MWRD.L — Risk / Return Rank

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

FLXC.L
FLXC.L Risk / Return Rank: 2121
Overall Rank
FLXC.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLXC.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
FLXC.L Omega Ratio Rank: 1919
Omega Ratio Rank
FLXC.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
FLXC.L Martin Ratio Rank: 2323
Martin Ratio Rank

MWRD.L
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.L vs. MWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China UCITS ETF (FLXC.L) and Amundi Index MSCI World (MWRD.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.


FLXC.LMWRD.LDifference

Sharpe ratio

Return per unit of total volatility

0.33

Sortino ratio

Return per unit of downside risk

0.59

Omega ratio

Gain probability vs. loss probability

1.08

Calmar ratio

Return relative to maximum drawdown

0.62

Martin ratio

Return relative to average drawdown

1.69

FLXC.L vs. MWRD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLXC.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

Correlation

The correlation between FLXC.L and MWRD.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLXC.L vs. MWRD.L - Dividend Comparison

Neither FLXC.L nor MWRD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FLXC.L vs. MWRD.L - Drawdown Comparison


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Drawdown Indicators


FLXC.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.90%

Max Drawdown (1Y)

Largest decline over 1 year

-15.45%

Max Drawdown (5Y)

Largest decline over 5 years

-62.78%

Current Drawdown

Current decline from peak

-33.36%

Average Drawdown

Average peak-to-trough decline

-31.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

Volatility

FLXC.L vs. MWRD.L - Volatility Comparison


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Volatility by Period


FLXC.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.83%