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FLXD.DE vs. FLXE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLXD.DE vs. FLXE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin European Quality Dividend UCITS ETF (FLXD.DE) and Franklin Emerging Markets UCITS ETF (FLXE.DE). The values are adjusted to include any dividend payments, if applicable.

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FLXD.DE vs. FLXE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLXD.DE
Franklin European Quality Dividend UCITS ETF
10.07%24.53%12.30%10.31%-0.48%16.07%-3.54%23.52%-7.81%-2.32%
FLXE.DE
Franklin Emerging Markets UCITS ETF
6.31%13.48%13.20%8.82%-14.02%16.09%-8.15%15.51%-7.66%2.87%

Returns By Period

In the year-to-date period, FLXD.DE achieves a 10.07% return, which is significantly higher than FLXE.DE's 6.31% return.


FLXD.DE

1D
0.14%
1M
3.01%
YTD
10.07%
6M
14.25%
1Y
21.75%
3Y*
18.58%
5Y*
12.99%
10Y*

FLXE.DE

1D
-0.17%
1M
-0.83%
YTD
6.31%
6M
12.64%
1Y
20.94%
3Y*
13.42%
5Y*
6.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLXD.DE vs. FLXE.DE - Expense Ratio Comparison

FLXD.DE has a 0.25% expense ratio, which is lower than FLXE.DE's 0.45% expense ratio.


Return for Risk

FLXD.DE vs. FLXE.DE — Risk / Return Rank

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

FLXD.DE
FLXD.DE Risk / Return Rank: 9090
Overall Rank
FLXD.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FLXD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
FLXD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
FLXD.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLXD.DE Martin Ratio Rank: 9292
Martin Ratio Rank

FLXE.DE
FLXE.DE Risk / Return Rank: 7676
Overall Rank
FLXE.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FLXE.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
FLXE.DE Omega Ratio Rank: 7070
Omega Ratio Rank
FLXE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
FLXE.DE Martin Ratio Rank: 8080
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.

FLXD.DE vs. FLXE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin European Quality Dividend UCITS ETF (FLXD.DE) and Franklin Emerging Markets UCITS ETF (FLXE.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.


FLXD.DEFLXE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.39

+0.46

Sortino ratio

Return per unit of downside risk

2.37

1.89

+0.48

Omega ratio

Gain probability vs. loss probability

1.40

1.27

+0.12

Calmar ratio

Return relative to maximum drawdown

5.39

2.91

+2.48

Martin ratio

Return relative to average drawdown

14.52

10.44

+4.08

FLXD.DE vs. FLXE.DE - Sharpe Ratio Comparison

The current FLXD.DE Sharpe Ratio is 1.84, which is higher than the FLXE.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FLXD.DE and FLXE.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


FLXD.DEFLXE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.39

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.45

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.30

+0.36

Correlation

The correlation between FLXD.DE and FLXE.DE is 0.49, 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

FLXD.DE vs. FLXE.DE - Dividend Comparison

FLXD.DE's dividend yield for the trailing twelve months is around 3.78%, while FLXE.DE has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
FLXD.DE
Franklin European Quality Dividend UCITS ETF
3.78%4.28%4.31%4.99%5.20%4.61%3.48%4.38%5.45%0.72%
FLXE.DE
Franklin Emerging Markets UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLXD.DE vs. FLXE.DE - Drawdown Comparison

The maximum FLXD.DE drawdown since its inception was -35.10%, which is greater than FLXE.DE's maximum drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for FLXD.DE and FLXE.DE.


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Drawdown Indicators


FLXD.DEFLXE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-32.87%

-2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-8.39%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-14.19%

-18.56%

+4.37%

Current Drawdown

Current decline from peak

0.00%

-6.33%

+6.33%

Average Drawdown

Average peak-to-trough decline

-3.93%

-7.27%

+3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

2.33%

-0.76%

Volatility

FLXD.DE vs. FLXE.DE - Volatility Comparison

The current volatility for Franklin European Quality Dividend UCITS ETF (FLXD.DE) is 3.49%, while Franklin Emerging Markets UCITS ETF (FLXE.DE) has a volatility of 5.19%. This indicates that FLXD.DE experiences smaller price fluctuations and is considered to be less risky than FLXE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXD.DEFLXE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

5.19%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

6.29%

10.01%

-3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.75%

15.05%

-3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.64%

13.48%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

16.05%

-1.88%