FLXD.DE vs. ROX.DE
FLXD.DE (Franklin European Quality Dividend UCITS ETF) and ROX.DE (Expat Romania BET UCITS ETF) are both Europe Equities funds - FLXD.DE tracks the MSCI Europe High Div Yld NR EUR while ROX.DE tracks the BET Index. Both are passively managed. Over the past 5 years, FLXD.DE returned 12.56%/yr vs 23.40%/yr for ROX.DE. At a 0.11 correlation, their price movements are largely independent. FLXD.DE charges 0.25%/yr vs 1.38%/yr for ROX.DE.
Performance
FLXD.DE vs. ROX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FLXD.DE achieves a 12.99% return, which is significantly lower than ROX.DE's 39.19% return.
FLXD.DE
- 1D
- 1.10%
- 1M
- 0.46%
- 6M
- 11.65%
- YTD
- 12.99%
- 1Y
- 20.55%
- 3Y*
- 19.43%
- 5Y*
- 12.56%
- 10Y*
- —
ROX.DE
- 1D
- 0.49%
- 1M
- 15.08%
- 6M
- 23.72%
- YTD
- 39.19%
- 1Y
- 72.38%
- 3Y*
- 35.94%
- 5Y*
- 23.40%
- 10Y*
- —
FLXD.DE vs. ROX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FLXD.DE Franklin European Quality Dividend UCITS ETF | 12.99% | 24.53% | 12.34% | 10.31% | -0.48% | 16.07% | -3.54% | 23.50% | -6.30% |
ROX.DE Expat Romania BET UCITS ETF | 39.19% | 43.69% | 13.19% | 22.15% | -3.87% | 34.78% | -1.71% | 34.41% | -15.49% |
Correlation
The correlation between FLXD.DE and ROX.DE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2018 | 0.11 |
The correlation between FLXD.DE and ROX.DE shifts across timeframes, from -0.01 (3 years) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FLXD.DE vs. ROX.DE — Risk / Return Rank
FLXD.DE
ROX.DE
FLXD.DE vs. ROX.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 Expat Romania BET UCITS ETF (ROX.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.
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.
| FLXD.DE | ROX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.62 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 5.10 | 9.10 | -4.00 |
| Martin ratioReturn relative to average drawdown | 12.92 | 28.32 | -15.39 |
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Drawdowns
FLXD.DE vs. ROX.DE - Drawdown Comparison
The maximum FLXD.DE drawdown since its inception was -35.13%, which is greater than ROX.DE's maximum drawdown of -29.00%. Use the drawdown chart below to compare losses from any high point for FLXD.DE and ROX.DE.
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Drawdown Indicators
| FLXD.DE | ROX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.13% | -29.00% | -6.13% |
Max Drawdown (1Y)Largest decline over 1 year | -4.01% | -7.91% | +3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -10.07% | -17.52% | +7.45% |
Max Drawdown (5Y)Largest decline over 5 years | -14.17% | -19.51% | +5.34% |
Current DrawdownCurrent decline from peak | -1.29% | 0.00% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -5.26% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 2.55% | -0.96% |
Volatility
FLXD.DE vs. ROX.DE - Volatility Comparison
The current volatility for Franklin European Quality Dividend UCITS ETF (FLXD.DE) is 2.47%, while Expat Romania BET UCITS ETF (ROX.DE) has a volatility of 5.07%. This indicates that FLXD.DE experiences smaller price fluctuations and is considered to be less risky than ROX.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.DE | ROX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 5.07% | -2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 13.79% | -6.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.93% | 19.33% | -10.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.65% | 19.80% | -8.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.04% | 21.02% | -6.98% |
FLXD.DE vs. ROX.DE - Expense Ratio Comparison
FLXD.DE has a 0.25% expense ratio, which is lower than ROX.DE's 1.38% expense ratio.
Dividends
FLXD.DE vs. ROX.DE - Dividend Comparison
FLXD.DE's dividend yield for the trailing twelve months is around 3.91%, while ROX.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLXD.DE Franklin European Quality Dividend UCITS ETF | 3.91% | 4.27% | 4.31% | 4.99% | 5.20% | 4.61% | 3.48% | 4.38% | 5.45% | 0.72% |
ROX.DE Expat Romania BET UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FLXD.DE and ROX.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLXD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLXD.DE is cheaper with a 0.25% expense ratio, compared with 1.38% for ROX.DE.
FLXD.DE tracks MSCI Europe High Div Yld NR EUR, while ROX.DE tracks BET Index. They also come from different issuers: Franklin Templeton and Expat. Their fees differ too: 0.25% for FLXD.DE and 1.38% for ROX.DE.
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