FLXD.DE vs. VYMI
FLXD.DE (Franklin European Quality Dividend UCITS ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - FLXD.DE is a Europe Equities fund tracking the MSCI Europe High Div Yld NR EUR, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 5 years, FLXD.DE returned 12.36%/yr vs 13.41%/yr for VYMI. A 0.58 correlation means they provide meaningful diversification when combined. FLXD.DE charges 0.25%/yr vs 0.07%/yr for VYMI.
Performance
FLXD.DE vs. VYMI - Performance Comparison
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Different Trading Currencies
FLXD.DE is traded in EUR, while VYMI is traded in USD. To make them comparable, the VYMI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, FLXD.DE achieves a 11.37% return, which is significantly lower than VYMI's 14.95% return.
FLXD.DE
- 1D
- -0.11%
- 1M
- -1.28%
- YTD
- 11.37%
- 6M
- 11.93%
- 1Y
- 20.32%
- 3Y*
- 19.26%
- 5Y*
- 12.36%
- 10Y*
- —
VYMI
- 1D
- 0.39%
- 1M
- 0.98%
- YTD
- 14.95%
- 6M
- 14.98%
- 1Y
- 32.51%
- 3Y*
- 19.93%
- 5Y*
- 13.41%
- 10Y*
- 11.10%
FLXD.DE vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLXD.DE Franklin European Quality Dividend UCITS ETF | 11.37% | 24.53% | 12.34% | 10.31% | -0.48% | 16.07% | -3.54% | 23.50% | -7.81% | 0.44% |
VYMI Vanguard International High Dividend Yield ETF | 14.95% | 21.67% | 14.12% | 13.56% | -1.26% | 24.02% | -9.26% | 21.11% | -8.55% | 4.45% |
Correlation
The correlation between FLXD.DE and VYMI is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2017 | 0.58 |
The correlation between FLXD.DE and VYMI has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.
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Return for Risk
FLXD.DE vs. VYMI — Risk / Return Rank
FLXD.DE
VYMI
FLXD.DE vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin European Quality Dividend UCITS ETF (FLXD.DE) and Vanguard International High Dividend Yield ETF (VYMI). 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 | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.56 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 3.95 | +1.10 |
| Martin ratioReturn relative to average drawdown | 13.73 | 17.53 | -3.80 |
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Drawdowns
FLXD.DE vs. VYMI - Drawdown Comparison
The maximum FLXD.DE drawdown since its inception was -35.13%, roughly equal to the maximum VYMI drawdown of -36.04%. Use the drawdown chart below to compare losses from any high point for FLXD.DE and VYMI.
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Drawdown Indicators
| FLXD.DE | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.13% | -36.04% | +0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -4.01% | -8.27% | +4.26% |
Max Drawdown (3Y)Largest decline over 3 years | -10.07% | -13.70% | +3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -14.17% | -13.70% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.04% | — |
Current DrawdownCurrent decline from peak | -2.70% | -0.85% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -3.87% | -3.96% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 1.86% | -0.38% |
Volatility
FLXD.DE vs. VYMI - Volatility Comparison
The current volatility for Franklin European Quality Dividend UCITS ETF (FLXD.DE) is 2.42%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 3.16%. This indicates that FLXD.DE experiences smaller price fluctuations and is considered to be less risky than VYMI 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 | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 3.16% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 9.29% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.82% | 11.20% | -2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.66% | 12.55% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.07% | 15.61% | -1.54% |
FLXD.DE vs. VYMI - Expense Ratio Comparison
FLXD.DE has a 0.25% expense ratio, which is higher than VYMI's 0.07% 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%.
Dividends
FLXD.DE vs. VYMI - Dividend Comparison
FLXD.DE's dividend yield for the trailing twelve months is around 3.96%, more than VYMI's 3.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FLXD.DE Franklin European Quality Dividend UCITS ETF | 3.96% | 4.27% | 4.31% | 4.99% | 5.20% | 4.61% | 3.48% | 4.38% | 5.45% | 0.72% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.67% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
FLXD.DE and VYMI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VYMI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.25% for FLXD.DE.
FLXD.DE is categorized as Europe Equities, while VYMI is Dividend. FLXD.DE tracks MSCI Europe High Div Yld NR EUR, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.25% for FLXD.DE and 0.07% for VYMI.
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