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FLXD.L vs. EGRW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXD.L vs. EGRW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin European Quality Dividend UCITS ETF (FLXD.L) and WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FLXD.L is traded in GBP, while EGRW.L is traded in EUR. To make them comparable, the EGRW.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLXD.L achieves a 9.29% return, which is significantly higher than EGRW.L's 5.46% return.


FLXD.L

1D
0.49%
1M
-0.03%
YTD
9.29%
6M
12.43%
1Y
20.53%
3Y*
19.08%
5Y*
13.18%
10Y*

EGRW.L

1D
0.22%
1M
5.86%
YTD
5.46%
6M
6.78%
1Y
13.10%
3Y*
7.32%
5Y*
4.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXD.L vs. EGRW.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLXD.L
Franklin European Quality Dividend UCITS ETF
9.29%31.50%8.51%9.23%6.26%10.54%1.48%13.79%-11.21%-3.30%
EGRW.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR
5.46%18.91%-6.80%18.08%-15.26%15.24%13.07%26.23%-12.28%1.25%

Correlation

The correlation between FLXD.L and EGRW.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

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

0.35

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

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2017

0.27

FLXD.L vs. EGRW.L - Sectors Allocation Comparison


Sectors
FLXD.L
EGRW.L

Financial Services

35.8%
17.0%

Communication Services

16.3%
9.3%

Energy

11.6%
1.2%

Healthcare

10.3%
2.9%

Industrials

7.9%
24.4%

Basic Materials

5.2%
2.7%

Consumer Defensive

4.6%
0.9%

Real Estate

3.5%
0.3%

Utilities

3.1%
0.2%

Consumer Cyclical

1.0%
23.1%

Technology

0.7%
9.6%

Financial Services

FLXD.L
35.8%
EGRW.L
17.0%

Communication Services

FLXD.L
16.3%
EGRW.L
9.3%

Energy

FLXD.L
11.6%
EGRW.L
1.2%

Healthcare

FLXD.L
10.3%
EGRW.L
2.9%

Industrials

FLXD.L
7.9%
EGRW.L
24.4%

Basic Materials

FLXD.L
5.2%
EGRW.L
2.7%

Consumer Defensive

FLXD.L
4.6%
EGRW.L
0.9%

Real Estate

FLXD.L
3.5%
EGRW.L
0.3%

Utilities

FLXD.L
3.1%
EGRW.L
0.2%

Consumer Cyclical

FLXD.L
1.0%
EGRW.L
23.1%

Technology

FLXD.L
0.7%
EGRW.L
9.6%

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Return for Risk

FLXD.L vs. EGRW.L — Risk / Return Rank

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

FLXD.L
FLXD.L Risk / Return Rank: 8080
Overall Rank
FLXD.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FLXD.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
FLXD.L Omega Ratio Rank: 7474
Omega Ratio Rank
FLXD.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
FLXD.L Martin Ratio Rank: 8181
Martin Ratio Rank

EGRW.L
EGRW.L Risk / Return Rank: 2121
Overall Rank
EGRW.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EGRW.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
EGRW.L Omega Ratio Rank: 2020
Omega Ratio Rank
EGRW.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
EGRW.L Martin Ratio Rank: 2323
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.L vs. EGRW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin European Quality Dividend UCITS ETF (FLXD.L) and WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.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.


FLXD.LEGRW.LDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.43

1.16

+0.27

Calmar ratioReturn relative to maximum drawdown

5.64

1.13

+4.52

Martin ratioReturn relative to average drawdown

15.75

3.64

+12.10

FLXD.L vs. EGRW.L - Sharpe Ratio Comparison

The current FLXD.L Sharpe Ratio is 2.40, which is higher than the EGRW.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FLXD.L and EGRW.L, 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


FLXD.LEGRW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

0.84

+1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.33

+0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.59

+0.05

Drawdowns

FLXD.L vs. EGRW.L - Drawdown Comparison

The maximum FLXD.L drawdown since its inception was -29.71%, which is greater than EGRW.L's maximum drawdown of -27.45%. Use the drawdown chart below to compare losses from any high point for FLXD.L and EGRW.L.


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Drawdown Indicators


FLXD.LEGRW.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.71%

-27.45%

-2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.62%

-12.17%

+8.55%

Max Drawdown (3Y)

Largest decline over 3 years

-7.78%

-14.93%

+7.15%

Max Drawdown (5Y)

Largest decline over 5 years

-11.76%

-27.45%

+15.69%

Current Drawdown

Current decline from peak

-2.77%

-0.47%

-2.30%

Average Drawdown

Average peak-to-trough decline

-4.13%

-5.86%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

3.69%

-2.39%

Volatility

FLXD.L vs. EGRW.L - Volatility Comparison

The current volatility for Franklin European Quality Dividend UCITS ETF (FLXD.L) is 2.67%, while WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) has a volatility of 5.48%. This indicates that FLXD.L experiences smaller price fluctuations and is considered to be less risky than EGRW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXD.LEGRW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

5.48%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

13.40%

-6.45%

Volatility (1Y)

Calculated over the trailing 1-year period

8.52%

16.40%

-7.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.85%

20.72%

-9.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.91%

24.07%

-11.16%

FLXD.L vs. EGRW.L - Expense Ratio Comparison

FLXD.L has a 0.25% expense ratio, which is lower than EGRW.L's 0.29% expense ratio.


Dividends

FLXD.L vs. EGRW.L - Dividend Comparison

FLXD.L's dividend yield for the trailing twelve months is around 4.37%, more than EGRW.L's 2.09% yield.


PositionTTM202520242023202220212020201920182017
EGRW.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR
2.09%2.15%2.28%2.00%2.30%1.72%1.04%1.61%1.94%1.37%
FLXD.L
Franklin European Quality Dividend UCITS ETF
4.37%4.90%5.18%5.75%5.87%5.51%3.90%1.53%1.09%0.00%

Frequently Asked Questions


FLXD.L and EGRW.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXD.L is cheaper with a 0.25% expense ratio, compared with 0.29% for EGRW.L.

FLXD.L tracks MSCI Europe High Div Yld NR EUR, while EGRW.L tracks MSCI EMU NR EUR. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.25% for FLXD.L and 0.29% for EGRW.L.

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