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

Performance

FLXD.L vs. IDVY.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 iShares EURO Dividend UCITS (IDVY.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
FLXD.L
Franklin European Quality Dividend UCITS ETF
9.80%31.50%8.51%9.23%6.26%10.54%1.48%13.79%-11.21%-3.30%
IDVY.L
iShares EURO Dividend UCITS
1.64%50.03%4.50%3.07%-7.25%16.41%-12.91%15.92%-9.44%-0.22%
Different Trading Currencies

FLXD.L is traded in GBP, while IDVY.L is traded in GBp. To make them comparable, the IDVY.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 9.80% return, which is significantly higher than IDVY.L's 1.64% return.


FLXD.L

1D
0.24%
1M
0.81%
YTD
9.80%
6M
14.07%
1Y
27.12%
3Y*
19.22%
5Y*
14.42%
10Y*

IDVY.L

1D
2.59%
1M
-1.64%
YTD
1.64%
6M
7.37%
1Y
28.40%
3Y*
19.34%
5Y*
10.11%
10Y*
8.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FLXD.L has a 0.25% expense ratio, which is lower than IDVY.L's 0.40% expense ratio.


Return for Risk

FLXD.L vs. IDVY.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: 9595
Overall Rank
FLXD.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLXD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLXD.L Omega Ratio Rank: 9696
Omega Ratio Rank
FLXD.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
FLXD.L Martin Ratio Rank: 9797
Martin Ratio Rank

IDVY.L
IDVY.L Risk / Return Rank: 9090
Overall Rank
IDVY.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IDVY.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IDVY.L Omega Ratio Rank: 9191
Omega Ratio Rank
IDVY.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDVY.L Martin Ratio Rank: 8686
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. IDVY.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 iShares EURO Dividend UCITS (IDVY.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.LIDVY.LDifference

Sharpe ratio

Return per unit of total volatility

2.50

2.08

+0.42

Sortino ratio

Return per unit of downside risk

3.25

2.66

+0.60

Omega ratio

Gain probability vs. loss probability

1.51

1.40

+0.11

Calmar ratio

Return relative to maximum drawdown

3.76

3.23

+0.52

Martin ratio

Return relative to average drawdown

19.22

10.82

+8.40

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

The current FLXD.L Sharpe Ratio is 2.50, which is comparable to the IDVY.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of FLXD.L and IDVY.L, 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.LIDVY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.08

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

0.66

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.41

+0.24

Correlation

The correlation between FLXD.L and IDVY.L is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLXD.L vs. IDVY.L - Dividend Comparison

FLXD.L's dividend yield for the trailing twelve months is around 4.35%, less than IDVY.L's 4.88% yield.


TTM20252024202320222021202020192018201720162015
FLXD.L
Franklin European Quality Dividend UCITS ETF
4.35%4.90%5.18%5.75%5.87%5.51%3.90%1.53%1.09%0.00%0.00%0.00%
IDVY.L
iShares EURO Dividend UCITS
4.88%5.00%7.04%6.70%5.92%4.40%3.97%5.68%5.34%4.40%4.63%10.91%

Drawdowns

FLXD.L vs. IDVY.L - Drawdown Comparison

The maximum FLXD.L drawdown since its inception was -29.71%, smaller than the maximum IDVY.L drawdown of -60.84%. Use the drawdown chart below to compare losses from any high point for FLXD.L and IDVY.L.


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Drawdown Indicators


FLXD.LIDVY.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.71%

-60.84%

+31.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-8.92%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-11.76%

-20.95%

+9.19%

Max Drawdown (10Y)

Largest decline over 10 years

-39.08%

Current Drawdown

Current decline from peak

0.00%

-3.56%

+3.56%

Average Drawdown

Average peak-to-trough decline

-4.19%

-12.39%

+8.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

2.67%

-1.23%

Volatility

FLXD.L vs. IDVY.L - Volatility Comparison

The current volatility for Franklin European Quality Dividend UCITS ETF (FLXD.L) is 3.62%, while iShares EURO Dividend UCITS (IDVY.L) has a volatility of 5.11%. This indicates that FLXD.L experiences smaller price fluctuations and is considered to be less risky than IDVY.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.LIDVY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

5.11%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

9.20%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

10.80%

13.58%

-2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.90%

15.34%

-4.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.98%

17.40%

-4.42%