FLXD.L vs. XDEM.L
Compare and contrast key facts about Franklin European Quality Dividend UCITS ETF (FLXD.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L).
FLXD.L and XDEM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLXD.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Sep 6, 2017. XDEM.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. Both FLXD.L and XDEM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLXD.L or XDEM.L.
Key characteristics
| FLXD.L | XDEM.L | |
|---|---|---|
| YTD Return | 5.50% | 20.80% |
| 1Y Return | 11.19% | 28.78% |
| 3Y Return (Ann) | 7.87% | 7.11% |
| 5Y Return (Ann) | 6.00% | 10.96% |
| Sharpe Ratio | 0.46 | 1.70 |
| Daily Std Dev | 24.36% | 16.39% |
| Max Drawdown | -32.03% | -22.42% |
| Current Drawdown | -10.10% | -6.56% |
Correlation
The correlation between FLXD.L and XDEM.L is 0.60, 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.
Performance
FLXD.L vs. XDEM.L - Performance Comparison
In the year-to-date period, FLXD.L achieves a 5.50% return, which is significantly lower than XDEM.L's 20.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FLXD.L vs. XDEM.L - Expense Ratio Comparison
Both FLXD.L and XDEM.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
FLXD.L vs. XDEM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin European Quality Dividend UCITS ETF (FLXD.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.
Dividends
FLXD.L vs. XDEM.L - Dividend Comparison
FLXD.L's dividend yield for the trailing twelve months is around 0.79%, while XDEM.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FLXD.L Franklin European Quality Dividend UCITS ETF | 0.79% | 5.73% | 5.89% | 5.49% | 3.90% | 1.53% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% |
XDEM.L Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% |
Drawdowns
FLXD.L vs. XDEM.L - Drawdown Comparison
The maximum FLXD.L drawdown since its inception was -32.03%, which is greater than XDEM.L's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for FLXD.L and XDEM.L. For additional features, visit the drawdowns tool.
Volatility
FLXD.L vs. XDEM.L - Volatility Comparison
The current volatility for Franklin European Quality Dividend UCITS ETF (FLXD.L) is 3.03%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) has a volatility of 6.10%. This indicates that FLXD.L experiences smaller price fluctuations and is considered to be less risky than XDEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.