PortfoliosLab logoPortfoliosLab logo
FLXE.DE vs. 36B5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXE.DE vs. 36B5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin Emerging Markets UCITS ETF (FLXE.DE) and iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FLXE.DE achieves a 16.10% return, which is significantly lower than 36B5.DE's 17.40% return.


FLXE.DE

1D
-0.62%
1M
0.38%
YTD
16.10%
6M
15.79%
1Y
29.88%
3Y*
15.92%
5Y*
7.69%
10Y*

36B5.DE

1D
-1.48%
1M
0.60%
YTD
17.40%
6M
18.30%
1Y
35.45%
3Y*
14.26%
5Y*
5.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXE.DE vs. 36B5.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLXE.DE
Franklin Emerging Markets UCITS ETF
16.10%13.48%13.20%8.82%-14.02%16.09%-8.15%8.19%
36B5.DE
iShares MSCI EM SRI UCITS ETF USD Dist
17.40%16.82%11.30%-2.19%-12.46%7.05%6.70%11.16%

Correlation

The correlation between FLXE.DE and 36B5.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.81

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

0.81

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2019

0.83

The correlation between FLXE.DE and 36B5.DE has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FLXE.DE vs. 36B5.DE — Risk / Return Rank

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

FLXE.DE
FLXE.DE Risk / Return Rank: 7171
Overall Rank
FLXE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FLXE.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
FLXE.DE Omega Ratio Rank: 7272
Omega Ratio Rank
FLXE.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
FLXE.DE Martin Ratio Rank: 6767
Martin Ratio Rank

36B5.DE
36B5.DE Risk / Return Rank: 6767
Overall Rank
36B5.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
36B5.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
36B5.DE Omega Ratio Rank: 6464
Omega Ratio Rank
36B5.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
36B5.DE Martin Ratio Rank: 7070
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.

FLXE.DE vs. 36B5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Emerging Markets UCITS ETF (FLXE.DE) and iShares MSCI EM SRI UCITS ETF USD Dist (36B5.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.


FLXE.DE36B5.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.42

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

3.58

3.57

+0.01

Martin ratioReturn relative to average drawdown

12.18

12.71

-0.53

FLXE.DE vs. 36B5.DE - Sharpe Ratio Comparison

The current FLXE.DE Sharpe Ratio is 2.30, which is comparable to the 36B5.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FLXE.DE and 36B5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FLXE.DE36B5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.13

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.29

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.36

0.00

Drawdowns

FLXE.DE vs. 36B5.DE - Drawdown Comparison

The maximum FLXE.DE drawdown since its inception was -32.87%, smaller than the maximum 36B5.DE drawdown of -36.40%. Use the drawdown chart below to compare losses from any high point for FLXE.DE and 36B5.DE.


Loading charts...

Drawdown Indicators


FLXE.DE36B5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.87%

-36.40%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-10.04%

+1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-14.16%

-20.62%

+6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-18.56%

-25.22%

+6.66%

Current Drawdown

Current decline from peak

-1.81%

-2.94%

+1.13%

Average Drawdown

Average peak-to-trough decline

-7.16%

-10.18%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.82%

-0.35%

Volatility

FLXE.DE vs. 36B5.DE - Volatility Comparison

The current volatility for Franklin Emerging Markets UCITS ETF (FLXE.DE) is 5.11%, while iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) has a volatility of 5.97%. This indicates that FLXE.DE experiences smaller price fluctuations and is considered to be less risky than 36B5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLXE.DE36B5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

5.97%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

13.73%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

13.04%

16.85%

-3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.69%

16.85%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

19.65%

-3.59%

FLXE.DE vs. 36B5.DE - Expense Ratio Comparison

FLXE.DE has a 0.45% expense ratio, which is higher than 36B5.DE's 0.25% expense ratio.


Dividends

FLXE.DE vs. 36B5.DE - Dividend Comparison

FLXE.DE has not paid dividends to shareholders, while 36B5.DE's dividend yield for the trailing twelve months is around 1.78%.


PositionTTM2025202420232022202120202019
36B5.DE
iShares MSCI EM SRI UCITS ETF USD Dist
1.78%2.09%2.34%2.32%2.31%1.84%1.57%2.31%
FLXE.DE
Franklin Emerging Markets UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLXE.DE and 36B5.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 36B5.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

36B5.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for FLXE.DE.

FLXE.DE tracks MSCI EM NR USD, while 36B5.DE tracks MSCI Emerging Markets SRI Select Reduced Fossil Fuels. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.45% for FLXE.DE and 0.25% for 36B5.DE.

Portfolio Optimizer

Find the right allocation for FLXE.DE and 36B5.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer