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

Performance

FLXE.DE vs. AVES - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin Emerging Markets UCITS ETF (FLXE.DE) and Avantis Emerging Markets Value ETF (AVES). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FLXE.DE vs. AVES - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FLXE.DE
Franklin Emerging Markets UCITS ETF
6.31%13.48%13.20%8.82%-14.02%4.30%
AVES
Avantis Emerging Markets Value ETF
4.94%15.01%11.40%13.29%-10.84%3.17%
Different Trading Currencies

FLXE.DE is traded in EUR, while AVES is traded in USD. To make them comparable, the AVES values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLXE.DE achieves a 6.31% return, which is significantly higher than AVES's 4.82% return.


FLXE.DE

1D
-0.17%
1M
-0.83%
YTD
6.31%
6M
12.64%
1Y
20.94%
3Y*
13.42%
5Y*
6.14%
10Y*

AVES

1D
0.00%
1M
-3.15%
YTD
4.82%
6M
8.14%
1Y
22.12%
3Y*
13.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FLXE.DE vs. AVES - Expense Ratio Comparison

FLXE.DE has a 0.45% expense ratio, which is higher than AVES's 0.36% expense ratio.


Return for Risk

FLXE.DE vs. AVES — 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: 7676
Overall Rank
FLXE.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FLXE.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
FLXE.DE Omega Ratio Rank: 7070
Omega Ratio Rank
FLXE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
FLXE.DE Martin Ratio Rank: 8080
Martin Ratio Rank

AVES
AVES Risk / Return Rank: 7979
Overall Rank
AVES Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AVES Sortino Ratio Rank: 8181
Sortino Ratio Rank
AVES Omega Ratio Rank: 8181
Omega Ratio Rank
AVES Calmar Ratio Rank: 7676
Calmar Ratio Rank
AVES Martin Ratio Rank: 7474
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. AVES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Emerging Markets UCITS ETF (FLXE.DE) and Avantis Emerging Markets Value ETF (AVES). 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.DEAVESDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.24

+0.15

Sortino ratio

Return per unit of downside risk

1.89

1.73

+0.16

Omega ratio

Gain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratio

Return relative to maximum drawdown

2.91

1.72

+1.18

Martin ratio

Return relative to average drawdown

10.44

6.59

+3.86

FLXE.DE vs. AVES - Sharpe Ratio Comparison

The current FLXE.DE Sharpe Ratio is 1.39, which is comparable to the AVES Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FLXE.DE and AVES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLXE.DEAVESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.24

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.52

-0.21

Correlation

The correlation between FLXE.DE and AVES is 0.71, 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

FLXE.DE vs. AVES - Dividend Comparison

FLXE.DE has not paid dividends to shareholders, while AVES's dividend yield for the trailing twelve months is around 3.19%.


TTM20252024202320222021
FLXE.DE
Franklin Emerging Markets UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
AVES
Avantis Emerging Markets Value ETF
3.19%3.17%4.09%3.96%3.70%0.62%

Drawdowns

FLXE.DE vs. AVES - Drawdown Comparison

The maximum FLXE.DE drawdown since its inception was -32.87%, which is greater than AVES's maximum drawdown of -18.36%. Use the drawdown chart below to compare losses from any high point for FLXE.DE and AVES.


Loading graphics...

Drawdown Indicators


FLXE.DEAVESDifference

Max Drawdown

Largest peak-to-trough decline

-32.87%

-27.40%

-5.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-12.90%

+4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.56%

Current Drawdown

Current decline from peak

-6.33%

-10.19%

+3.86%

Average Drawdown

Average peak-to-trough decline

-7.27%

-7.91%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

3.45%

-1.12%

Volatility

FLXE.DE vs. AVES - Volatility Comparison

The current volatility for Franklin Emerging Markets UCITS ETF (FLXE.DE) is 5.19%, while Avantis Emerging Markets Value ETF (AVES) has a volatility of 6.85%. This indicates that FLXE.DE experiences smaller price fluctuations and is considered to be less risky than AVES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLXE.DEAVESDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

6.85%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

12.11%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

17.91%

-2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

15.09%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

15.09%

+0.96%