FLXE.L vs. EXXW.DE
Compare and contrast key facts about Franklin Emerging Markets UCITS ETF (FLXE.L) and iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE).
FLXE.L and EXXW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLXE.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI EM NR USD. It was launched on Oct 17, 2017. EXXW.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Asia/Pacific Select Dividend 50. It was launched on Mar 27, 2006. Both FLXE.L and EXXW.DE 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: FLXE.L or EXXW.DE.
Key characteristics
FLXE.L | EXXW.DE | |
---|---|---|
YTD Return | 8.39% | 12.94% |
1Y Return | 14.28% | 27.19% |
3Y Return (Ann) | 2.64% | 9.18% |
5Y Return (Ann) | 2.73% | 3.75% |
Sharpe Ratio | 1.32 | 2.01 |
Sortino Ratio | 1.92 | 2.74 |
Omega Ratio | 1.24 | 1.36 |
Calmar Ratio | 1.38 | 2.17 |
Martin Ratio | 6.25 | 7.27 |
Ulcer Index | 2.50% | 3.30% |
Daily Std Dev | 11.87% | 11.97% |
Max Drawdown | -26.37% | -66.89% |
Current Drawdown | -4.04% | -1.77% |
Correlation
The correlation between FLXE.L and EXXW.DE is 0.69, 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
FLXE.L vs. EXXW.DE - Performance Comparison
In the year-to-date period, FLXE.L achieves a 8.39% return, which is significantly lower than EXXW.DE's 12.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLXE.L vs. EXXW.DE - Expense Ratio Comparison
FLXE.L has a 0.45% expense ratio, which is higher than EXXW.DE's 0.31% expense ratio.
Risk-Adjusted Performance
FLXE.L vs. EXXW.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Emerging Markets UCITS ETF (FLXE.L) and iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.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.
Dividends
FLXE.L vs. EXXW.DE - Dividend Comparison
FLXE.L has not paid dividends to shareholders, while EXXW.DE's dividend yield for the trailing twelve months is around 5.23%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Franklin Emerging Markets UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) | 5.23% | 5.98% | 7.16% | 5.56% | 4.64% | 5.67% | 5.04% | 7.91% | 4.27% | 5.52% | 5.07% | 5.56% |
Drawdowns
FLXE.L vs. EXXW.DE - Drawdown Comparison
The maximum FLXE.L drawdown since its inception was -26.37%, smaller than the maximum EXXW.DE drawdown of -66.89%. Use the drawdown chart below to compare losses from any high point for FLXE.L and EXXW.DE. For additional features, visit the drawdowns tool.
Volatility
FLXE.L vs. EXXW.DE - Volatility Comparison
Franklin Emerging Markets UCITS ETF (FLXE.L) has a higher volatility of 4.02% compared to iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) at 3.68%. This indicates that FLXE.L's price experiences larger fluctuations and is considered to be riskier than EXXW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.