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FLXE.L vs. EXXW.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLXE.LEXXW.DE
YTD Return8.39%12.94%
1Y Return14.28%27.19%
3Y Return (Ann)2.64%9.18%
5Y Return (Ann)2.73%3.75%
Sharpe Ratio1.322.01
Sortino Ratio1.922.74
Omega Ratio1.241.36
Calmar Ratio1.382.17
Martin Ratio6.257.27
Ulcer Index2.50%3.30%
Daily Std Dev11.87%11.97%
Max Drawdown-26.37%-66.89%
Current Drawdown-4.04%-1.77%

Correlation

-0.50.00.51.00.7

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.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
7.47%
7.94%
FLXE.L
EXXW.DE

Compare stocks, funds, or ETFs

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


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.


FLXE.L
Franklin Emerging Markets UCITS ETF
Expense ratio chart for FLXE.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for EXXW.DE: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%

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.


FLXE.L
Sharpe ratio
The chart of Sharpe ratio for FLXE.L, currently valued at 1.38, compared to the broader market-2.000.002.004.006.001.38
Sortino ratio
The chart of Sortino ratio for FLXE.L, currently valued at 2.02, compared to the broader market0.005.0010.002.02
Omega ratio
The chart of Omega ratio for FLXE.L, currently valued at 1.25, compared to the broader market1.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for FLXE.L, currently valued at 0.98, compared to the broader market0.005.0010.0015.000.98
Martin ratio
The chart of Martin ratio for FLXE.L, currently valued at 8.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.17
EXXW.DE
Sharpe ratio
The chart of Sharpe ratio for EXXW.DE, currently valued at 1.82, compared to the broader market-2.000.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for EXXW.DE, currently valued at 2.58, compared to the broader market0.005.0010.002.58
Omega ratio
The chart of Omega ratio for EXXW.DE, currently valued at 1.32, compared to the broader market1.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for EXXW.DE, currently valued at 1.75, compared to the broader market0.005.0010.0015.001.75
Martin ratio
The chart of Martin ratio for EXXW.DE, currently valued at 7.41, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.41

FLXE.L vs. EXXW.DE - Sharpe Ratio Comparison

The current FLXE.L Sharpe Ratio is 1.32, which is lower than the EXXW.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of FLXE.L and EXXW.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.38
1.82
FLXE.L
EXXW.DE

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%.


TTM20232022202120202019201820172016201520142013
FLXE.L
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%
EXXW.DE
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-4.54%
-3.73%
FLXE.L
EXXW.DE

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.


2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptemberOctober
4.02%
3.68%
FLXE.L
EXXW.DE