PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLXI.DE vs. 6PSA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLXI.DE6PSA.DE
YTD Return16.90%22.83%
1Y Return26.04%31.44%
3Y Return (Ann)9.86%10.63%
5Y Return (Ann)13.15%13.05%
Sharpe Ratio1.652.75
Sortino Ratio2.233.92
Omega Ratio1.341.57
Calmar Ratio4.234.51
Martin Ratio12.5417.07
Ulcer Index2.02%1.74%
Daily Std Dev15.26%10.75%
Max Drawdown-40.58%-37.46%
Current Drawdown-4.92%0.00%

Correlation

-0.50.00.51.00.5

The correlation between FLXI.DE and 6PSA.DE is 0.49, 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

FLXI.DE vs. 6PSA.DE - Performance Comparison

In the year-to-date period, FLXI.DE achieves a 16.90% return, which is significantly lower than 6PSA.DE's 22.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


70.00%75.00%80.00%85.00%90.00%95.00%JuneJulyAugustSeptemberOctoberNovember
77.26%
93.54%
FLXI.DE
6PSA.DE

Compare stocks, funds, or ETFs

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


FLXI.DE vs. 6PSA.DE - Expense Ratio Comparison

FLXI.DE has a 0.19% expense ratio, which is lower than 6PSA.DE's 0.39% expense ratio.


6PSA.DE
Invesco FTSE RAFI US 1000 UCITS ETF
Expense ratio chart for 6PSA.DE: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for FLXI.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

FLXI.DE vs. 6PSA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FLXI.DE) and Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.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.


FLXI.DE
Sharpe ratio
The chart of Sharpe ratio for FLXI.DE, currently valued at 1.53, compared to the broader market-2.000.002.004.001.53
Sortino ratio
The chart of Sortino ratio for FLXI.DE, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.0010.0012.002.06
Omega ratio
The chart of Omega ratio for FLXI.DE, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for FLXI.DE, currently valued at 2.68, compared to the broader market0.005.0010.0015.002.68
Martin ratio
The chart of Martin ratio for FLXI.DE, currently valued at 9.60, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.60
6PSA.DE
Sharpe ratio
The chart of Sharpe ratio for 6PSA.DE, currently valued at 2.71, compared to the broader market-2.000.002.004.002.71
Sortino ratio
The chart of Sortino ratio for 6PSA.DE, currently valued at 3.75, compared to the broader market-2.000.002.004.006.008.0010.0012.003.75
Omega ratio
The chart of Omega ratio for 6PSA.DE, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for 6PSA.DE, currently valued at 4.84, compared to the broader market0.005.0010.0015.004.84
Martin ratio
The chart of Martin ratio for 6PSA.DE, currently valued at 16.48, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.48

FLXI.DE vs. 6PSA.DE - Sharpe Ratio Comparison

The current FLXI.DE Sharpe Ratio is 1.65, which is lower than the 6PSA.DE Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of FLXI.DE and 6PSA.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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.53
2.71
FLXI.DE
6PSA.DE

Dividends

FLXI.DE vs. 6PSA.DE - Dividend Comparison

Neither FLXI.DE nor 6PSA.DE has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FLXI.DE
Franklin FTSE India 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%
6PSA.DE
Invesco FTSE RAFI US 1000 UCITS ETF
0.00%0.00%1.75%1.27%1.77%1.63%1.79%1.62%1.54%1.66%1.63%1.46%

Drawdowns

FLXI.DE vs. 6PSA.DE - Drawdown Comparison

The maximum FLXI.DE drawdown since its inception was -40.58%, which is greater than 6PSA.DE's maximum drawdown of -37.46%. Use the drawdown chart below to compare losses from any high point for FLXI.DE and 6PSA.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.75%
0
FLXI.DE
6PSA.DE

Volatility

FLXI.DE vs. 6PSA.DE - Volatility Comparison

Franklin FTSE India UCITS ETF (FLXI.DE) and Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) have volatilities of 3.57% and 3.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.57%
3.55%
FLXI.DE
6PSA.DE