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FLXI.DE vs. CSPX.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLXI.DECSPX.L
YTD Return16.90%26.45%
1Y Return26.04%38.29%
3Y Return (Ann)9.86%10.00%
5Y Return (Ann)13.15%15.72%
Sharpe Ratio1.653.34
Sortino Ratio2.234.61
Omega Ratio1.341.63
Calmar Ratio4.235.05
Martin Ratio12.5421.72
Ulcer Index2.02%1.78%
Daily Std Dev15.26%11.54%
Max Drawdown-40.58%-33.90%
Current Drawdown-4.92%0.00%

Correlation

-0.50.00.51.00.5

The correlation between FLXI.DE and CSPX.L is 0.46, 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. CSPX.L - Performance Comparison

In the year-to-date period, FLXI.DE achieves a 16.90% return, which is significantly lower than CSPX.L's 26.45% 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%80.00%90.00%100.00%110.00%120.00%JuneJulyAugustSeptemberOctoberNovember
77.26%
120.31%
FLXI.DE
CSPX.L

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. CSPX.L - Expense Ratio Comparison

FLXI.DE has a 0.19% expense ratio, which is higher than CSPX.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FLXI.DE
Franklin FTSE India UCITS ETF
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%
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

FLXI.DE vs. CSPX.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FLXI.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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 1.58, compared to the broader market-2.000.002.004.001.58
Sortino ratio
The chart of Sortino ratio for FLXI.DE, currently valued at 2.12, compared to the broader market0.005.0010.002.12
Omega ratio
The chart of Omega ratio for FLXI.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 FLXI.DE, currently valued at 2.77, compared to the broader market0.005.0010.0015.002.77
Martin ratio
The chart of Martin ratio for FLXI.DE, currently valued at 9.91, compared to the broader market0.0020.0040.0060.0080.00100.009.91
CSPX.L
Sharpe ratio
The chart of Sharpe ratio for CSPX.L, currently valued at 3.01, compared to the broader market-2.000.002.004.003.01
Sortino ratio
The chart of Sortino ratio for CSPX.L, currently valued at 4.17, compared to the broader market0.005.0010.004.17
Omega ratio
The chart of Omega ratio for CSPX.L, currently valued at 1.57, compared to the broader market1.001.502.002.503.001.57
Calmar ratio
The chart of Calmar ratio for CSPX.L, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for CSPX.L, currently valued at 19.20, compared to the broader market0.0020.0040.0060.0080.00100.0019.20

FLXI.DE vs. CSPX.L - Sharpe Ratio Comparison

The current FLXI.DE Sharpe Ratio is 1.65, which is lower than the CSPX.L Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of FLXI.DE and CSPX.L, 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.58
3.01
FLXI.DE
CSPX.L

Dividends

FLXI.DE vs. CSPX.L - Dividend Comparison

Neither FLXI.DE nor CSPX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FLXI.DE vs. CSPX.L - Drawdown Comparison

The maximum FLXI.DE drawdown since its inception was -40.58%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for FLXI.DE and CSPX.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.75%
0
FLXI.DE
CSPX.L

Volatility

FLXI.DE vs. CSPX.L - Volatility Comparison

The current volatility for Franklin FTSE India UCITS ETF (FLXI.DE) is 3.57%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 3.77%. This indicates that FLXI.DE experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.57%
3.77%
FLXI.DE
CSPX.L