FLXI.DE vs. FLXC.DE

Last updated Jun 5, 2026

FLXI.DE (Franklin FTSE India UCITS ETF) and FLXC.DE (Franklin FTSE China UCITS ETF) are both exchange-traded funds - FLXI.DE is a Asia Pacific Equities fund tracking the FTSE India 30/18 Capped, while FLXC.DE is a China Equities fund tracking the FTSE China 30/18 Capped. Both are passively managed. Over the past 5 years, FLXI.DE returned 5.31%/yr vs -3.95%/yr for FLXC.DE. At a 0.32 correlation, their price movements are largely independent. Both charge a 0.19% expense ratio.

Performance

FLXI.DE vs. FLXC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE India UCITS ETF (FLXI.DE) and Franklin FTSE China UCITS ETF (FLXC.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLXI.DE achieves a -9.32% return, which is significantly lower than FLXC.DE's -5.94% return.

FLXI.DE

• 1D: 1.07%
• 1M: -3.08%
• YTD: -9.32%
• 6M: -10.31%
• 1Y: -11.71%
• 3Y*: 3.83%
• 5Y*: 5.31%
• 10Y*: —

FLXC.DE

• 1D: -0.40%
• 1M: -2.37%
• YTD: -5.94%
• 6M: -7.13%
• 1Y: 4.76%
• 3Y*: 7.94%
• 5Y*: -3.95%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXI.DE vs. FLXC.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FLXI.DE Franklin FTSE India UCITS ETF	-9.32%	-8.72%	16.97%	17.26%	-1.79%	35.49%	1.89%	1.19%
FLXC.DE Franklin FTSE China UCITS ETF	-5.94%	17.34%	27.28%	-15.77%	-15.90%	-14.60%	16.83%	12.45%

Correlation

The correlation between FLXI.DE and FLXC.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jun 27, 2019	0.32

Return for Risk

FLXI.DE vs. FLXC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLXI.DE

FLXI.DE Risk / Return Rank: 3
FLXI.DE Sharpe Ratio Rank: 3
FLXI.DE Sortino Ratio Rank: 3
FLXI.DE Omega Ratio Rank: 3
FLXI.DE Calmar Ratio Rank: 3
FLXI.DE Martin Ratio Rank: 2

FLXC.DE

FLXC.DE Risk / Return Rank: 13
FLXC.DE Sharpe Ratio Rank: 13
FLXC.DE Sortino Ratio Rank: 13
FLXC.DE Omega Ratio Rank: 13
FLXC.DE Calmar Ratio Rank: 13
FLXC.DE Martin Ratio Rank: 12

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.

FLXI.DE vs. FLXC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FLXI.DE) and Franklin FTSE China UCITS ETF (FLXC.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	FLXC.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.79	0.27	-1.06
Sortino ratio: Return per unit of downside risk	-1.08	0.50	-1.59
Omega ratio: Gain probability vs. loss probability	0.88	1.06	-0.18
Calmar ratio: Return relative to maximum drawdown	-0.66	0.31	-0.98
Martin ratio: Return relative to average drawdown	-1.44	0.64	-2.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLXI.DE vs. FLXC.DE - Sharpe Ratio Comparison

The current FLXI.DE Sharpe Ratio is -0.79, which is lower than the FLXC.DE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of FLXI.DE and FLXC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FLXI.DE	FLXC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.79	0.27	-1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	-0.15	+0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.09	+0.23

Drawdowns

FLXI.DE vs. FLXC.DE - Drawdown Comparison

The maximum FLXI.DE drawdown since its inception was -40.58%, smaller than the maximum FLXC.DE drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for FLXI.DE and FLXC.DE.

Drawdown Indicators

	FLXI.DE	FLXC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-40.58%	-55.61%	+15.03%
Max Drawdown (1Y) Largest decline over 1 year	-17.48%	-15.19%	-2.29%
Max Drawdown (3Y) Largest decline over 3 years	-24.76%	-24.70%	-0.06%
Max Drawdown (5Y) Largest decline over 5 years	-24.76%	-49.07%	+24.31%
Current Drawdown Current decline from peak	-21.26%	-30.89%	+9.63%
Average Drawdown Average peak-to-trough decline	-7.78%	-27.95%	+20.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.08%	7.38%	+0.70%

Volatility

FLXI.DE vs. FLXC.DE - Volatility Comparison

The current volatility for Franklin FTSE India UCITS ETF (FLXI.DE) is 5.52%, while Franklin FTSE China UCITS ETF (FLXC.DE) has a volatility of 6.78%. This indicates that FLXI.DE experiences smaller price fluctuations and is considered to be less risky than FLXC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLXI.DE	FLXC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.52%	6.78%	-1.26%
Volatility (6M) Calculated over the trailing 6-month period	12.18%	12.35%	-0.17%
Volatility (1Y) Calculated over the trailing 1-year period	14.69%	17.78%	-3.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.77%	26.71%	-10.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.96%	26.20%	-6.24%

FLXI.DE vs. FLXC.DE - Expense Ratio Comparison

Both FLXI.DE and FLXC.DE have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

FLXI.DE vs. FLXC.DE - Dividend Comparison

Neither FLXI.DE nor FLXC.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FLXI.DE and FLXC.DE in my portfolio?

FLXI.DE and FLXC.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FLXI.DE or FLXC.DE?

Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FLXI.DE or FLXC.DE?

FLXI.DE and FLXC.DE have the same expense ratio: 0.19% per year.

What is the main difference between FLXI.DE and FLXC.DE?

FLXI.DE is categorized as Asia Pacific Equities, while FLXC.DE is China Equities. FLXI.DE tracks FTSE India 30/18 Capped, while FLXC.DE tracks FTSE China 30/18 Capped.