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FLXI.DE vs. PE500.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXI.DE vs. PE500.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE India UCITS ETF (FLXI.DE) and Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLXI.DE achieves a -8.35% return, which is significantly lower than PE500.PA's 10.24% return.


FLXI.DE

1D
2.22%
1M
0.57%
YTD
-8.35%
6M
-6.99%
1Y
-9.91%
3Y*
3.77%
5Y*
5.39%
10Y*

PE500.PA

1D
1.85%
1M
0.51%
YTD
10.24%
6M
11.53%
1Y
27.93%
3Y*
17.56%
5Y*
14.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXI.DE vs. PE500.PA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLXI.DE
Franklin FTSE India UCITS ETF
-8.35%-8.72%16.97%17.28%-1.80%35.51%1.87%1.08%
PE500.PA
Amundi ETF PEA S&P 500 UCITS ETF EUR
10.24%3.88%32.76%21.96%-14.19%40.52%7.92%12.31%

Correlation

The correlation between FLXI.DE and PE500.PA is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2019

0.45

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Return for Risk

FLXI.DE vs. PE500.PA — 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: 44
Overall Rank
FLXI.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FLXI.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
FLXI.DE Omega Ratio Rank: 44
Omega Ratio Rank
FLXI.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
FLXI.DE Martin Ratio Rank: 22
Martin Ratio Rank

PE500.PA
PE500.PA Risk / Return Rank: 8282
Overall Rank
PE500.PA Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PE500.PA Sortino Ratio Rank: 8484
Sortino Ratio Rank
PE500.PA Omega Ratio Rank: 8383
Omega Ratio Rank
PE500.PA Calmar Ratio Rank: 7878
Calmar Ratio Rank
PE500.PA Martin Ratio Rank: 8181
Martin Ratio Rank
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. PE500.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FLXI.DE) and Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLXI.DEPE500.PADifference
Sharpe ratioReturn per unit of total volatility

-3.06

Sortino ratioReturn per unit of downside risk

-4.23

Omega ratioGain probability vs. loss probability

0.90

1.43

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.62

3.61

-4.24

Martin ratioReturn relative to average drawdown

-1.38

13.92

-15.30

FLXI.DE vs. PE500.PA - Sharpe Ratio Comparison

The current FLXI.DE Sharpe Ratio is -0.71, which is lower than the PE500.PA Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of FLXI.DE and PE500.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLXI.DE vs. PE500.PA - Drawdown Comparison

The maximum FLXI.DE drawdown since its inception was -40.58%, which is greater than PE500.PA's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for FLXI.DE and PE500.PA.


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Drawdown Indicators


FLXI.DEPE500.PADifference

Max Drawdown

Largest peak-to-trough decline

-40.58%

-33.60%

-6.98%

Max Drawdown (1Y)

Largest decline over 1 year

-16.84%

-7.51%

-9.33%

Max Drawdown (3Y)

Largest decline over 3 years

-24.76%

-23.70%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.76%

-23.70%

-1.06%

Current Drawdown

Current decline from peak

-20.42%

-0.54%

-19.88%

Average Drawdown

Average peak-to-trough decline

-7.81%

-4.84%

-2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.64%

1.96%

+5.68%

Volatility

FLXI.DE vs. PE500.PA - Volatility Comparison

Franklin FTSE India UCITS ETF (FLXI.DE) has a higher volatility of 4.65% compared to Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) at 3.07%. This indicates that FLXI.DE's price experiences larger fluctuations and is considered to be riskier than PE500.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXI.DEPE500.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

3.07%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.49%

7.92%

+4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

11.57%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

15.23%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.96%

16.95%

+3.01%

FLXI.DE vs. PE500.PA - Expense Ratio Comparison

FLXI.DE has a 0.19% expense ratio, which is lower than PE500.PA's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLXI.DE vs. PE500.PA - Dividend Comparison

Neither FLXI.DE nor PE500.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FLXI.DE and PE500.PA have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXI.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXI.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for PE500.PA.

FLXI.DE is categorized as Asia Pacific Equities, while PE500.PA is S&P 500. FLXI.DE tracks FTSE India 30/18 Capped, while PE500.PA tracks S&P 500 ESG+ Index. They also come from different issuers: Franklin Templeton and Amundi. Their fees differ too: 0.19% for FLXI.DE and 0.25% for PE500.PA.

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