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

Key characteristics


FLXI.DESSAC.L
YTD Return20.72%11.74%
1Y Return27.60%16.98%
3Y Return (Ann)12.47%7.95%
5Y Return (Ann)15.91%10.18%
Sharpe Ratio1.971.69
Daily Std Dev14.86%10.34%
Max Drawdown-40.58%-25.43%
Current Drawdown-1.51%-1.25%

Correlation

-0.50.00.51.00.6

The correlation between FLXI.DE and SSAC.L is 0.56, 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. SSAC.L - Performance Comparison

In the year-to-date period, FLXI.DE achieves a 20.72% return, which is significantly higher than SSAC.L's 11.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
16.78%
8.74%
FLXI.DE
SSAC.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. SSAC.L - Expense Ratio Comparison

FLXI.DE has a 0.19% expense ratio, which is lower than SSAC.L's 0.20% 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%.


SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)
Expense ratio chart for SSAC.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
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. SSAC.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 MSCI ACWI UCITS ETF (Acc) (SSAC.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 2.27, compared to the broader market0.002.004.002.27
Sortino ratio
The chart of Sortino ratio for FLXI.DE, currently valued at 2.95, compared to the broader market-2.000.002.004.006.008.0010.0012.002.95
Omega ratio
The chart of Omega ratio for FLXI.DE, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.46
Calmar ratio
The chart of Calmar ratio for FLXI.DE, currently valued at 4.50, compared to the broader market0.005.0010.0015.004.50
Martin ratio
The chart of Martin ratio for FLXI.DE, currently valued at 22.00, compared to the broader market0.0020.0040.0060.0080.00100.00120.0022.00
SSAC.L
Sharpe ratio
The chart of Sharpe ratio for SSAC.L, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for SSAC.L, currently valued at 3.16, compared to the broader market-2.000.002.004.006.008.0010.0012.003.16
Omega ratio
The chart of Omega ratio for SSAC.L, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for SSAC.L, currently valued at 1.97, compared to the broader market0.005.0010.0015.001.97
Martin ratio
The chart of Martin ratio for SSAC.L, currently valued at 12.63, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.63

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

The current FLXI.DE Sharpe Ratio is 1.97, which roughly equals the SSAC.L Sharpe Ratio of 1.69. The chart below compares the 12-month rolling Sharpe Ratio of FLXI.DE and SSAC.L.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.27
2.24
FLXI.DE
SSAC.L

Dividends

FLXI.DE vs. SSAC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

FLXI.DE vs. SSAC.L - Drawdown Comparison

The maximum FLXI.DE drawdown since its inception was -40.58%, which is greater than SSAC.L's maximum drawdown of -25.43%. Use the drawdown chart below to compare losses from any high point for FLXI.DE and SSAC.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.05%
0
FLXI.DE
SSAC.L

Volatility

FLXI.DE vs. SSAC.L - Volatility Comparison

The current volatility for Franklin FTSE India UCITS ETF (FLXI.DE) is 2.80%, while iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) has a volatility of 3.99%. This indicates that FLXI.DE experiences smaller price fluctuations and is considered to be less risky than SSAC.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%AprilMayJuneJulyAugustSeptember
2.80%
3.99%
FLXI.DE
SSAC.L