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FLXI.L vs. SPXS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXI.L vs. SPXS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE India UCITS ETF (FLXI.L) and Invesco S&P 500 UCITS ETF (SPXS.L). 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.L achieves a -9.22% return, which is significantly lower than SPXS.L's 10.20% return.


FLXI.L

1D
-0.33%
1M
-1.15%
6M
-7.85%
YTD
-9.22%
1Y
-10.39%
3Y*
5.09%
5Y*
4.92%
10Y*

SPXS.L

1D
-0.12%
1M
-0.05%
6M
9.96%
YTD
10.20%
1Y
-98.78%
3Y*
-74.11%
5Y*
-54.94%
10Y*
-27.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXI.L vs. SPXS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLXI.L
Franklin FTSE India UCITS ETF
-9.22%2.92%10.75%22.03%-8.29%24.89%13.06%-0.07%
SPXS.L
Invesco S&P 500 UCITS ETF
10.20%-98.82%25.56%27.00%-18.53%29.64%17.89%10.14%

Correlation

The correlation between FLXI.L and SPXS.L 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

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2019

0.48

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Franklin FTSE India UCITS ETF

Invesco S&P 500 UCITS ETF

Return for Risk

FLXI.L vs. SPXS.L — Risk / Return Rank

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

FLXI.L
FLXI.L Risk / Return Rank: 44
Overall Rank
FLXI.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FLXI.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FLXI.L Omega Ratio Rank: 44
Omega Ratio Rank
FLXI.L Calmar Ratio Rank: 44
Calmar Ratio Rank
FLXI.L Martin Ratio Rank: 22
Martin Ratio Rank

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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.L vs. SPXS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FLXI.L) and Invesco S&P 500 UCITS ETF (SPXS.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.

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.LSPXS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

0.90

0.52

+0.38

Calmar ratioReturn relative to maximum drawdown

-0.59

-1.00

+0.41

Martin ratioReturn relative to average drawdown

-1.36

-1.23

-0.14

FLXI.L vs. SPXS.L - Sharpe Ratio Comparison

The current FLXI.L Sharpe Ratio is -0.66, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of FLXI.L and SPXS.L, 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.L vs. SPXS.L - Drawdown Comparison

The maximum FLXI.L drawdown since its inception was -41.86%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for FLXI.L and SPXS.L.


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Drawdown Indicators


FLXI.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.86%

-99.07%

+57.21%

Max Drawdown (1Y)

Largest decline over 1 year

-18.12%

-99.07%

+80.95%

Max Drawdown (3Y)

Largest decline over 3 years

-22.99%

-99.07%

+76.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

-99.07%

+76.08%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

Current Drawdown

Current decline from peak

-16.62%

-98.90%

+82.28%

Average Drawdown

Average peak-to-trough decline

-8.26%

-7.67%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.82%

80.57%

-72.75%

Volatility

FLXI.L vs. SPXS.L - Volatility Comparison

Franklin FTSE India UCITS ETF (FLXI.L) has a higher volatility of 3.99% compared to Invesco S&P 500 UCITS ETF (SPXS.L) at 2.73%. This indicates that FLXI.L's price experiences larger fluctuations and is considered to be riskier than SPXS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXI.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

2.73%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.02%

9.24%

+4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

99.43%

-83.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

47.13%

-30.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

35.27%

-13.89%

FLXI.L vs. SPXS.L - Expense Ratio Comparison

FLXI.L has a 0.19% expense ratio, which is higher than SPXS.L's 0.05% 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%.


Dividends

FLXI.L vs. SPXS.L - Dividend Comparison

Neither FLXI.L nor SPXS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FLXI.L and SPXS.L 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, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.19% for FLXI.L.

FLXI.L tracks Franklin FTSE India UCITS ETF, while SPXS.L tracks Invesco S&P 500 UCITS ETF. They also come from different issuers: Franklin and Invesco. Their fees differ too: 0.19% for FLXI.L and 0.05% for SPXS.L.

Portfolio Optimizer

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