FLXK.DE vs. BRK-A

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin FTSE Korea UCITS ETF (FLXK.DE) and Berkshire Hathaway Inc (BRK-A).

FLXK.DE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Korea 30/18 Capped. It was launched on Jun 4, 2019.

Performance

FLXK.DE vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Korea UCITS ETF (FLXK.DE) and Berkshire Hathaway Inc (BRK-A). The values are adjusted to include any dividend payments, if applicable.

FLXK.DE vs. BRK-A - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FLXK.DE Franklin FTSE Korea UCITS ETF	33.38%	73.17%	-17.06%	16.74%	-23.45%	0.14%	34.15%	14.19%
BRK-A Berkshire Hathaway Inc	-3.65%	-2.30%	33.77%	12.30%	10.45%	39.26%	-6.02%	10.98%

Different Trading Currencies

FLXK.DE is traded in EUR, while BRK-A is traded in USD. To make them comparable, the BRK-A values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLXK.DE achieves a 33.38% return, which is significantly higher than BRK-A's -3.65% return.

FLXK.DE

• 1D: 8.83%
• 1M: -11.17%
• YTD: 33.38%
• 6M: 63.43%
• 1Y: 122.88%
• 3Y*: 28.33%
• 5Y*: 9.68%
• 10Y*: —

BRK-A

• 1D: 0.00%
• 1M: -0.28%
• YTD: -3.65%
• 6M: -2.55%
• 1Y: -16.88%
• 3Y*: 12.84%
• 5Y*: 13.31%
• 10Y*: 12.61%

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

Return for Risk

FLXK.DE vs. BRK-A — Risk / Return Rank

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

FLXK.DE

FLXK.DE Risk / Return Rank: 98
FLXK.DE Sharpe Ratio Rank: 98
FLXK.DE Sortino Ratio Rank: 98
FLXK.DE Omega Ratio Rank: 97
FLXK.DE Calmar Ratio Rank: 98
FLXK.DE Martin Ratio Rank: 98

BRK-A

BRK-A Risk / Return Rank: 14
BRK-A Sharpe Ratio Rank: 13
BRK-A Sortino Ratio Rank: 14
BRK-A Omega Ratio Rank: 13
BRK-A Calmar Ratio Rank: 14
BRK-A Martin Ratio Rank: 16

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.

FLXK.DE vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Korea UCITS ETF (FLXK.DE) and Berkshire Hathaway Inc (BRK-A). 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.

	FLXK.DE	BRK-A	Difference
Sharpe ratio Return per unit of total volatility	3.80	-0.88	+4.68
Sortino ratio Return per unit of downside risk	4.19	-1.11	+5.30
Omega ratio Gain probability vs. loss probability	1.59	0.85	+0.74
Calmar ratio Return relative to maximum drawdown	5.95	-0.80	+6.76
Martin ratio Return relative to average drawdown	22.90	-1.14	+24.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLXK.DE vs. BRK-A - Sharpe Ratio Comparison

The current FLXK.DE Sharpe Ratio is 3.80, which is higher than the BRK-A Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of FLXK.DE and BRK-A, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FLXK.DE	BRK-A	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.80	-0.88	+4.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.76	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.51	+0.08

Correlation

The correlation between FLXK.DE and BRK-A is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FLXK.DE vs. BRK-A - Dividend Comparison

Neither FLXK.DE nor BRK-A has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

FLXK.DE vs. BRK-A - Drawdown Comparison

The maximum FLXK.DE drawdown since its inception was -39.43%, smaller than the maximum BRK-A drawdown of -43.24%. Use the drawdown chart below to compare losses from any high point for FLXK.DE and BRK-A.

Drawdown Indicators

	FLXK.DE	BRK-A	Difference
Max Drawdown Largest peak-to-trough decline	-39.43%	-51.47%	+12.04%
Max Drawdown (1Y) Largest decline over 1 year	-20.92%	-14.43%	-6.49%
Max Drawdown (5Y) Largest decline over 5 years	-39.36%	-25.98%	-13.38%
Max Drawdown (10Y) Largest decline over 10 years	—	-30.43%	—
Current Drawdown Current decline from peak	-13.94%	-11.50%	-2.44%
Average Drawdown Average peak-to-trough decline	-15.84%	-9.51%	-6.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.44%	8.69%	-3.25%

Volatility

FLXK.DE vs. BRK-A - Volatility Comparison

Franklin FTSE Korea UCITS ETF (FLXK.DE) has a higher volatility of 16.65% compared to Berkshire Hathaway Inc (BRK-A) at 4.25%. This indicates that FLXK.DE's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLXK.DE	BRK-A	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.65%	4.25%	+12.40%
Volatility (6M) Calculated over the trailing 6-month period	27.95%	11.53%	+16.42%
Volatility (1Y) Calculated over the trailing 1-year period	32.23%	19.29%	+12.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.28%	17.55%	+5.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.57%	19.71%	+5.86%