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FLXK.DE vs. BRK-A
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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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 113.07% return, which is significantly higher than BRK-A's -3.74% return.


FLXK.DE

1D
-5.45%
1M
18.44%
YTD
113.07%
6M
130.94%
1Y
225.04%
3Y*
46.07%
5Y*
20.42%
10Y*

BRK-A

1D
0.52%
1M
3.32%
YTD
-3.74%
6M
-4.56%
1Y
-4.26%
3Y*
9.92%
5Y*
11.38%
10Y*
12.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
FLXK.DE
Franklin FTSE Korea UCITS ETF
113.07%73.17%-17.06%16.74%-23.45%0.14%34.15%14.19%
BRK-A
Berkshire Hathaway Inc.
-3.74%-2.30%33.77%12.30%10.45%39.26%-6.02%10.98%

Correlation

The correlation between FLXK.DE and BRK-A is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

-0.01

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2019

0.16

The correlation between FLXK.DE and BRK-A shifts across timeframes, from -0.15 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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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: 9797
Overall Rank
FLXK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLXK.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLXK.DE Omega Ratio Rank: 9696
Omega Ratio Rank
FLXK.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLXK.DE Martin Ratio Rank: 9696
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 3030
Overall Rank
BRK-A Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 2727
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 3232
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 3131
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.

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.DEBRK-ADifference
Sharpe ratioReturn per unit of total volatility

+6.20

Sortino ratioReturn per unit of downside risk

+5.76

Omega ratioGain probability vs. loss probability

1.79

0.96

+0.83

Calmar ratioReturn relative to maximum drawdown

10.68

-0.39

+11.08

Martin ratioReturn relative to average drawdown

38.63

-0.82

+39.45

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

The current FLXK.DE Sharpe Ratio is 5.91, which is higher than the BRK-A Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of FLXK.DE and BRK-A, 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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Sharpe Ratios by Period


FLXK.DEBRK-ADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.91

-0.29

+6.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.65

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.50

+0.35

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.


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Drawdown Indicators


FLXK.DEBRK-ADifference

Max Drawdown

Largest peak-to-trough decline

-39.43%

-43.24%

+3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-20.92%

-10.84%

-10.08%

Max Drawdown (3Y)

Largest decline over 3 years

-29.99%

-20.74%

-9.25%

Max Drawdown (5Y)

Largest decline over 5 years

-39.36%

-22.09%

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-29.70%

Current Drawdown

Current decline from peak

-5.90%

-17.19%

+11.29%

Average Drawdown

Average peak-to-trough decline

-15.54%

-9.60%

-5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

5.22%

+0.58%

Volatility

FLXK.DE vs. BRK-A - Volatility Comparison

Franklin FTSE Korea UCITS ETF (FLXK.DE) has a higher volatility of 17.58% compared to Berkshire Hathaway Inc. (BRK-A) at 3.68%. 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.


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Volatility by Period


FLXK.DEBRK-ADifference

Volatility (1M)

Calculated over the trailing 1-month period

17.58%

3.68%

+13.90%

Volatility (6M)

Calculated over the trailing 6-month period

33.23%

10.99%

+22.24%

Volatility (1Y)

Calculated over the trailing 1-year period

37.87%

14.78%

+23.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.35%

17.48%

+7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.75%

19.67%

+7.08%

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

Frequently Asked Questions


FLXK.DE and BRK-A have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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