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FLXK.DE vs. CNYA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLXK.DE vs. CNYA - Performance Comparison

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

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FLXK.DE vs. CNYA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLXK.DE
Franklin FTSE Korea UCITS ETF
33.38%73.17%-17.06%16.74%-23.45%0.14%34.15%14.19%
CNYA
iShares MSCI China A ETF
0.60%11.47%18.10%-16.34%-21.96%11.28%29.87%15.95%
Different Trading Currencies

FLXK.DE is traded in EUR, while CNYA is traded in USD. To make them comparable, the CNYA 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 CNYA's 0.60% 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*

CNYA

1D
0.13%
1M
-4.18%
YTD
0.60%
6M
2.76%
1Y
16.84%
3Y*
2.36%
5Y*
-1.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLXK.DE vs. CNYA - Expense Ratio Comparison

FLXK.DE has a 0.09% expense ratio, which is lower than CNYA's 0.60% expense ratio.


Return for Risk

FLXK.DE vs. CNYA — 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: 9898
Overall Rank
FLXK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLXK.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLXK.DE Omega Ratio Rank: 9797
Omega Ratio Rank
FLXK.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLXK.DE Martin Ratio Rank: 9898
Martin Ratio Rank

CNYA
CNYA Risk / Return Rank: 7474
Overall Rank
CNYA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 7171
Sortino Ratio Rank
CNYA Omega Ratio Rank: 7171
Omega Ratio Rank
CNYA Calmar Ratio Rank: 7777
Calmar Ratio Rank
CNYA Martin Ratio Rank: 8080
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. CNYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Korea UCITS ETF (FLXK.DE) and iShares MSCI China A ETF (CNYA). 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.DECNYADifference

Sharpe ratio

Return per unit of total volatility

3.80

0.89

+2.91

Sortino ratio

Return per unit of downside risk

4.19

1.32

+2.87

Omega ratio

Gain probability vs. loss probability

1.59

1.18

+0.41

Calmar ratio

Return relative to maximum drawdown

5.95

1.34

+4.62

Martin ratio

Return relative to average drawdown

22.90

4.34

+18.56

FLXK.DE vs. CNYA - Sharpe Ratio Comparison

The current FLXK.DE Sharpe Ratio is 3.80, which is higher than the CNYA Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FLXK.DE and CNYA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLXK.DECNYADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.80

0.89

+2.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.05

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.23

+0.36

Correlation

The correlation between FLXK.DE and CNYA is 0.32, 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. CNYA - Dividend Comparison

FLXK.DE has not paid dividends to shareholders, while CNYA's dividend yield for the trailing twelve months is around 1.93%.


TTM2025202420232022202120202019201820172016
FLXK.DE
Franklin FTSE Korea UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CNYA
iShares MSCI China A ETF
1.93%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%

Drawdowns

FLXK.DE vs. CNYA - Drawdown Comparison

The maximum FLXK.DE drawdown since its inception was -39.43%, smaller than the maximum CNYA drawdown of -43.64%. Use the drawdown chart below to compare losses from any high point for FLXK.DE and CNYA.


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Drawdown Indicators


FLXK.DECNYADifference

Max Drawdown

Largest peak-to-trough decline

-39.43%

-49.49%

+10.06%

Max Drawdown (1Y)

Largest decline over 1 year

-20.92%

-11.47%

-9.45%

Max Drawdown (5Y)

Largest decline over 5 years

-39.36%

-45.11%

+5.75%

Current Drawdown

Current decline from peak

-13.94%

-21.52%

+7.58%

Average Drawdown

Average peak-to-trough decline

-15.84%

-20.77%

+4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

2.67%

+2.77%

Volatility

FLXK.DE vs. CNYA - Volatility Comparison

Franklin FTSE Korea UCITS ETF (FLXK.DE) has a higher volatility of 16.65% compared to iShares MSCI China A ETF (CNYA) at 5.04%. This indicates that FLXK.DE's price experiences larger fluctuations and is considered to be riskier than CNYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXK.DECNYADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.65%

5.04%

+11.61%

Volatility (6M)

Calculated over the trailing 6-month period

27.95%

11.80%

+16.15%

Volatility (1Y)

Calculated over the trailing 1-year period

32.23%

19.01%

+13.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.28%

22.85%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.57%

23.33%

+2.24%