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FLXK.DE vs. EWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLXK.DE and EWY is 0.46, 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

FLXK.DE vs. EWY - 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 South Korea ETF (EWY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FLXK.DE:

-0.59

EWY:

-0.36

Sortino Ratio

FLXK.DE:

-0.61

EWY:

-0.30

Omega Ratio

FLXK.DE:

0.93

EWY:

0.97

Calmar Ratio

FLXK.DE:

-0.31

EWY:

-0.18

Martin Ratio

FLXK.DE:

-0.82

EWY:

-0.58

Ulcer Index

FLXK.DE:

14.91%

EWY:

14.05%

Daily Std Dev

FLXK.DE:

23.09%

EWY:

25.93%

Max Drawdown

FLXK.DE:

-39.43%

EWY:

-74.14%

Current Drawdown

FLXK.DE:

-28.32%

EWY:

-33.65%

Returns By Period

In the year-to-date period, FLXK.DE achieves a 7.22% return, which is significantly lower than EWY's 15.52% return.


FLXK.DE

YTD

7.22%

1M

9.55%

6M

1.30%

1Y

-13.68%

5Y*

4.86%

10Y*

N/A

EWY

YTD

15.52%

1M

8.25%

6M

7.11%

1Y

-8.04%

5Y*

4.40%

10Y*

1.73%

*Annualized

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FLXK.DE vs. EWY - Expense Ratio Comparison

FLXK.DE has a 0.09% expense ratio, which is lower than EWY's 0.59% expense ratio.


Risk-Adjusted Performance

FLXK.DE vs. EWY — Risk-Adjusted Performance Rank

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

FLXK.DE
The Risk-Adjusted Performance Rank of FLXK.DE is 44
Overall Rank
The Sharpe Ratio Rank of FLXK.DE is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of FLXK.DE is 33
Sortino Ratio Rank
The Omega Ratio Rank of FLXK.DE is 44
Omega Ratio Rank
The Calmar Ratio Rank of FLXK.DE is 44
Calmar Ratio Rank
The Martin Ratio Rank of FLXK.DE is 66
Martin Ratio Rank

EWY
The Risk-Adjusted Performance Rank of EWY is 77
Overall Rank
The Sharpe Ratio Rank of EWY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EWY is 77
Sortino Ratio Rank
The Omega Ratio Rank of EWY is 77
Omega Ratio Rank
The Calmar Ratio Rank of EWY is 88
Calmar Ratio Rank
The Martin Ratio Rank of EWY is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLXK.DE vs. EWY - Risk-Adjusted Performance Comparison

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


The current FLXK.DE Sharpe Ratio is -0.59, which is lower than the EWY Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of FLXK.DE and EWY, 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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Dividends

FLXK.DE vs. EWY - Dividend Comparison

FLXK.DE has not paid dividends to shareholders, while EWY's dividend yield for the trailing twelve months is around 2.21%.


TTM20242023202220212020201920182017201620152014
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%0.00%
EWY
iShares MSCI South Korea ETF
2.21%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%1.20%

Drawdowns

FLXK.DE vs. EWY - Drawdown Comparison

The maximum FLXK.DE drawdown since its inception was -39.43%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for FLXK.DE and EWY. For additional features, visit the drawdowns tool.


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Volatility

FLXK.DE vs. EWY - Volatility Comparison

Franklin FTSE Korea UCITS ETF (FLXK.DE) has a higher volatility of 5.20% compared to iShares MSCI South Korea ETF (EWY) at 4.76%. This indicates that FLXK.DE's price experiences larger fluctuations and is considered to be riskier than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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