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FLXK.DE vs. IS3N.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLXK.DE vs. IS3N.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Korea UCITS ETF (FLXK.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE). The values are adjusted to include any dividend payments, if applicable.

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FLXK.DE vs. IS3N.DE - 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%
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
5.98%17.14%13.87%7.20%-14.09%7.38%7.07%14.17%

Returns By Period

In the year-to-date period, FLXK.DE achieves a 33.38% return, which is significantly higher than IS3N.DE's 5.98% 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*

IS3N.DE

1D
3.44%
1M
-5.31%
YTD
5.98%
6M
9.26%
1Y
24.80%
3Y*
13.99%
5Y*
5.05%
10Y*
8.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLXK.DE vs. IS3N.DE - Expense Ratio Comparison

FLXK.DE has a 0.09% expense ratio, which is lower than IS3N.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FLXK.DE vs. IS3N.DE — 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

IS3N.DE
IS3N.DE Risk / Return Rank: 7474
Overall Rank
IS3N.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 6969
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 7575
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. IS3N.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Korea UCITS ETF (FLXK.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE). 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.DEIS3N.DEDifference

Sharpe ratio

Return per unit of total volatility

3.80

1.37

+2.42

Sortino ratio

Return per unit of downside risk

4.19

1.86

+2.32

Omega ratio

Gain probability vs. loss probability

1.59

1.26

+0.32

Calmar ratio

Return relative to maximum drawdown

5.95

2.37

+3.58

Martin ratio

Return relative to average drawdown

22.90

8.26

+14.63

FLXK.DE vs. IS3N.DE - Sharpe Ratio Comparison

The current FLXK.DE Sharpe Ratio is 3.80, which is higher than the IS3N.DE Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of FLXK.DE and IS3N.DE, 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.DEIS3N.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.80

1.37

+2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.32

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.36

+0.23

Correlation

The correlation between FLXK.DE and IS3N.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLXK.DE vs. IS3N.DE - Dividend Comparison

Neither FLXK.DE nor IS3N.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FLXK.DE vs. IS3N.DE - Drawdown Comparison

The maximum FLXK.DE drawdown since its inception was -39.43%, which is greater than IS3N.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for FLXK.DE and IS3N.DE.


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Drawdown Indicators


FLXK.DEIS3N.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.43%

-35.06%

-4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-20.92%

-13.67%

-7.25%

Max Drawdown (5Y)

Largest decline over 5 years

-39.36%

-22.01%

-17.35%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

Current Drawdown

Current decline from peak

-13.94%

-7.44%

-6.50%

Average Drawdown

Average peak-to-trough decline

-15.84%

-9.41%

-6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

3.07%

+2.37%

Volatility

FLXK.DE vs. IS3N.DE - Volatility Comparison

Franklin FTSE Korea UCITS ETF (FLXK.DE) has a higher volatility of 16.65% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) at 7.46%. This indicates that FLXK.DE's price experiences larger fluctuations and is considered to be riskier than IS3N.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXK.DEIS3N.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.65%

7.46%

+9.19%

Volatility (6M)

Calculated over the trailing 6-month period

27.95%

12.71%

+15.24%

Volatility (1Y)

Calculated over the trailing 1-year period

32.23%

18.00%

+14.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.28%

15.71%

+7.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.57%

17.88%

+7.69%