PortfoliosLab logoPortfoliosLab logo
FLXK.DE vs. LGGE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXK.DE vs. LGGE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Korea UCITS ETF (FLXK.DE) and L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FLXK.DE achieves a 120.70% return, which is significantly higher than LGGE.DE's 12.88% return.


FLXK.DE

1D
2.42%
1M
6.06%
YTD
120.70%
6M
135.17%
1Y
205.43%
3Y*
49.56%
5Y*
20.69%
10Y*

LGGE.DE

1D
0.00%
1M
0.04%
YTD
12.88%
6M
13.57%
1Y
30.01%
3Y*
25.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXK.DE vs. LGGE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FLXK.DE
Franklin FTSE Korea UCITS ETF
120.70%73.19%-17.07%16.75%-23.45%-7.37%
LGGE.DE
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
12.88%38.29%14.07%17.18%-3.86%6.81%

Correlation

The correlation between FLXK.DE and LGGE.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.41

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2021

0.45

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FLXK.DE vs. LGGE.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: 9797
Overall Rank
FLXK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLXK.DE Sortino Ratio Rank: 9595
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: 9797
Martin Ratio Rank

LGGE.DE
LGGE.DE Risk / Return Rank: 8585
Overall Rank
LGGE.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LGGE.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
LGGE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
LGGE.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
LGGE.DE Martin Ratio Rank: 8484
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. LGGE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Korea UCITS ETF (FLXK.DE) and L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLXK.DELGGE.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.51

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.68

1.45

+0.23

Calmar ratioReturn relative to maximum drawdown

9.75

4.14

+5.61

Martin ratioReturn relative to average drawdown

33.05

15.10

+17.95

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

The current FLXK.DE Sharpe Ratio is 4.98, which is higher than the LGGE.DE Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of FLXK.DE and LGGE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FLXK.DE vs. LGGE.DE - Drawdown Comparison

The maximum FLXK.DE drawdown since its inception was -39.43%, which is greater than LGGE.DE's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for FLXK.DE and LGGE.DE.


Loading charts...

Drawdown Indicators


FLXK.DELGGE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.43%

-20.11%

-19.32%

Max Drawdown (1Y)

Largest decline over 1 year

-20.92%

-7.28%

-13.64%

Max Drawdown (3Y)

Largest decline over 3 years

-29.99%

-14.71%

-15.28%

Max Drawdown (5Y)

Largest decline over 5 years

-39.36%

Current Drawdown

Current decline from peak

-6.66%

-1.29%

-5.37%

Average Drawdown

Average peak-to-trough decline

-15.81%

-3.21%

-12.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.19%

1.99%

+4.20%

Volatility

FLXK.DE vs. LGGE.DE - Volatility Comparison

Franklin FTSE Korea UCITS ETF (FLXK.DE) has a higher volatility of 19.24% compared to L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) at 2.68%. This indicates that FLXK.DE's price experiences larger fluctuations and is considered to be riskier than LGGE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLXK.DELGGE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.24%

2.68%

+16.56%

Volatility (6M)

Calculated over the trailing 6-month period

37.03%

9.76%

+27.27%

Volatility (1Y)

Calculated over the trailing 1-year period

40.98%

12.20%

+28.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.45%

14.57%

+11.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.69%

14.57%

+13.12%

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

FLXK.DE has a 0.09% expense ratio, which is lower than LGGE.DE's 0.25% 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%.


Dividends

FLXK.DE vs. LGGE.DE - Dividend Comparison

FLXK.DE has not paid dividends to shareholders, while LGGE.DE's dividend yield for the trailing twelve months is around 3.57%.


PositionTTM20252024202320222021
FLXK.DE
Franklin FTSE Korea UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
LGGE.DE
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
3.57%3.47%4.37%4.43%4.18%1.52%

Frequently Asked Questions


FLXK.DE and LGGE.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXK.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for LGGE.DE.

FLXK.DE is categorized as Asia Pacific Equities, while LGGE.DE is Europe Equities. FLXK.DE tracks FTSE Korea 30/18 Capped, while LGGE.DE tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality. They also come from different issuers: Franklin Templeton and Legal & General. Their fees differ too: 0.09% for FLXK.DE and 0.25% for LGGE.DE.

Portfolio Optimizer

Find the right allocation for FLXK.DE and LGGE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer