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FLXK.L vs. FLQA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXK.L vs. FLQA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Korea UCITS ETF (FLXK.L) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FLQA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLXK.L achieves a 75.46% return, which is significantly higher than FLQA.L's 32.52% return.


FLXK.L

1D
-1.68%
1M
-19.56%
6M
57.13%
YTD
75.46%
1Y
141.50%
3Y*
39.45%
5Y*
15.67%
10Y*

FLQA.L

1D
-1.74%
1M
-9.13%
6M
26.58%
YTD
32.52%
1Y
52.26%
3Y*
25.15%
5Y*
12.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXK.L vs. FLQA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLXK.L
Franklin FTSE Korea UCITS ETF
75.46%94.79%-21.63%20.77%-28.01%-6.85%47.31%13.27%
FLQA.L
Franklin FTSE Asia ex China ex Japan UCITS ETF
32.52%29.84%7.76%12.02%-12.93%4.57%6.71%6.31%

Correlation

The correlation between FLXK.L and FLQA.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.82

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.80

The correlation between FLXK.L and FLQA.L has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.

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Franklin FTSE Korea UCITS ETF

Return for Risk

FLXK.L vs. FLQA.L — Risk / Return Rank

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

FLXK.L
FLXK.L Risk / Return Rank: 9292
Overall Rank
FLXK.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLXK.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
FLXK.L Omega Ratio Rank: 9090
Omega Ratio Rank
FLXK.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
FLXK.L Martin Ratio Rank: 9393
Martin Ratio Rank

FLQA.L
FLQA.L Risk / Return Rank: 8080
Overall Rank
FLQA.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FLQA.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
FLQA.L Omega Ratio Rank: 7979
Omega Ratio Rank
FLQA.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
FLQA.L Martin Ratio Rank: 7979
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.L vs. FLQA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Korea UCITS ETF (FLXK.L) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FLQA.L). 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.LFLQA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.47

1.37

+0.10

Calmar ratioReturn relative to maximum drawdown

5.86

3.75

+2.11

Martin ratioReturn relative to average drawdown

18.40

11.86

+6.54

FLXK.L vs. FLQA.L - Sharpe Ratio Comparison

The current FLXK.L Sharpe Ratio is 3.14, which is higher than the FLQA.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FLXK.L and FLQA.L, 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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Drawdowns

FLXK.L vs. FLQA.L - Drawdown Comparison

The maximum FLXK.L drawdown since its inception was -49.43%, which is greater than FLQA.L's maximum drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for FLXK.L and FLQA.L.


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Drawdown Indicators


FLXK.LFLQA.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.43%

-29.21%

-20.22%

Max Drawdown (1Y)

Largest decline over 1 year

-24.10%

-13.77%

-10.33%

Max Drawdown (3Y)

Largest decline over 3 years

-28.54%

-22.19%

-6.35%

Max Drawdown (5Y)

Largest decline over 5 years

-47.00%

-25.38%

-21.62%

Current Drawdown

Current decline from peak

-24.10%

-12.64%

-11.46%

Average Drawdown

Average peak-to-trough decline

-20.23%

-7.22%

-13.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.70%

4.36%

+3.34%

Volatility

FLXK.L vs. FLQA.L - Volatility Comparison

Franklin FTSE Korea UCITS ETF (FLXK.L) has a higher volatility of 19.75% compared to Franklin FTSE Asia ex China ex Japan UCITS ETF (FLQA.L) at 11.18%. This indicates that FLXK.L's price experiences larger fluctuations and is considered to be riskier than FLQA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXK.LFLQA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.75%

11.18%

+8.57%

Volatility (6M)

Calculated over the trailing 6-month period

41.53%

22.99%

+18.54%

Volatility (1Y)

Calculated over the trailing 1-year period

45.08%

25.11%

+19.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.63%

17.74%

+11.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.61%

18.52%

+11.09%

FLXK.L vs. FLQA.L - Expense Ratio Comparison

FLXK.L has a 0.09% expense ratio, which is lower than FLQA.L's 0.14% 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.L vs. FLQA.L - Dividend Comparison

Neither FLXK.L nor FLQA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FLXK.L and FLQA.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FLXK.L is cheaper with a 0.09% expense ratio, compared with 0.14% for FLQA.L.

FLXK.L is categorized as Global Equities, while FLQA.L is China Equities. FLXK.L tracks Franklin FTSE Korea UCITS ETF, while FLQA.L tracks Franklin FTSE Asia ex China ex Japan UCITS ETF. Their fees differ too: 0.09% for FLXK.L and 0.14% for FLQA.L.

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