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FLXT.DE vs. 18MM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXT.DE vs. 18MM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR (18MM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLXT.DE achieves a 69.39% return, which is significantly higher than 18MM.DE's 2.24% return.


FLXT.DE

1D
-1.70%
1M
13.04%
YTD
69.39%
6M
72.01%
1Y
113.39%
3Y*
41.09%
5Y*
10Y*

18MM.DE

1D
-0.72%
1M
-5.29%
YTD
2.24%
6M
2.70%
1Y
0.13%
3Y*
2.40%
5Y*
1.50%
10Y*
4.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXT.DE vs. 18MM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FLXT.DE
Franklin FTSE Taiwan UCITS ETF USD Capitalisation
69.39%19.89%30.42%25.56%-22.29%
18MM.DE
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR
2.24%0.05%5.93%1.38%-9.87%

Correlation

The correlation between FLXT.DE and 18MM.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.48

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2022

0.49

The correlation between FLXT.DE and 18MM.DE has been stable across timeframes, ranging from 0.48 to 0.53 - a consistent structural relationship.

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Return for Risk

FLXT.DE vs. 18MM.DE — Risk / Return Rank

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

FLXT.DE
FLXT.DE Risk / Return Rank: 9797
Overall Rank
FLXT.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLXT.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLXT.DE Omega Ratio Rank: 9696
Omega Ratio Rank
FLXT.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLXT.DE Martin Ratio Rank: 9696
Martin Ratio Rank

18MM.DE
18MM.DE Risk / Return Rank: 1010
Overall Rank
18MM.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
18MM.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
18MM.DE Omega Ratio Rank: 1010
Omega Ratio Rank
18MM.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
18MM.DE Martin Ratio Rank: 1111
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.

FLXT.DE vs. 18MM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR (18MM.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.


FLXT.DE18MM.DEDifference
Sharpe ratioReturn per unit of total volatility

+4.84

Sortino ratioReturn per unit of downside risk

+5.51

Omega ratioGain probability vs. loss probability

1.78

1.02

+0.76

Calmar ratioReturn relative to maximum drawdown

12.64

0.17

+12.47

Martin ratioReturn relative to average drawdown

38.64

0.42

+38.23

FLXT.DE vs. 18MM.DE - Sharpe Ratio Comparison

The current FLXT.DE Sharpe Ratio is 4.92, which is higher than the 18MM.DE Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of FLXT.DE and 18MM.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.


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Sharpe Ratios by Period


FLXT.DE18MM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.92

0.08

+4.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.30

+0.85

Drawdowns

FLXT.DE vs. 18MM.DE - Drawdown Comparison

The maximum FLXT.DE drawdown since its inception was -31.16%, smaller than the maximum 18MM.DE drawdown of -36.82%. Use the drawdown chart below to compare losses from any high point for FLXT.DE and 18MM.DE.


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Drawdown Indicators


FLXT.DE18MM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.16%

-36.82%

+5.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-6.51%

-2.54%

Max Drawdown (3Y)

Largest decline over 3 years

-31.16%

-18.52%

-12.64%

Max Drawdown (5Y)

Largest decline over 5 years

-22.20%

Max Drawdown (10Y)

Largest decline over 10 years

-36.82%

Current Drawdown

Current decline from peak

-1.86%

-5.39%

+3.53%

Average Drawdown

Average peak-to-trough decline

-8.18%

-7.83%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.58%

+0.39%

Volatility

FLXT.DE vs. 18MM.DE - Volatility Comparison

Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) has a higher volatility of 9.61% compared to Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR (18MM.DE) at 3.57%. This indicates that FLXT.DE's price experiences larger fluctuations and is considered to be riskier than 18MM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXT.DE18MM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

3.57%

+6.04%

Volatility (6M)

Calculated over the trailing 6-month period

18.65%

10.29%

+8.36%

Volatility (1Y)

Calculated over the trailing 1-year period

23.26%

13.51%

+9.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

14.97%

+6.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.86%

16.60%

+5.26%

FLXT.DE vs. 18MM.DE - Expense Ratio Comparison

FLXT.DE has a 0.19% expense ratio, which is lower than 18MM.DE's 0.45% expense ratio.


Dividends

FLXT.DE vs. 18MM.DE - Dividend Comparison

Neither FLXT.DE nor 18MM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FLXT.DE and 18MM.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXT.DE is cheaper with a 0.19% expense ratio, compared with 0.45% for 18MM.DE.

FLXT.DE tracks FTSE Taiwan 30/18 Capped, while 18MM.DE tracks MSCI Pacific ex Japan SRI Filtered PAB. They also come from different issuers: Franklin Templeton and Amundi. Their fees differ too: 0.19% for FLXT.DE and 0.45% for 18MM.DE.

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