FLXT.DE vs. DXJ
Compare and contrast key facts about Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and WisdomTree Japan Hedged Equity Fund (DXJ).
FLXT.DE and DXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLXT.DE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Taiwan 30/18 Capped. It was launched on Mar 21, 2022. DXJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity Index. It was launched on Jun 16, 2006. Both FLXT.DE and DXJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLXT.DE or DXJ.
Performance
FLXT.DE vs. DXJ - Performance Comparison
Returns By Period
In the year-to-date period, FLXT.DE achieves a 31.50% return, which is significantly higher than DXJ's 26.65% return.
FLXT.DE
31.50%
0.46%
11.03%
38.51%
N/A
N/A
DXJ
26.65%
4.40%
1.40%
24.24%
18.81%
11.39%
Key characteristics
| FLXT.DE | DXJ | |
|---|---|---|
| Sharpe Ratio | 1.88 | 1.16 |
| Sortino Ratio | 2.44 | 1.53 |
| Omega Ratio | 1.33 | 1.23 |
| Calmar Ratio | 2.07 | 1.09 |
| Martin Ratio | 7.29 | 3.82 |
| Ulcer Index | 5.29% | 6.35% |
| Daily Std Dev | 20.36% | 20.81% |
| Max Drawdown | -23.22% | -49.63% |
| Current Drawdown | -0.75% | -5.89% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FLXT.DE vs. DXJ - Expense Ratio Comparison
FLXT.DE has a 0.19% expense ratio, which is lower than DXJ's 0.48% expense ratio.
Correlation
The correlation between FLXT.DE and DXJ is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
FLXT.DE vs. DXJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.
Dividends
FLXT.DE vs. DXJ - Dividend Comparison
FLXT.DE has not paid dividends to shareholders, while DXJ's dividend yield for the trailing twelve months is around 2.33%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLXT.DE Franklin FTSE Taiwan UCITS ETF USD Capitalisation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.33% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
Drawdowns
FLXT.DE vs. DXJ - Drawdown Comparison
The maximum FLXT.DE drawdown since its inception was -23.22%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for FLXT.DE and DXJ. For additional features, visit the drawdowns tool.
Volatility
FLXT.DE vs. DXJ - Volatility Comparison
Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) has a higher volatility of 6.80% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 4.79%. This indicates that FLXT.DE's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.