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FLXT.DE vs. FLXI.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FLXT.DE vs. FLXI.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 Franklin FTSE India UCITS ETF (FLXI.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.66%
0.49%
FLXT.DE
FLXI.DE

Returns By Period

In the year-to-date period, FLXT.DE achieves a 31.50% return, which is significantly higher than FLXI.DE's 19.43% return.


FLXT.DE

YTD

31.50%

1M

0.46%

6M

11.03%

1Y

38.51%

5Y (annualized)

N/A

10Y (annualized)

N/A

FLXI.DE

YTD

19.43%

1M

0.66%

6M

4.62%

1Y

28.29%

5Y (annualized)

13.84%

10Y (annualized)

N/A

Key characteristics


FLXT.DEFLXI.DE
Sharpe Ratio1.881.80
Sortino Ratio2.442.43
Omega Ratio1.331.37
Calmar Ratio2.074.69
Martin Ratio7.2912.57
Ulcer Index5.29%2.24%
Daily Std Dev20.36%15.50%
Max Drawdown-23.22%-40.58%
Current Drawdown-0.75%-2.86%

Compare stocks, funds, or ETFs

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FLXT.DE vs. FLXI.DE - Expense Ratio Comparison

Both FLXT.DE and FLXI.DE have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


FLXT.DE
Franklin FTSE Taiwan UCITS ETF USD Capitalisation
Expense ratio chart for FLXT.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for FLXI.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Correlation

-0.50.00.51.00.4

The correlation between FLXT.DE and FLXI.DE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

FLXT.DE vs. FLXI.DE - 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 Franklin FTSE India UCITS ETF (FLXI.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.


Sharpe ratio
The chart of Sharpe ratio for FLXT.DE, currently valued at 1.46, compared to the broader market0.002.004.001.461.38
The chart of Sortino ratio for FLXT.DE, currently valued at 2.01, compared to the broader market-2.000.002.004.006.008.0010.0012.002.011.87
The chart of Omega ratio for FLXT.DE, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.28
The chart of Calmar ratio for FLXT.DE, currently valued at 1.74, compared to the broader market0.005.0010.0015.001.741.93
The chart of Martin ratio for FLXT.DE, currently valued at 6.25, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.256.80
FLXT.DE
FLXI.DE

The current FLXT.DE Sharpe Ratio is 1.88, which is comparable to the FLXI.DE Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of FLXT.DE and FLXI.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.

Rolling 12-month Sharpe Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.46
1.38
FLXT.DE
FLXI.DE

Dividends

FLXT.DE vs. FLXI.DE - Dividend Comparison

Neither FLXT.DE nor FLXI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FLXT.DE vs. FLXI.DE - Drawdown Comparison

The maximum FLXT.DE drawdown since its inception was -23.22%, smaller than the maximum FLXI.DE drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for FLXT.DE and FLXI.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.84%
-9.36%
FLXT.DE
FLXI.DE

Volatility

FLXT.DE vs. FLXI.DE - Volatility Comparison

Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) has a higher volatility of 6.80% compared to Franklin FTSE India UCITS ETF (FLXI.DE) at 4.41%. This indicates that FLXT.DE's price experiences larger fluctuations and is considered to be riskier than FLXI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.80%
4.41%
FLXT.DE
FLXI.DE