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FLXT.DE vs. IQQT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXT.DE vs. IQQT.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 iShares MSCI Taiwan UCITS ETF (IQQT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FLXT.DE having a 69.39% return and IQQT.DE slightly higher at 70.08%.


FLXT.DE

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

IQQT.DE

1D
-1.61%
1M
12.50%
YTD
70.08%
6M
72.22%
1Y
110.41%
3Y*
40.38%
5Y*
22.82%
10Y*
21.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXT.DE vs. IQQT.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%
IQQT.DE
iShares MSCI Taiwan UCITS ETF
70.08%17.20%30.72%24.49%-21.99%

Correlation

The correlation between FLXT.DE and IQQT.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.98

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

0.97

The correlation between FLXT.DE and IQQT.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

FLXT.DE vs. IQQT.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

IQQT.DE
IQQT.DE Risk / Return Rank: 9696
Overall Rank
IQQT.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IQQT.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
IQQT.DE Omega Ratio Rank: 9595
Omega Ratio Rank
IQQT.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
IQQT.DE Martin Ratio Rank: 9696
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. IQQT.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 iShares MSCI Taiwan UCITS ETF (IQQT.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.DEIQQT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.78

1.72

+0.06

Calmar ratioReturn relative to maximum drawdown

12.64

12.46

+0.18

Martin ratioReturn relative to average drawdown

38.64

35.53

+3.11

FLXT.DE vs. IQQT.DE - Sharpe Ratio Comparison

The current FLXT.DE Sharpe Ratio is 4.92, which is comparable to the IQQT.DE Sharpe Ratio of 4.62. The chart below compares the historical Sharpe Ratios of FLXT.DE and IQQT.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.DEIQQT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.92

4.62

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.48

+0.66

Drawdowns

FLXT.DE vs. IQQT.DE - Drawdown Comparison

The maximum FLXT.DE drawdown since its inception was -31.16%, smaller than the maximum IQQT.DE drawdown of -57.60%. Use the drawdown chart below to compare losses from any high point for FLXT.DE and IQQT.DE.


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Drawdown Indicators


FLXT.DEIQQT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.16%

-57.60%

+26.44%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-8.93%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-31.16%

-31.65%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-32.51%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

Current Drawdown

Current decline from peak

-1.86%

-1.61%

-0.25%

Average Drawdown

Average peak-to-trough decline

-8.18%

-12.71%

+4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.14%

-0.17%

Volatility

FLXT.DE vs. IQQT.DE - Volatility Comparison

The current volatility for Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) is 9.61%, while iShares MSCI Taiwan UCITS ETF (IQQT.DE) has a volatility of 10.13%. This indicates that FLXT.DE experiences smaller price fluctuations and is considered to be less risky than IQQT.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.DEIQQT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

10.13%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

18.65%

19.53%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

23.26%

24.10%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

21.89%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.86%

20.80%

+1.06%

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

FLXT.DE has a 0.19% expense ratio, which is lower than IQQT.DE's 0.74% expense ratio.


Dividends

FLXT.DE vs. IQQT.DE - Dividend Comparison

FLXT.DE has not paid dividends to shareholders, while IQQT.DE's dividend yield for the trailing twelve months is around 0.89%.


PositionTTM20252024202320222021202020192018201720162015
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%
IQQT.DE
iShares MSCI Taiwan UCITS ETF
0.89%1.51%1.36%2.17%3.61%1.31%1.80%2.17%2.76%2.74%2.91%3.26%

Frequently Asked Questions


With a correlation of 0.99, FLXT.DE and IQQT.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.74% for IQQT.DE.

FLXT.DE tracks FTSE Taiwan 30/18 Capped, while IQQT.DE tracks MSCI Taiwan 20/35. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for FLXT.DE and 0.74% for IQQT.DE.

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