FLXT.DE vs. LKOR.DE
FLXT.DE (Franklin FTSE Taiwan UCITS ETF USD Capitalisation) and LKOR.DE (Amundi MSCI Korea UCITS ETF Acc) are both Asia Pacific Equities funds - FLXT.DE tracks the FTSE Taiwan 30/18 Capped while LKOR.DE tracks the MSCI Korea 20/35. Both are passively managed. Over the past 3 years, FLXT.DE returned 41.09%/yr vs 45.45%/yr for LKOR.DE. A 0.64 correlation means they provide meaningful diversification when combined. FLXT.DE charges 0.19%/yr vs 0.45%/yr for LKOR.DE.
Performance
FLXT.DE vs. LKOR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FLXT.DE achieves a 69.39% return, which is significantly lower than LKOR.DE's 108.92% return.
FLXT.DE
- 1D
- -1.70%
- 1M
- 13.04%
- YTD
- 69.39%
- 6M
- 72.01%
- 1Y
- 113.39%
- 3Y*
- 41.09%
- 5Y*
- —
- 10Y*
- —
LKOR.DE
- 1D
- -5.01%
- 1M
- 11.92%
- YTD
- 108.92%
- 6M
- 122.90%
- 1Y
- 219.69%
- 3Y*
- 45.45%
- 5Y*
- 19.86%
- 10Y*
- 16.69%
FLXT.DE vs. LKOR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FLXT.DE Franklin FTSE Taiwan UCITS ETF USD Capitalisation | 69.39% | 19.89% | 30.42% | 25.56% | -22.29% |
LKOR.DE Amundi MSCI Korea UCITS ETF Acc | 108.92% | 77.71% | -17.75% | 15.66% | -17.52% |
Correlation
The correlation between FLXT.DE and LKOR.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2022 | 0.64 |
The correlation between FLXT.DE and LKOR.DE has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.
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Return for Risk
FLXT.DE vs. LKOR.DE — Risk / Return Rank
FLXT.DE
LKOR.DE
FLXT.DE vs. LKOR.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 MSCI Korea UCITS ETF Acc (LKOR.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.DE | LKOR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.78 | 1.79 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 12.64 | 10.81 | +1.83 |
| Martin ratioReturn relative to average drawdown | 38.64 | 39.60 | -0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLXT.DE | LKOR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.92 | 6.00 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.35 | +0.80 |
Drawdowns
FLXT.DE vs. LKOR.DE - Drawdown Comparison
The maximum FLXT.DE drawdown since its inception was -31.16%, smaller than the maximum LKOR.DE drawdown of -68.29%. Use the drawdown chart below to compare losses from any high point for FLXT.DE and LKOR.DE.
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Drawdown Indicators
| FLXT.DE | LKOR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.16% | -68.29% | +37.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -21.02% | +11.97% |
Max Drawdown (3Y)Largest decline over 3 years | -31.16% | -30.36% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.81% | — |
Current DrawdownCurrent decline from peak | -1.86% | -5.31% | +3.45% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -17.52% | +9.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 5.75% | -2.78% |
Volatility
FLXT.DE vs. LKOR.DE - Volatility Comparison
The current volatility for Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) is 9.61%, while Amundi MSCI Korea UCITS ETF Acc (LKOR.DE) has a volatility of 17.02%. This indicates that FLXT.DE experiences smaller price fluctuations and is considered to be less risky than LKOR.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.DE | LKOR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.61% | 17.02% | -7.41% |
Volatility (6M)Calculated over the trailing 6-month period | 18.65% | 33.05% | -14.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.26% | 37.93% | -14.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 25.70% | -3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.86% | 24.86% | -3.00% |
FLXT.DE vs. LKOR.DE - Expense Ratio Comparison
FLXT.DE has a 0.19% expense ratio, which is lower than LKOR.DE's 0.45% expense ratio.
Dividends
FLXT.DE vs. LKOR.DE - Dividend Comparison
Neither FLXT.DE nor LKOR.DE has paid dividends to shareholders.
Frequently Asked Questions
FLXT.DE and LKOR.DE have a correlation of 0.65, 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 LKOR.DE.
FLXT.DE tracks FTSE Taiwan 30/18 Capped, while LKOR.DE tracks MSCI Korea 20/35. They also come from different issuers: Franklin Templeton and Amundi. Their fees differ too: 0.19% for FLXT.DE and 0.45% for LKOR.DE.
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