FLXT.DE vs. LYMD.DE
FLXT.DE (Franklin FTSE Taiwan UCITS ETF USD Capitalisation) and LYMD.DE (Amundi MSCI India II UCITS ETF EUR Acc) are both Asia Pacific Equities funds - FLXT.DE tracks the FTSE Taiwan 30/18 Capped while LYMD.DE tracks the MSCI India. Both are passively managed. Over the past 3 years, FLXT.DE returned 41.09%/yr vs 1.77%/yr for LYMD.DE. At a 0.35 correlation, their price movements are largely independent. FLXT.DE charges 0.19%/yr vs 0.85%/yr for LYMD.DE.
Performance
FLXT.DE vs. LYMD.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 higher than LYMD.DE's -11.03% return.
FLXT.DE
- 1D
- -1.70%
- 1M
- 13.04%
- YTD
- 69.39%
- 6M
- 72.01%
- 1Y
- 113.39%
- 3Y*
- 41.09%
- 5Y*
- —
- 10Y*
- —
LYMD.DE
- 1D
- 0.99%
- 1M
- -3.80%
- YTD
- -11.03%
- 6M
- -12.28%
- 1Y
- -15.14%
- 3Y*
- 1.77%
- 5Y*
- 3.60%
- 10Y*
- 6.18%
FLXT.DE vs. LYMD.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% |
LYMD.DE Amundi MSCI India II UCITS ETF EUR Acc | -11.03% | -10.62% | 15.81% | 14.99% | -2.82% |
Correlation
The correlation between FLXT.DE and LYMD.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2022 | 0.35 |
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Return for Risk
FLXT.DE vs. LYMD.DE — Risk / Return Rank
FLXT.DE
LYMD.DE
FLXT.DE vs. LYMD.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 India II UCITS ETF EUR Acc (LYMD.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 | LYMD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.83 | ||
| Sortino ratioReturn per unit of downside risk | +7.00 | ||
| Omega ratioGain probability vs. loss probability | 1.78 | 0.86 | +0.92 |
| Calmar ratioReturn relative to maximum drawdown | 12.64 | -0.71 | +13.35 |
| Martin ratioReturn relative to average drawdown | 38.64 | -1.49 | +40.13 |
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 | LYMD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.92 | -0.91 | +5.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.22 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.17 | +0.97 |
Drawdowns
FLXT.DE vs. LYMD.DE - Drawdown Comparison
The maximum FLXT.DE drawdown since its inception was -31.16%, smaller than the maximum LYMD.DE drawdown of -68.71%. Use the drawdown chart below to compare losses from any high point for FLXT.DE and LYMD.DE.
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Drawdown Indicators
| FLXT.DE | LYMD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.16% | -68.71% | +37.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -20.60% | +11.55% |
Max Drawdown (3Y)Largest decline over 3 years | -31.16% | -29.55% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.38% | — |
Current DrawdownCurrent decline from peak | -1.86% | -26.17% | +24.31% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -18.32% | +10.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 9.84% | -6.87% |
Volatility
FLXT.DE vs. LYMD.DE - Volatility Comparison
Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) has a higher volatility of 9.61% compared to Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) at 5.64%. This indicates that FLXT.DE's price experiences larger fluctuations and is considered to be riskier than LYMD.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 | LYMD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.61% | 5.64% | +3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 18.65% | 13.24% | +5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.26% | 16.06% | +7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 16.15% | +5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.86% | 20.15% | +1.71% |
FLXT.DE vs. LYMD.DE - Expense Ratio Comparison
FLXT.DE has a 0.19% expense ratio, which is lower than LYMD.DE's 0.85% expense ratio.
Dividends
FLXT.DE vs. LYMD.DE - Dividend Comparison
Neither FLXT.DE nor LYMD.DE has paid dividends to shareholders.
Frequently Asked Questions
FLXT.DE and LYMD.DE have a correlation of 0.42, 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 0.85% for LYMD.DE.
FLXT.DE tracks FTSE Taiwan 30/18 Capped, while LYMD.DE tracks MSCI India. They also come from different issuers: Franklin Templeton and Amundi. Their fees differ too: 0.19% for FLXT.DE and 0.85% for LYMD.DE.
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