FLXT.DE vs. UIMT.DE

Last updated Jun 5, 2026

FLXT.DE (Franklin FTSE Taiwan UCITS ETF USD Capitalisation) and UIMT.DE (UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis) are both Asia Pacific Equities funds - FLXT.DE tracks the FTSE Taiwan 30/18 Capped while UIMT.DE tracks the MSCI Pacific SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 3 years, FLXT.DE returned 41.09%/yr vs 7.41%/yr for UIMT.DE. At a 0.49 correlation, their price movements are largely independent. FLXT.DE charges 0.19%/yr vs 0.28%/yr for UIMT.DE.

Performance

FLXT.DE vs. UIMT.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 UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis (UIMT.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLXT.DE achieves a 69.39% return, which is significantly higher than UIMT.DE's 8.82% return.

FLXT.DE

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

UIMT.DE

• 1D: -1.05%
• 1M: 1.77%
• YTD: 8.82%
• 6M: 9.83%
• 1Y: 13.76%
• 3Y*: 7.41%
• 5Y*: 4.70%
• 10Y*: 6.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXT.DE vs. UIMT.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%
UIMT.DE UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis	8.82%	4.68%	8.78%	9.66%	-11.71%

Correlation

The correlation between FLXT.DE and UIMT.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (All Time) Calculated using the full available price history since Mar 23, 2022	0.49

Return for Risk

FLXT.DE vs. UIMT.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: 97
FLXT.DE Sharpe Ratio Rank: 97
FLXT.DE Sortino Ratio Rank: 96
FLXT.DE Omega Ratio Rank: 96
FLXT.DE Calmar Ratio Rank: 98
FLXT.DE Martin Ratio Rank: 96

UIMT.DE

UIMT.DE Risk / Return Rank: 27
UIMT.DE Sharpe Ratio Rank: 23
UIMT.DE Sortino Ratio Rank: 24
UIMT.DE Omega Ratio Rank: 23
UIMT.DE Calmar Ratio Rank: 32
UIMT.DE Martin Ratio Rank: 32

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. UIMT.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 UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis (UIMT.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	UIMT.DE	Difference
Sharpe ratio: Return per unit of total volatility	4.92	0.79	+4.13
Sortino ratio: Return per unit of downside risk	5.73	1.27	+4.45
Omega ratio: Gain probability vs. loss probability	1.78	1.15	+0.63
Calmar ratio: Return relative to maximum drawdown	12.64	1.55	+11.09
Martin ratio: Return relative to average drawdown	38.64	4.63	+34.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current FLXT.DE Sharpe Ratio is 4.92, which is higher than the UIMT.DE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FLXT.DE and UIMT.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.

Sharpe Ratios by Period

	FLXT.DE	UIMT.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.92	0.79	+4.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.30	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.15	0.46	+0.69

Drawdowns

FLXT.DE vs. UIMT.DE - Drawdown Comparison

The maximum FLXT.DE drawdown since its inception was -31.16%, which is greater than UIMT.DE's maximum drawdown of -28.10%. Use the drawdown chart below to compare losses from any high point for FLXT.DE and UIMT.DE.

Drawdown Indicators

	FLXT.DE	UIMT.DE	Difference
Max Drawdown Largest peak-to-trough decline	-31.16%	-28.10%	-3.06%
Max Drawdown (1Y) Largest decline over 1 year	-9.05%	-8.46%	-0.59%
Max Drawdown (3Y) Largest decline over 3 years	-31.16%	-17.30%	-13.86%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.87%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.10%	—
Current Drawdown Current decline from peak	-1.86%	-1.05%	-0.81%
Average Drawdown Average peak-to-trough decline	-8.18%	-6.27%	-1.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	2.84%	+0.13%

Volatility

FLXT.DE vs. UIMT.DE - Volatility Comparison

Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) has a higher volatility of 9.61% compared to UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis (UIMT.DE) at 3.47%. This indicates that FLXT.DE's price experiences larger fluctuations and is considered to be riskier than UIMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLXT.DE	UIMT.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.61%	3.47%	+6.14%
Volatility (6M) Calculated over the trailing 6-month period	18.65%	13.05%	+5.60%
Volatility (1Y) Calculated over the trailing 1-year period	23.26%	16.63%	+6.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.86%	15.34%	+6.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.86%	15.66%	+6.20%

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

FLXT.DE has a 0.19% expense ratio, which is lower than UIMT.DE's 0.28% expense ratio.

Dividends

FLXT.DE vs. UIMT.DE - Dividend Comparison

FLXT.DE has not paid dividends to shareholders, while UIMT.DE's dividend yield for the trailing twelve months is around 1.42%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
UIMT.DE UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis	1.42%	1.76%	1.51%	1.60%	1.89%	1.17%	1.52%	1.92%	2.83%	2.53%	2.36%	2.35%

Frequently Asked Questions

Can I hold both FLXT.DE and UIMT.DE in my portfolio?

FLXT.DE and UIMT.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FLXT.DE or UIMT.DE?

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.

Which ETF is cheaper, FLXT.DE or UIMT.DE?

FLXT.DE is cheaper with a 0.19% expense ratio, compared with 0.28% for UIMT.DE.

What is the main difference between FLXT.DE and UIMT.DE?

FLXT.DE tracks FTSE Taiwan 30/18 Capped, while UIMT.DE tracks MSCI Pacific SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Franklin Templeton and UBS. Their fees differ too: 0.19% for FLXT.DE and 0.28% for UIMT.DE.