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FLXT.DE vs. XCS3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXT.DE vs. XCS3.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 Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLXT.DE achieves a 65.05% return, which is significantly higher than XCS3.DE's 7.13% return.


FLXT.DE

1D
0.00%
1M
-3.29%
6M
55.64%
YTD
65.05%
1Y
94.14%
3Y*
40.20%
5Y*
10Y*

XCS3.DE

1D
0.31%
1M
1.75%
6M
3.40%
YTD
7.13%
1Y
23.98%
3Y*
13.47%
5Y*
6.89%
10Y*
1.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXT.DE vs. XCS3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FLXT.DE
Franklin FTSE Taiwan UCITS ETF USD Capitalisation
65.05%19.89%30.42%25.56%-22.30%
XCS3.DE
Xtrackers MSCI Malaysia UCITS ETF (Acc)
7.13%3.11%26.75%-7.60%-4.17%

Correlation

The correlation between FLXT.DE and XCS3.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.30

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2022

0.33

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Return for Risk

FLXT.DE vs. XCS3.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: 9696
Overall Rank
FLXT.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLXT.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
FLXT.DE Omega Ratio Rank: 9595
Omega Ratio Rank
FLXT.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLXT.DE Martin Ratio Rank: 9696
Martin Ratio Rank

XCS3.DE
XCS3.DE Risk / Return Rank: 6464
Overall Rank
XCS3.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XCS3.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
XCS3.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XCS3.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XCS3.DE Martin Ratio Rank: 5858
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. XCS3.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 Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLXT.DEXCS3.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.58

1.29

+0.28

Calmar ratioReturn relative to maximum drawdown

9.81

3.04

+6.77

Martin ratioReturn relative to average drawdown

26.65

8.22

+18.43

FLXT.DE vs. XCS3.DE - Sharpe Ratio Comparison

The current FLXT.DE Sharpe Ratio is 3.63, which is higher than the XCS3.DE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of FLXT.DE and XCS3.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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Drawdowns

FLXT.DE vs. XCS3.DE - Drawdown Comparison

The maximum FLXT.DE drawdown since its inception was -31.16%, smaller than the maximum XCS3.DE drawdown of -43.32%. Use the drawdown chart below to compare losses from any high point for FLXT.DE and XCS3.DE.


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Drawdown Indicators


FLXT.DEXCS3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.16%

-43.32%

+12.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-7.85%

-1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-31.16%

-21.83%

-9.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.83%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

Current Drawdown

Current decline from peak

-9.65%

-3.55%

-6.10%

Average Drawdown

Average peak-to-trough decline

-8.10%

-17.42%

+9.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.91%

+0.64%

Volatility

FLXT.DE vs. XCS3.DE - Volatility Comparison

Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) has a higher volatility of 11.54% compared to Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.DE) at 3.83%. This indicates that FLXT.DE's price experiences larger fluctuations and is considered to be riskier than XCS3.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.DEXCS3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.54%

3.83%

+7.71%

Volatility (6M)

Calculated over the trailing 6-month period

22.19%

10.87%

+11.32%

Volatility (1Y)

Calculated over the trailing 1-year period

26.09%

14.00%

+12.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.44%

13.14%

+9.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.44%

15.01%

+7.43%

FLXT.DE vs. XCS3.DE - Expense Ratio Comparison

FLXT.DE has a 0.19% expense ratio, which is lower than XCS3.DE's 0.50% expense ratio.


Dividends

FLXT.DE vs. XCS3.DE - Dividend Comparison

Neither FLXT.DE nor XCS3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FLXT.DE and XCS3.DE have a correlation of 0.32, 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 0.50% for XCS3.DE.

FLXT.DE is categorized as Taiwan Equities, while XCS3.DE is Asia Pacific Equities. FLXT.DE tracks FTSE Taiwan 30/18 Capped, while XCS3.DE tracks MSCI Malaysia Index. They also come from different issuers: Franklin Templeton and Xtrackers. Their fees differ too: 0.19% for FLXT.DE and 0.50% for XCS3.DE.

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