FLXT.DE vs. XCS3.DE
FLXT.DE (Franklin FTSE Taiwan UCITS ETF USD Capitalisation) and XCS3.DE (Xtrackers MSCI Malaysia UCITS ETF (Acc)) are both exchange-traded funds - FLXT.DE is a Taiwan Equities fund tracking the FTSE Taiwan 30/18 Capped, while XCS3.DE is a Asia Pacific Equities fund tracking the MSCI Malaysia Index. Both are passively managed. Over the past 3 years, FLXT.DE returned 40.20%/yr vs 13.47%/yr for XCS3.DE. At a 0.33 correlation, their price movements are largely independent. FLXT.DE charges 0.19%/yr vs 0.50%/yr for XCS3.DE.
Performance
FLXT.DE vs. XCS3.DE - Performance Comparison
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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%
FLXT.DE vs. XCS3.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
FLXT.DE
XCS3.DE
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.DE | XCS3.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | XCS3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.65% | -3.55% | -6.10% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -17.42% | +9.32% |
Ulcer IndexDepth 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.DE | XCS3.DE | Difference | |
|---|---|---|---|
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.
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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