FLXT.DE vs. XMTW.L
Compare and contrast key facts about Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.L).
FLXT.DE and XMTW.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLXT.DE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Taiwan 30/18 Capped. It was launched on Mar 21, 2022. XMTW.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Taiwan NR USD. It was launched on Jun 19, 2007. Both FLXT.DE and XMTW.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLXT.DE or XMTW.L.
Performance
FLXT.DE vs. XMTW.L - Performance Comparison
Returns By Period
In the year-to-date period, FLXT.DE achieves a 31.50% return, which is significantly higher than XMTW.L's 26.08% return.
FLXT.DE
31.50%
0.46%
11.03%
38.51%
N/A
N/A
XMTW.L
26.08%
0.07%
9.03%
32.97%
16.48%
14.57%
Key characteristics
FLXT.DE | XMTW.L | |
---|---|---|
Sharpe Ratio | 1.88 | 1.60 |
Sortino Ratio | 2.44 | 2.17 |
Omega Ratio | 1.33 | 1.28 |
Calmar Ratio | 2.07 | 1.90 |
Martin Ratio | 7.29 | 6.39 |
Ulcer Index | 5.29% | 5.16% |
Daily Std Dev | 20.36% | 20.60% |
Max Drawdown | -23.22% | -47.86% |
Current Drawdown | -0.75% | -1.98% |
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FLXT.DE vs. XMTW.L - Expense Ratio Comparison
FLXT.DE has a 0.19% expense ratio, which is lower than XMTW.L's 0.65% expense ratio.
Correlation
The correlation between FLXT.DE and XMTW.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FLXT.DE vs. XMTW.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.L). 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.
Dividends
FLXT.DE vs. XMTW.L - Dividend Comparison
Neither FLXT.DE nor XMTW.L has paid dividends to shareholders.
Drawdowns
FLXT.DE vs. XMTW.L - Drawdown Comparison
The maximum FLXT.DE drawdown since its inception was -23.22%, smaller than the maximum XMTW.L drawdown of -47.86%. Use the drawdown chart below to compare losses from any high point for FLXT.DE and XMTW.L. For additional features, visit the drawdowns tool.
Volatility
FLXT.DE vs. XMTW.L - Volatility Comparison
Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.L) have volatilities of 6.80% and 6.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.