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FLXT.DE vs. XMTW.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FLXT.DE vs. XMTW.L - 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 Taiwan UCITS ETF 1C (XMTW.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.66%
7.22%
FLXT.DE
XMTW.L

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

YTD

31.50%

1M

0.46%

6M

11.03%

1Y

38.51%

5Y (annualized)

N/A

10Y (annualized)

N/A

XMTW.L

YTD

26.08%

1M

0.07%

6M

9.03%

1Y

32.97%

5Y (annualized)

16.48%

10Y (annualized)

14.57%

Key characteristics


FLXT.DEXMTW.L
Sharpe Ratio1.881.60
Sortino Ratio2.442.17
Omega Ratio1.331.28
Calmar Ratio2.071.90
Martin Ratio7.296.39
Ulcer Index5.29%5.16%
Daily Std Dev20.36%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.


XMTW.L
Xtrackers MSCI Taiwan UCITS ETF 1C
Expense ratio chart for XMTW.L: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for FLXT.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Correlation

-0.50.00.51.00.9

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.


Sharpe ratio
The chart of Sharpe ratio for FLXT.DE, currently valued at 1.40, compared to the broader market0.002.004.001.401.39
The chart of Sortino ratio for FLXT.DE, currently valued at 1.94, compared to the broader market-2.000.002.004.006.008.0010.0012.001.941.95
The chart of Omega ratio for FLXT.DE, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.25
The chart of Calmar ratio for FLXT.DE, currently valued at 1.67, compared to the broader market0.005.0010.0015.001.671.73
The chart of Martin ratio for FLXT.DE, currently valued at 5.99, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.996.31
FLXT.DE
XMTW.L

The current FLXT.DE Sharpe Ratio is 1.88, which is comparable to the XMTW.L Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of FLXT.DE and XMTW.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.40
1.39
FLXT.DE
XMTW.L

Dividends

FLXT.DE vs. XMTW.L - Dividend Comparison

Neither FLXT.DE nor XMTW.L has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.84%
-5.19%
FLXT.DE
XMTW.L

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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.80%
6.90%
FLXT.DE
XMTW.L