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FLXU.DE vs. FLRA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLXU.DE vs. FLRA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin U.S. Equity UCITS ETF (FLXU.DE) and Franklin Metaverse UCITS ETF USD Capitalisation (FLRA.DE). The values are adjusted to include any dividend payments, if applicable.

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FLXU.DE vs. FLRA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FLXU.DE
Franklin U.S. Equity UCITS ETF
-0.62%8.49%16.79%11.05%-3.77%
FLRA.DE
Franklin Metaverse UCITS ETF USD Capitalisation
-13.99%5.59%27.26%71.63%-21.53%

Returns By Period

In the year-to-date period, FLXU.DE achieves a -0.62% return, which is significantly higher than FLRA.DE's -13.99% return.


FLXU.DE

1D
2.18%
1M
-2.68%
YTD
-0.62%
6M
1.84%
1Y
13.91%
3Y*
11.30%
5Y*
10.64%
10Y*

FLRA.DE

1D
3.88%
1M
-4.89%
YTD
-13.99%
6M
-19.30%
1Y
9.74%
3Y*
16.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLXU.DE vs. FLRA.DE - Expense Ratio Comparison

FLXU.DE has a 0.25% expense ratio, which is lower than FLRA.DE's 0.30% expense ratio.


Return for Risk

FLXU.DE vs. FLRA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLXU.DE
FLXU.DE Risk / Return Rank: 4747
Overall Rank
FLXU.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FLXU.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
FLXU.DE Omega Ratio Rank: 4141
Omega Ratio Rank
FLXU.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
FLXU.DE Martin Ratio Rank: 6262
Martin Ratio Rank

FLRA.DE
FLRA.DE Risk / Return Rank: 1919
Overall Rank
FLRA.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLRA.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
FLRA.DE Omega Ratio Rank: 2020
Omega Ratio Rank
FLRA.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
FLRA.DE Martin Ratio Rank: 1717
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.

FLXU.DE vs. FLRA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Equity UCITS ETF (FLXU.DE) and Franklin Metaverse UCITS ETF USD Capitalisation (FLRA.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.


FLXU.DEFLRA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.34

+0.46

Sortino ratio

Return per unit of downside risk

1.18

0.65

+0.52

Omega ratio

Gain probability vs. loss probability

1.17

1.08

+0.09

Calmar ratio

Return relative to maximum drawdown

1.62

0.31

+1.30

Martin ratio

Return relative to average drawdown

6.90

0.80

+6.11

FLXU.DE vs. FLRA.DE - Sharpe Ratio Comparison

The current FLXU.DE Sharpe Ratio is 0.80, which is higher than the FLRA.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FLXU.DE and FLRA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLXU.DEFLRA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.34

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.47

+0.33

Correlation

The correlation between FLXU.DE and FLRA.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLXU.DE vs. FLRA.DE - Dividend Comparison

Neither FLXU.DE nor FLRA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FLXU.DE vs. FLRA.DE - Drawdown Comparison

The maximum FLXU.DE drawdown since its inception was -32.92%, roughly equal to the maximum FLRA.DE drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for FLXU.DE and FLRA.DE.


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Drawdown Indicators


FLXU.DEFLRA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.92%

-34.22%

+1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.64%

-29.17%

+15.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.04%

Current Drawdown

Current decline from peak

-3.59%

-26.29%

+22.70%

Average Drawdown

Average peak-to-trough decline

-3.99%

-9.73%

+5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

11.50%

-9.51%

Volatility

FLXU.DE vs. FLRA.DE - Volatility Comparison

The current volatility for Franklin U.S. Equity UCITS ETF (FLXU.DE) is 4.30%, while Franklin Metaverse UCITS ETF USD Capitalisation (FLRA.DE) has a volatility of 7.55%. This indicates that FLXU.DE experiences smaller price fluctuations and is considered to be less risky than FLRA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXU.DEFLRA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

7.55%

-3.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

19.51%

-10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

17.39%

28.33%

-10.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

27.62%

-13.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

27.62%

-12.09%