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

Performance

FLXU.DE vs. FLXX.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 Global Quality Dividend UCITS ETF (FLXX.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
FLXU.DE
Franklin U.S. Equity UCITS ETF
-0.55%8.49%16.79%11.05%-3.81%38.42%-0.68%31.79%1.30%11.68%
FLXX.DE
Franklin Global Quality Dividend UCITS ETF
5.63%1.91%22.15%6.80%-4.50%29.79%-4.23%27.38%-4.51%4.89%

Returns By Period

In the year-to-date period, FLXU.DE achieves a -0.55% return, which is significantly lower than FLXX.DE's 5.63% return.


FLXU.DE

1D
0.07%
1M
-2.01%
YTD
-0.55%
6M
1.82%
1Y
13.81%
3Y*
11.08%
5Y*
10.66%
10Y*

FLXX.DE

1D
0.20%
1M
-0.94%
YTD
5.63%
6M
7.99%
1Y
8.01%
3Y*
11.83%
5Y*
9.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

FLXU.DE vs. FLXX.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: 5858
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: 4040
Omega Ratio Rank
FLXU.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
FLXU.DE Martin Ratio Rank: 8585
Martin Ratio Rank

FLXX.DE
FLXX.DE Risk / Return Rank: 4444
Overall Rank
FLXX.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FLXX.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
FLXX.DE Omega Ratio Rank: 2828
Omega Ratio Rank
FLXX.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
FLXX.DE Martin Ratio Rank: 6565
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. FLXX.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 Global Quality Dividend UCITS ETF (FLXX.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.DEFLXX.DEDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.58

+0.22

Sortino ratio

Return per unit of downside risk

1.17

0.83

+0.34

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

3.57

2.48

+1.09

Martin ratio

Return relative to average drawdown

11.83

8.09

+3.73

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

The current FLXU.DE Sharpe Ratio is 0.79, which is higher than the FLXX.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FLXU.DE and FLXX.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.DEFLXX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.58

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.74

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.63

+0.17

Correlation

The correlation between FLXU.DE and FLXX.DE is 0.81, 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.


Dividends

FLXU.DE vs. FLXX.DE - Dividend Comparison

FLXU.DE has not paid dividends to shareholders, while FLXX.DE's dividend yield for the trailing twelve months is around 2.66%.


TTM202520242023202220212020201920182017
FLXU.DE
Franklin U.S. Equity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLXX.DE
Franklin Global Quality Dividend UCITS ETF
2.66%2.74%2.38%2.81%3.08%2.25%2.56%3.19%3.27%0.45%

Drawdowns

FLXU.DE vs. FLXX.DE - Drawdown Comparison

The maximum FLXU.DE drawdown since its inception was -32.92%, roughly equal to the maximum FLXX.DE drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for FLXU.DE and FLXX.DE.


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Drawdown Indicators


FLXU.DEFLXX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.92%

-34.26%

+1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-8.86%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-23.04%

-17.70%

-5.34%

Current Drawdown

Current decline from peak

-3.52%

-2.48%

-1.04%

Average Drawdown

Average peak-to-trough decline

-3.99%

-4.72%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.63%

+0.11%

Volatility

FLXU.DE vs. FLXX.DE - Volatility Comparison

Franklin U.S. Equity UCITS ETF (FLXU.DE) has a higher volatility of 4.12% compared to Franklin Global Quality Dividend UCITS ETF (FLXX.DE) at 3.06%. This indicates that FLXU.DE's price experiences larger fluctuations and is considered to be riskier than FLXX.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.DEFLXX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

3.06%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

6.71%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

13.81%

+3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

12.48%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

14.55%

+0.98%