FLXU.DE vs. SXRU.DE
FLXU.DE (Franklin U.S. Equity UCITS ETF) and SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) are both Large Cap Blend Equities funds - FLXU.DE tracks the Russell 1000 TR USD while SXRU.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 5 years, FLXU.DE returned 12.73%/yr vs 11.21%/yr for SXRU.DE. Their correlation of 0.88 suggests significant overlap in exposure. FLXU.DE charges 0.25%/yr vs 0.33%/yr for SXRU.DE.
Performance
FLXU.DE vs. SXRU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FLXU.DE achieves a 13.80% return, which is significantly higher than SXRU.DE's 12.12% return.
FLXU.DE
- 1D
- -0.81%
- 1M
- 1.33%
- YTD
- 13.80%
- 6M
- 13.80%
- 1Y
- 27.92%
- 3Y*
- 16.01%
- 5Y*
- 12.73%
- 10Y*
- —
SXRU.DE
- 1D
- -0.09%
- 1M
- 5.97%
- YTD
- 12.12%
- 6M
- 12.26%
- 1Y
- 25.67%
- 3Y*
- 15.60%
- 5Y*
- 11.21%
- 10Y*
- 13.10%
FLXU.DE vs. SXRU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLXU.DE Franklin U.S. Equity UCITS ETF | 13.80% | 8.49% | 16.79% | 11.05% | -3.82% | 38.45% | -0.70% | 31.77% | 1.32% | -6.89% |
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 12.12% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 28.17% | -0.48% | 13.77% |
Correlation
The correlation between FLXU.DE and SXRU.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2017 | 0.88 |
The correlation between FLXU.DE and SXRU.DE shifts across timeframes, from 0.72 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FLXU.DE vs. SXRU.DE — Risk / Return Rank
FLXU.DE
SXRU.DE
FLXU.DE vs. SXRU.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 iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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.
| FLXU.DE | SXRU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.82 | 3.50 | +1.32 |
| Martin ratioReturn relative to average drawdown | 17.45 | 11.70 | +5.75 |
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Drawdowns
FLXU.DE vs. SXRU.DE - Drawdown Comparison
The maximum FLXU.DE drawdown since its inception was -32.90%, smaller than the maximum SXRU.DE drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for FLXU.DE and SXRU.DE.
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Drawdown Indicators
| FLXU.DE | SXRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.90% | -36.09% | +3.19% |
Max Drawdown (1Y)Largest decline over 1 year | -5.76% | -7.30% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -23.03% | -21.13% | -1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -21.13% | -1.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.09% | — |
Current DrawdownCurrent decline from peak | -0.81% | -0.09% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -5.38% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.19% | -0.59% |
Volatility
FLXU.DE vs. SXRU.DE - Volatility Comparison
Franklin U.S. Equity UCITS ETF (FLXU.DE) has a higher volatility of 3.49% compared to iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) at 3.03%. This indicates that FLXU.DE's price experiences larger fluctuations and is considered to be riskier than SXRU.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.DE | SXRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.03% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 8.58% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 12.00% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 14.06% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 16.00% | +0.48% |
FLXU.DE vs. SXRU.DE - Expense Ratio Comparison
FLXU.DE has a 0.25% expense ratio, which is lower than SXRU.DE's 0.33% expense ratio.
Dividends
FLXU.DE vs. SXRU.DE - Dividend Comparison
Neither FLXU.DE nor SXRU.DE has paid dividends to shareholders.
Frequently Asked Questions
FLXU.DE and SXRU.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLXU.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLXU.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for SXRU.DE.
FLXU.DE tracks Russell 1000 TR USD, while SXRU.DE tracks Dow Jones Industrial Average. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.25% for FLXU.DE and 0.33% for SXRU.DE.
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