FLXU.L vs. FLXE.L
Compare and contrast key facts about Franklin LibertyQ U.S. Equity UCITS ETF (FLXU.L) and Franklin Emerging Markets UCITS ETF (FLXE.L).
FLXU.L and FLXE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLXU.L is a passively managed fund by Franklin Templeton that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 6, 2017. FLXE.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI EM NR USD. It was launched on Oct 17, 2017. Both FLXU.L and FLXE.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.
Performance
FLXU.L vs. FLXE.L - Performance Comparison
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FLXU.L vs. FLXE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLXU.L Franklin LibertyQ U.S. Equity UCITS ETF | -0.65% | 13.10% | 12.49% | 8.52% | 2.19% | 28.57% | 5.69% | 24.32% | 2.24% | 4.13% |
FLXE.L Franklin Emerging Markets UCITS ETF | 7.01% | 18.87% | 8.11% | 6.48% | -9.68% | 8.46% | -1.63% | 7.98% | -6.24% | 1.90% |
Returns By Period
In the year-to-date period, FLXU.L achieves a -0.65% return, which is significantly lower than FLXE.L's 7.01% return.
FLXU.L
- 1D
- 2.09%
- 1M
- -2.81%
- YTD
- -0.65%
- 6M
- 1.98%
- 1Y
- 18.48%
- 3Y*
- 10.99%
- 5Y*
- 11.15%
- 10Y*
- —
FLXE.L
- 1D
- 1.54%
- 1M
- -4.65%
- YTD
- 7.01%
- 6M
- 13.30%
- 1Y
- 25.49%
- 3Y*
- 13.08%
- 5Y*
- 6.70%
- 10Y*
- —
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FLXU.L vs. FLXE.L - Expense Ratio Comparison
FLXU.L has a 0.25% expense ratio, which is lower than FLXE.L's 0.45% expense ratio.
Return for Risk
FLXU.L vs. FLXE.L — Risk / Return Rank
FLXU.L
FLXE.L
FLXU.L vs. FLXE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ U.S. Equity UCITS ETF (FLXU.L) and Franklin Emerging Markets UCITS ETF (FLXE.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.
| FLXU.L | FLXE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.90 | -0.71 |
Sortino ratioReturn per unit of downside risk | 1.71 | 2.61 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.35 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.58 | +0.52 |
Martin ratioReturn relative to average drawdown | 10.21 | 9.93 | +0.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLXU.L | FLXE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.90 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.52 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.30 | +0.51 |
Correlation
The correlation between FLXU.L and FLXE.L is 0.56, 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.L vs. FLXE.L - Dividend Comparison
Neither FLXU.L nor FLXE.L has paid dividends to shareholders.
Drawdowns
FLXU.L vs. FLXE.L - Drawdown Comparison
The maximum FLXU.L drawdown since its inception was -24.72%, smaller than the maximum FLXE.L drawdown of -26.37%. Use the drawdown chart below to compare losses from any high point for FLXU.L and FLXE.L.
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Drawdown Indicators
| FLXU.L | FLXE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.72% | -26.37% | +1.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -10.11% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -16.31% | -3.82% |
Current DrawdownCurrent decline from peak | -3.21% | -6.17% | +2.96% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -6.06% | +3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 2.63% | -0.84% |
Volatility
FLXU.L vs. FLXE.L - Volatility Comparison
The current volatility for Franklin LibertyQ U.S. Equity UCITS ETF (FLXU.L) is 4.43%, while Franklin Emerging Markets UCITS ETF (FLXE.L) has a volatility of 5.91%. This indicates that FLXU.L experiences smaller price fluctuations and is considered to be less risky than FLXE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLXU.L | FLXE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 5.91% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.93% | 10.16% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 13.37% | +2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.04% | 12.95% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 15.45% | -0.46% |