PortfoliosLab logoPortfoliosLab logo
FLXX.DE vs. FLXD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLXX.DE vs. FLXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin Global Quality Dividend UCITS ETF (FLXX.DE) and Franklin European Quality Dividend UCITS ETF (FLXD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023202220212020201920182017
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%
FLXD.DE
Franklin European Quality Dividend UCITS ETF
10.07%24.53%12.30%10.31%-0.48%16.07%-3.54%23.52%-7.81%0.32%

Returns By Period

In the year-to-date period, FLXX.DE achieves a 5.63% return, which is significantly lower than FLXD.DE's 10.07% return.


FLXX.DE

1D
0.20%
1M
-0.94%
YTD
5.63%
6M
7.99%
1Y
8.01%
3Y*
11.83%
5Y*
9.40%
10Y*

FLXD.DE

1D
0.14%
1M
3.01%
YTD
10.07%
6M
14.25%
1Y
21.75%
3Y*
18.58%
5Y*
12.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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


Return for Risk

FLXX.DE vs. FLXD.DE — Risk / Return Rank

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

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

FLXD.DE
FLXD.DE Risk / Return Rank: 9090
Overall Rank
FLXD.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FLXD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
FLXD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
FLXD.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLXD.DE Martin Ratio Rank: 9292
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.

FLXX.DE vs. FLXD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Global Quality Dividend UCITS ETF (FLXX.DE) and Franklin European Quality Dividend UCITS ETF (FLXD.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.


FLXX.DEFLXD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.84

-1.27

Sortino ratio

Return per unit of downside risk

0.83

2.37

-1.54

Omega ratio

Gain probability vs. loss probability

1.13

1.40

-0.27

Calmar ratio

Return relative to maximum drawdown

2.48

5.39

-2.91

Martin ratio

Return relative to average drawdown

8.09

14.52

-6.43

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

The current FLXX.DE Sharpe Ratio is 0.58, which is lower than the FLXD.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of FLXX.DE and FLXD.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.


Loading graphics...

Sharpe Ratios by Period


FLXX.DEFLXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.84

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

1.10

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.66

-0.03

Correlation

The correlation between FLXX.DE and FLXD.DE is 0.65, 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

FLXX.DE vs. FLXD.DE - Dividend Comparison

FLXX.DE's dividend yield for the trailing twelve months is around 2.66%, less than FLXD.DE's 3.78% yield.


TTM202520242023202220212020201920182017
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%
FLXD.DE
Franklin European Quality Dividend UCITS ETF
3.78%4.28%4.31%4.99%5.20%4.61%3.48%4.38%5.45%0.72%

Drawdowns

FLXX.DE vs. FLXD.DE - Drawdown Comparison

The maximum FLXX.DE drawdown since its inception was -34.26%, roughly equal to the maximum FLXD.DE drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for FLXX.DE and FLXD.DE.


Loading graphics...

Drawdown Indicators


FLXX.DEFLXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-35.10%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-8.92%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.70%

-14.19%

-3.51%

Current Drawdown

Current decline from peak

-2.48%

0.00%

-2.48%

Average Drawdown

Average peak-to-trough decline

-4.72%

-3.93%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.57%

+0.06%

Volatility

FLXX.DE vs. FLXD.DE - Volatility Comparison

The current volatility for Franklin Global Quality Dividend UCITS ETF (FLXX.DE) is 3.06%, while Franklin European Quality Dividend UCITS ETF (FLXD.DE) has a volatility of 3.49%. This indicates that FLXX.DE experiences smaller price fluctuations and is considered to be less risky than FLXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLXX.DEFLXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

3.49%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

6.71%

6.29%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

13.81%

11.75%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.48%

11.64%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

14.17%

+0.38%