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FRCH.L vs. CBUK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRCH.L vs. CBUK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin FTSE China UCITS ETF (FRCH.L) and iShares MSCI China Tech UCITS ETF USD Acc (CBUK.DE). The values are adjusted to include any dividend payments, if applicable.

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FRCH.L vs. CBUK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FRCH.L
Franklin FTSE China UCITS ETF
-5.20%23.22%21.12%-17.46%-1.24%
CBUK.DE
iShares MSCI China Tech UCITS ETF USD Acc
-10.96%27.35%12.91%-10.85%4.44%
Different Trading Currencies

FRCH.L is traded in GBP, while CBUK.DE is traded in EUR. To make them comparable, the CBUK.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FRCH.L achieves a -5.20% return, which is significantly higher than CBUK.DE's -10.96% return.


FRCH.L

1D
-25.16%
1M
-1.12%
YTD
-5.20%
6M
-13.55%
1Y
4.85%
3Y*
4.85%
5Y*
-4.23%
10Y*

CBUK.DE

1D
0.40%
1M
-1.64%
YTD
-10.96%
6M
-23.06%
1Y
1.53%
3Y*
3.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRCH.L vs. CBUK.DE - Expense Ratio Comparison

FRCH.L has a 0.19% expense ratio, which is lower than CBUK.DE's 0.45% expense ratio.


Return for Risk

FRCH.L vs. CBUK.DE — Risk / Return Rank

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

FRCH.L
FRCH.L Risk / Return Rank: 1818
Overall Rank
FRCH.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FRCH.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
FRCH.L Omega Ratio Rank: 2424
Omega Ratio Rank
FRCH.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
FRCH.L Martin Ratio Rank: 1818
Martin Ratio Rank

CBUK.DE
CBUK.DE Risk / Return Rank: 1111
Overall Rank
CBUK.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CBUK.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
CBUK.DE Omega Ratio Rank: 1010
Omega Ratio Rank
CBUK.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
CBUK.DE Martin Ratio Rank: 1212
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.

FRCH.L vs. CBUK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China UCITS ETF (FRCH.L) and iShares MSCI China Tech UCITS ETF USD Acc (CBUK.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.


FRCH.LCBUK.DEDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.06

+0.04

Sortino ratio

Return per unit of downside risk

0.52

0.26

+0.26

Omega ratio

Gain probability vs. loss probability

1.11

1.03

+0.08

Calmar ratio

Return relative to maximum drawdown

0.30

0.22

+0.08

Martin ratio

Return relative to average drawdown

1.30

0.51

+0.79

FRCH.L vs. CBUK.DE - Sharpe Ratio Comparison

The current FRCH.L Sharpe Ratio is 0.10, which is higher than the CBUK.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of FRCH.L and CBUK.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


FRCH.LCBUK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.06

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.14

-0.18

Correlation

The correlation between FRCH.L and CBUK.DE is 0.90, 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

FRCH.L vs. CBUK.DE - Dividend Comparison

Neither FRCH.L nor CBUK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FRCH.L vs. CBUK.DE - Drawdown Comparison

The maximum FRCH.L drawdown since its inception was -56.27%, which is greater than CBUK.DE's maximum drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for FRCH.L and CBUK.DE.


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Drawdown Indicators


FRCH.LCBUK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.27%

-37.29%

-18.98%

Max Drawdown (1Y)

Largest decline over 1 year

-25.16%

-23.30%

-1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-49.50%

Current Drawdown

Current decline from peak

-30.68%

-23.10%

-7.58%

Average Drawdown

Average peak-to-trough decline

-29.70%

-16.29%

-13.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

9.96%

-4.16%

Volatility

FRCH.L vs. CBUK.DE - Volatility Comparison

Franklin FTSE China UCITS ETF (FRCH.L) has a higher volatility of 42.38% compared to iShares MSCI China Tech UCITS ETF USD Acc (CBUK.DE) at 7.08%. This indicates that FRCH.L's price experiences larger fluctuations and is considered to be riskier than CBUK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRCH.LCBUK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.38%

7.08%

+35.30%

Volatility (6M)

Calculated over the trailing 6-month period

43.05%

16.21%

+26.84%

Volatility (1Y)

Calculated over the trailing 1-year period

46.34%

25.27%

+21.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.61%

31.55%

+6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.24%

31.55%

+3.69%