FRCH.L vs. FRXT.L
Compare and contrast key facts about Franklin FTSE China UCITS ETF (FRCH.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.L).
FRCH.L and FRXT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FRCH.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI China NR USD. It was launched on Jun 4, 2019. FRXT.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI Taiwan NR USD. It was launched on Mar 21, 2022. Both FRCH.L and FRXT.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
FRCH.L vs. FRXT.L - Performance Comparison
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FRCH.L vs. FRXT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FRCH.L Franklin FTSE China UCITS ETF | -4.52% | 23.22% | 21.12% | -17.46% | -3.81% |
FRXT.L Franklin FTSE Taiwan UCITS ETF | 14.97% | 25.34% | 25.66% | 22.61% | -17.25% |
Returns By Period
In the year-to-date period, FRCH.L achieves a -4.52% return, which is significantly lower than FRXT.L's 14.97% return.
FRCH.L
- 1D
- 0.72%
- 1M
- -3.46%
- YTD
- -4.52%
- 6M
- -11.49%
- 1Y
- 4.35%
- 3Y*
- 4.94%
- 5Y*
- -4.09%
- 10Y*
- —
FRXT.L
- 1D
- 3.43%
- 1M
- -4.39%
- YTD
- 14.97%
- 6M
- 23.06%
- 1Y
- 62.53%
- 3Y*
- 26.08%
- 5Y*
- —
- 10Y*
- —
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FRCH.L vs. FRXT.L - Expense Ratio Comparison
Both FRCH.L and FRXT.L have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
FRCH.L vs. FRXT.L — Risk / Return Rank
FRCH.L
FRXT.L
FRCH.L vs. FRXT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China UCITS ETF (FRCH.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.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.
| FRCH.L | FRXT.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 2.60 | -2.38 |
Sortino ratioReturn per unit of downside risk | 0.42 | 3.18 | -2.76 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.47 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 5.16 | -4.78 |
Martin ratioReturn relative to average drawdown | 0.95 | 18.67 | -17.72 |
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
| FRCH.L | FRXT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 2.60 | -2.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.81 | -0.85 |
Correlation
The correlation between FRCH.L and FRXT.L is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FRCH.L vs. FRXT.L - Dividend Comparison
Neither FRCH.L nor FRXT.L has paid dividends to shareholders.
Drawdowns
FRCH.L vs. FRXT.L - Drawdown Comparison
The maximum FRCH.L drawdown since its inception was -56.27%, which is greater than FRXT.L's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for FRCH.L and FRXT.L.
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Drawdown Indicators
| FRCH.L | FRXT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.27% | -28.86% | -27.41% |
Max Drawdown (1Y)Largest decline over 1 year | -14.86% | -16.68% | +1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -49.50% | — | — |
Current DrawdownCurrent decline from peak | -30.18% | -5.81% | -24.37% |
Average DrawdownAverage peak-to-trough decline | -29.71% | -7.19% | -22.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.92% | 3.30% | +2.62% |
Volatility
FRCH.L vs. FRXT.L - Volatility Comparison
The current volatility for Franklin FTSE China UCITS ETF (FRCH.L) is 5.81%, while Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a volatility of 7.34%. This indicates that FRCH.L experiences smaller price fluctuations and is considered to be less risky than FRXT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCH.L | FRXT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 7.34% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 15.93% | -3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.86% | 24.01% | -4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.61% | 20.12% | +12.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.39% | 20.12% | +11.27% |