FRQX.L vs. ESIN.L
Compare and contrast key facts about Franklin AC Asia ex Japan UCITS ETF (FRQX.L) and iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc (ESIN.L).
FRQX.L and ESIN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FRQX.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI AC Asia Ex Japan NR USD. It was launched on Sep 27, 2018. ESIN.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Materials NR USD. It was launched on May 14, 2021. Both FRQX.L and ESIN.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
FRQX.L vs. ESIN.L - Performance Comparison
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FRQX.L vs. ESIN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FRQX.L Franklin AC Asia ex Japan UCITS ETF | 10.58% | 21.13% | 9.39% | 5.79% | -2.53% | 2.30% |
ESIN.L iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc | 2.26% | 31.04% | 9.74% | 24.40% | -11.34% | 9.01% |
Returns By Period
In the year-to-date period, FRQX.L achieves a 10.58% return, which is significantly higher than ESIN.L's 2.26% return.
FRQX.L
- 1D
- 3.80%
- 1M
- -8.35%
- YTD
- 10.58%
- 6M
- 19.94%
- 1Y
- 43.13%
- 3Y*
- 15.04%
- 5Y*
- 8.88%
- 10Y*
- —
ESIN.L
- 1D
- 3.87%
- 1M
- -6.77%
- YTD
- 2.26%
- 6M
- 3.94%
- 1Y
- 22.26%
- 3Y*
- 17.90%
- 5Y*
- —
- 10Y*
- —
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FRQX.L vs. ESIN.L - Expense Ratio Comparison
FRQX.L has a 0.40% expense ratio, which is higher than ESIN.L's 0.18% expense ratio.
Return for Risk
FRQX.L vs. ESIN.L — Risk / Return Rank
FRQX.L
ESIN.L
FRQX.L vs. ESIN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin AC Asia ex Japan UCITS ETF (FRQX.L) and iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc (ESIN.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.
| FRQX.L | ESIN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.33 | 1.17 | +1.16 |
Sortino ratioReturn per unit of downside risk | 3.09 | 1.65 | +1.44 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.23 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.66 | 1.63 | +2.03 |
Martin ratioReturn relative to average drawdown | 13.56 | 6.45 | +7.10 |
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
| FRQX.L | ESIN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 1.17 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.69 | -0.24 |
Correlation
The correlation between FRQX.L and ESIN.L is 0.45, 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
FRQX.L vs. ESIN.L - Dividend Comparison
Neither FRQX.L nor ESIN.L has paid dividends to shareholders.
Drawdowns
FRQX.L vs. ESIN.L - Drawdown Comparison
The maximum FRQX.L drawdown since its inception was -20.77%, smaller than the maximum ESIN.L drawdown of -24.82%. Use the drawdown chart below to compare losses from any high point for FRQX.L and ESIN.L.
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Drawdown Indicators
| FRQX.L | ESIN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.77% | -24.82% | +4.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -14.11% | +2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | — | — |
Current DrawdownCurrent decline from peak | -8.39% | -8.65% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -5.43% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.56% | -0.39% |
Volatility
FRQX.L vs. ESIN.L - Volatility Comparison
Franklin AC Asia ex Japan UCITS ETF (FRQX.L) and iShares MSCI Europe Industrials Sector UCITS ETF EUR Acc (ESIN.L) have volatilities of 9.54% and 9.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRQX.L | ESIN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.54% | 9.27% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 14.51% | 13.57% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 19.04% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.10% | 18.10% | -4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 18.10% | -2.01% |