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FRQX.L vs. LDAG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRQX.L vs. LDAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin AC Asia ex Japan UCITS ETF (FRQX.L) and L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LDAG.L). The values are adjusted to include any dividend payments, if applicable.

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FRQX.L vs. LDAG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FRQX.L
Franklin AC Asia ex Japan UCITS ETF
10.58%21.13%9.39%5.79%-2.53%1.33%
LDAG.L
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
11.09%26.41%5.50%3.28%1.73%-0.75%
Different Trading Currencies

FRQX.L is traded in GBP, while LDAG.L is traded in GBp. To make them comparable, the LDAG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with FRQX.L having a 10.58% return and LDAG.L slightly higher at 11.09%.


FRQX.L

1D
3.80%
1M
-8.35%
YTD
10.58%
6M
19.94%
1Y
43.13%
3Y*
15.04%
5Y*
8.88%
10Y*

LDAG.L

1D
1.71%
1M
-4.03%
YTD
11.09%
6M
14.32%
1Y
41.30%
3Y*
15.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRQX.L vs. LDAG.L - Expense Ratio Comparison

Both FRQX.L and LDAG.L have an expense ratio of 0.40%.


Return for Risk

FRQX.L vs. LDAG.L — Risk / Return Rank

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

FRQX.L
FRQX.L Risk / Return Rank: 9393
Overall Rank
FRQX.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FRQX.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
FRQX.L Omega Ratio Rank: 9292
Omega Ratio Rank
FRQX.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
FRQX.L Martin Ratio Rank: 9191
Martin Ratio Rank

LDAG.L
LDAG.L Risk / Return Rank: 9595
Overall Rank
LDAG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LDAG.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
LDAG.L Omega Ratio Rank: 9696
Omega Ratio Rank
LDAG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
LDAG.L Martin Ratio Rank: 9191
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.

FRQX.L vs. LDAG.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 L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LDAG.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.LLDAG.LDifference

Sharpe ratio

Return per unit of total volatility

2.33

2.83

-0.50

Sortino ratio

Return per unit of downside risk

3.09

3.55

-0.46

Omega ratio

Gain probability vs. loss probability

1.43

1.52

-0.09

Calmar ratio

Return relative to maximum drawdown

3.66

4.33

-0.66

Martin ratio

Return relative to average drawdown

13.56

13.11

+0.45

FRQX.L vs. LDAG.L - Sharpe Ratio Comparison

The current FRQX.L Sharpe Ratio is 2.33, which is comparable to the LDAG.L Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of FRQX.L and LDAG.L, 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


FRQX.LLDAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.83

-0.50

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

0.71

-0.27

Correlation

The correlation between FRQX.L and LDAG.L is 0.70, 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

FRQX.L vs. LDAG.L - Dividend Comparison

FRQX.L has not paid dividends to shareholders, while LDAG.L's dividend yield for the trailing twelve months is around 3.94%.


TTM20252024202320222021
FRQX.L
Franklin AC Asia ex Japan UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
LDAG.L
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
3.94%4.23%4.75%5.40%4.80%2.19%

Drawdowns

FRQX.L vs. LDAG.L - Drawdown Comparison

The maximum FRQX.L drawdown since its inception was -20.77%, which is greater than LDAG.L's maximum drawdown of -14.68%. Use the drawdown chart below to compare losses from any high point for FRQX.L and LDAG.L.


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Drawdown Indicators


FRQX.LLDAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.77%

-14.68%

-6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-9.90%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

Current Drawdown

Current decline from peak

-8.39%

-7.07%

-1.32%

Average Drawdown

Average peak-to-trough decline

-3.99%

-4.34%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.16%

+0.01%

Volatility

FRQX.L vs. LDAG.L - Volatility Comparison

Franklin AC Asia ex Japan UCITS ETF (FRQX.L) has a higher volatility of 9.54% compared to L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LDAG.L) at 4.89%. This indicates that FRQX.L's price experiences larger fluctuations and is considered to be riskier than LDAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRQX.LLDAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.54%

4.89%

+4.65%

Volatility (6M)

Calculated over the trailing 6-month period

14.51%

10.09%

+4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

14.57%

+3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

12.80%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

12.80%

+3.29%