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FRUC.L vs. FLXC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRUC.L vs. FLXC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin USD Investment Grade Corporate Bond UCITS ETF (FRUC.L) and Franklin FTSE China UCITS ETF (FLXC.L). The values are adjusted to include any dividend payments, if applicable.

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FRUC.L vs. FLXC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FRUC.L
Franklin USD Investment Grade Corporate Bond UCITS ETF
0.43%0.24%3.75%1.75%-5.43%-1.01%6.06%2.74%
FLXC.L
Franklin FTSE China UCITS ETF
-4.31%22.74%21.44%-17.10%-13.73%-19.73%27.37%11.38%
Different Trading Currencies

FRUC.L is traded in GBP, while FLXC.L is traded in USD. To make them comparable, the FLXC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FRUC.L achieves a 0.43% return, which is significantly higher than FLXC.L's -4.31% return.


FRUC.L

1D
-0.46%
1M
-0.52%
YTD
0.43%
6M
1.72%
1Y
1.89%
3Y*
2.06%
5Y*
1.13%
10Y*

FLXC.L

1D
1.22%
1M
-3.05%
YTD
-4.31%
6M
-11.18%
1Y
4.46%
3Y*
4.89%
5Y*
-4.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRUC.L vs. FLXC.L - Expense Ratio Comparison

FRUC.L has a 0.35% expense ratio, which is higher than FLXC.L's 0.19% expense ratio.


Return for Risk

FRUC.L vs. FLXC.L — Risk / Return Rank

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

FRUC.L
FRUC.L Risk / Return Rank: 1616
Overall Rank
FRUC.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FRUC.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
FRUC.L Omega Ratio Rank: 1515
Omega Ratio Rank
FRUC.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
FRUC.L Martin Ratio Rank: 1616
Martin Ratio Rank

FLXC.L
FLXC.L Risk / Return Rank: 2121
Overall Rank
FLXC.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLXC.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
FLXC.L Omega Ratio Rank: 1919
Omega Ratio Rank
FLXC.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
FLXC.L Martin Ratio Rank: 2323
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.

FRUC.L vs. FLXC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin USD Investment Grade Corporate Bond UCITS ETF (FRUC.L) and Franklin FTSE China UCITS ETF (FLXC.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.


FRUC.LFLXC.LDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.21

+0.04

Sortino ratio

Return per unit of downside risk

0.40

0.44

-0.04

Omega ratio

Gain probability vs. loss probability

1.05

1.05

0.00

Calmar ratio

Return relative to maximum drawdown

0.35

0.56

-0.21

Martin ratio

Return relative to average drawdown

0.70

1.50

-0.80

FRUC.L vs. FLXC.L - Sharpe Ratio Comparison

The current FRUC.L Sharpe Ratio is 0.25, which is comparable to the FLXC.L Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FRUC.L and FLXC.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


FRUC.LFLXC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.21

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.13

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.07

+0.18

Correlation

The correlation between FRUC.L and FLXC.L is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FRUC.L vs. FLXC.L - Dividend Comparison

FRUC.L's dividend yield for the trailing twelve months is around 4.00%, while FLXC.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018
FRUC.L
Franklin USD Investment Grade Corporate Bond UCITS ETF
4.00%4.02%4.19%3.44%2.71%2.13%2.42%3.45%1.64%
FLXC.L
Franklin FTSE China UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FRUC.L vs. FLXC.L - Drawdown Comparison

The maximum FRUC.L drawdown since its inception was -17.34%, smaller than the maximum FLXC.L drawdown of -64.79%. Use the drawdown chart below to compare losses from any high point for FRUC.L and FLXC.L.


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Drawdown Indicators


FRUC.LFLXC.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.34%

-67.90%

+50.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

-15.45%

+9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-13.26%

-62.78%

+49.52%

Current Drawdown

Current decline from peak

-7.13%

-33.36%

+26.23%

Average Drawdown

Average peak-to-trough decline

-8.18%

-31.82%

+23.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

5.71%

-2.80%

Volatility

FRUC.L vs. FLXC.L - Volatility Comparison

The current volatility for Franklin USD Investment Grade Corporate Bond UCITS ETF (FRUC.L) is 2.27%, while Franklin FTSE China UCITS ETF (FLXC.L) has a volatility of 6.31%. This indicates that FRUC.L experiences smaller price fluctuations and is considered to be less risky than FLXC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRUC.LFLXC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.27%

6.31%

-4.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.68%

13.29%

-8.61%

Volatility (1Y)

Calculated over the trailing 1-year period

7.42%

20.80%

-13.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.67%

31.61%

-22.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.68%

29.98%

-20.30%