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

Performance

FRUC.L vs. FLXU.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 LibertyQ U.S. Equity UCITS ETF (FLXU.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021202020192018
FRUC.L
Franklin USD Investment Grade Corporate Bond UCITS ETF
0.43%0.24%3.75%1.75%-5.43%-1.01%6.06%10.92%2.86%
FLXU.L
Franklin LibertyQ U.S. Equity UCITS ETF
-0.65%13.10%12.49%8.52%2.19%28.57%5.69%24.32%-1.69%

Returns By Period

In the year-to-date period, FRUC.L achieves a 0.43% return, which is significantly higher than FLXU.L's -0.65% 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*

FLXU.L

1D
2.09%
1M
-2.81%
YTD
-0.65%
6M
1.98%
1Y
18.48%
3Y*
10.99%
5Y*
11.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FRUC.L has a 0.35% expense ratio, which is higher than FLXU.L's 0.25% expense ratio.


Return for Risk

FRUC.L vs. FLXU.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

FLXU.L
FLXU.L Risk / Return Rank: 7272
Overall Rank
FLXU.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FLXU.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
FLXU.L Omega Ratio Rank: 6262
Omega Ratio Rank
FLXU.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
FLXU.L Martin Ratio Rank: 8282
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. FLXU.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 LibertyQ U.S. Equity UCITS ETF (FLXU.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.LFLXU.LDifference

Sharpe ratio

Return per unit of total volatility

0.25

1.19

-0.94

Sortino ratio

Return per unit of downside risk

0.40

1.71

-1.31

Omega ratio

Gain probability vs. loss probability

1.05

1.25

-0.20

Calmar ratio

Return relative to maximum drawdown

0.35

3.10

-2.76

Martin ratio

Return relative to average drawdown

0.70

10.21

-9.50

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

The current FRUC.L Sharpe Ratio is 0.25, which is lower than the FLXU.L Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FRUC.L and FLXU.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.LFLXU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

1.19

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.86

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.80

-0.55

Correlation

The correlation between FRUC.L and FLXU.L is 0.29, 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

FRUC.L vs. FLXU.L - Dividend Comparison

FRUC.L's dividend yield for the trailing twelve months is around 4.00%, while FLXU.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%
FLXU.L
Franklin LibertyQ U.S. Equity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FRUC.L vs. FLXU.L - Drawdown Comparison

The maximum FRUC.L drawdown since its inception was -17.34%, smaller than the maximum FLXU.L drawdown of -24.72%. Use the drawdown chart below to compare losses from any high point for FRUC.L and FLXU.L.


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Drawdown Indicators


FRUC.LFLXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.34%

-24.72%

+7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

-10.59%

+4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-13.26%

-20.13%

+6.87%

Current Drawdown

Current decline from peak

-7.13%

-3.21%

-3.92%

Average Drawdown

Average peak-to-trough decline

-8.18%

-3.06%

-5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.79%

+1.12%

Volatility

FRUC.L vs. FLXU.L - Volatility Comparison

The current volatility for Franklin USD Investment Grade Corporate Bond UCITS ETF (FRUC.L) is 2.27%, while Franklin LibertyQ U.S. Equity UCITS ETF (FLXU.L) has a volatility of 4.43%. This indicates that FRUC.L experiences smaller price fluctuations and is considered to be less risky than FLXU.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.LFLXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.27%

4.43%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.68%

8.93%

-4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

7.42%

15.52%

-8.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.67%

13.04%

-4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.68%

14.99%

-5.31%