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FRUE.L vs. FLXD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FRUE.L vs. FLXD.L

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) and Franklin European Quality Dividend UCITS ETF (FLXD.L).

FRUE.L and FLXD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FRUE.L is a passively managed fund by Franklin Templeton that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 6, 2017. FLXD.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Sep 6, 2017. Both FRUE.L and FLXD.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

FRUE.L vs. FLXD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) and Franklin European Quality Dividend UCITS ETF (FLXD.L). The values are adjusted to include any dividend payments, if applicable.

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FRUE.L vs. FLXD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FRUE.L
Franklin LibertyQ U.S. Equity UCITS ETF		-1.66%21.39%10.18%15.31%-8.72%26.85%9.50%28.21%-3.22%11.10%
FLXD.L
Franklin European Quality Dividend UCITS ETF		8.57%41.42%6.70%14.99%-5.10%9.54%4.59%18.36%-16.24%-0.99%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, FRUE.L achieves a -1.66% return, which is significantly lower than FLXD.L's 8.57% return.

FRUE.L

1D
2.86%
1M
-3.19%
YTD
-1.66%
6M
0.79%
1Y
22.18%
3Y*
13.80%
5Y*
10.31%
10Y*
—

FLXD.L

1D
0.89%
1M
0.06%
YTD
8.57%
6M
12.62%
1Y
30.88%
3Y*
22.29%
5Y*
13.54%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Franklin LibertyQ U.S. Equity UCITS ETF

Franklin European Quality Dividend UCITS ETF

Often compared with FRUE.L:
FRUE.L vs. LCUS.LFRUE.L vs. XZMD.LFRUE.L vs. FRUC.LFRUE.L vs. BBUS.LFRUE.L vs. DGRA.LFRUE.L vs. CAPS.LFRUE.L vs. FEX.L
Often compared with FLXD.L:
FLXD.L vs. TDGB.LFLXD.L vs. XSTC.LFLXD.L vs. LDEG.LFLXD.L vs. EQDS.LFLXD.L vs. S7XP.LFLXD.L vs. IDVY.LFLXD.L vs. VUAG.L

FRUE.L vs. FLXD.L - Expense Ratio Comparison

Both FRUE.L and FLXD.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

FRUE.L
Franklin LibertyQ U.S. Equity UCITS ETF
FLXD.L
Franklin European Quality Dividend UCITS ETF

Return for Risk

FRUE.L vs. FLXD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FRUE.L
FRUE.L Risk / Return Rank: 7575
Overall Rank
FRUE.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FRUE.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
FRUE.L Omega Ratio Rank: 7171
Omega Ratio Rank
FRUE.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FRUE.L Martin Ratio Rank: 8484
Martin Ratio Rank
FLXD.L
FLXD.L Risk / Return Rank: 9595
Overall Rank
FLXD.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLXD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLXD.L Omega Ratio Rank: 9696
Omega Ratio Rank
FLXD.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
FLXD.L Martin Ratio Rank: 9797
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.

FRUE.L vs. FLXD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) and Franklin European Quality Dividend UCITS ETF (FLXD.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.

FRUE.LFLXD.LDifference

Sharpe ratio

Return per unit of total volatility

1.34

2.16

-0.82

Sortino ratio

Return per unit of downside risk

1.92

2.75

-0.83

Omega ratio

Gain probability vs. loss probability

1.28

1.43

-0.16

Calmar ratio

Return relative to maximum drawdown

2.49

3.04

-0.55

Martin ratio

Return relative to average drawdown

10.63

15.33

-4.69

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FRUE.L vs. FLXD.L - Sharpe Ratio Comparison

The current FRUE.L Sharpe Ratio is 1.34, which is lower than the FLXD.L Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of FRUE.L and FLXD.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

FRUE.LFLXD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.16

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.95

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.55

+0.22

Correlation

The correlation between FRUE.L and FLXD.L is 0.54, 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

FRUE.L vs. FLXD.L - Dividend Comparison

FRUE.L has not paid dividends to shareholders, while FLXD.L's dividend yield for the trailing twelve months is around 4.35%.

TTM20252024202320222021202020192018
FRUE.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%
FLXD.L
Franklin European Quality Dividend UCITS ETF		4.35%4.90%5.18%5.75%5.87%5.51%3.90%1.53%1.09%

Drawdowns

FRUE.L vs. FLXD.L - Drawdown Comparison

The maximum FRUE.L drawdown since its inception was -33.46%, smaller than the maximum FLXD.L drawdown of -40.11%. Use the drawdown chart below to compare losses from any high point for FRUE.L and FLXD.L.

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Drawdown Indicators

FRUE.LFLXD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-29.71%

-3.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-7.39%

-4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

-11.76%

-7.47%

Current Drawdown

Current decline from peak

-4.81%

0.00%

-4.81%

Average Drawdown

Average peak-to-trough decline

-3.86%

-4.19%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.44%

+0.58%

Volatility

FRUE.L vs. FLXD.L - Volatility Comparison

Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) has a higher volatility of 5.43% compared to Franklin European Quality Dividend UCITS ETF (FLXD.L) at 4.06%. This indicates that FRUE.L's price experiences larger fluctuations and is considered to be riskier than FLXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FRUE.LFLXD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

4.06%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

7.98%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.56%

14.25%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

14.22%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

15.60%

+0.15%