FRUE.L vs. MXUS.L
Compare and contrast key facts about Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) and Invesco MSCI USA UCITS ETF (MXUS.L).
FRUE.L and MXUS.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. MXUS.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 31, 2009. Both FRUE.L and MXUS.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. MXUS.L - Performance Comparison
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FRUE.L vs. MXUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRUE.L Franklin LibertyQ U.S. Equity UCITS ETF | -1.91% | 21.39% | 10.18% | 15.31% | -8.72% | 26.85% | 9.50% | 28.21% | -3.22% | 11.10% |
MXUS.L Invesco MSCI USA UCITS ETF | -4.48% | 17.34% | 25.57% | 27.84% | -20.03% | 27.90% | 20.98% | 31.00% | -5.44% | 9.77% |
Returns By Period
In the year-to-date period, FRUE.L achieves a -1.91% return, which is significantly higher than MXUS.L's -4.48% return.
FRUE.L
- 1D
- -0.26%
- 1M
- -2.19%
- YTD
- -1.91%
- 6M
- 0.55%
- 1Y
- 21.20%
- 3Y*
- 13.36%
- 5Y*
- 10.26%
- 10Y*
- —
MXUS.L
- 1D
- -0.30%
- 1M
- -2.77%
- YTD
- -4.48%
- 6M
- -1.76%
- 1Y
- 17.49%
- 3Y*
- 18.60%
- 5Y*
- 11.47%
- 10Y*
- 13.97%
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FRUE.L vs. MXUS.L - Expense Ratio Comparison
FRUE.L has a 0.25% expense ratio, which is higher than MXUS.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FRUE.L vs. MXUS.L — Risk / Return Rank
FRUE.L
MXUS.L
FRUE.L vs. MXUS.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 Invesco MSCI USA UCITS ETF (MXUS.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.L | MXUS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.09 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.59 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.66 | +0.46 |
Martin ratioReturn relative to average drawdown | 13.99 | 11.42 | +2.58 |
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
| FRUE.L | MXUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.09 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.71 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.88 | -0.12 |
Correlation
The correlation between FRUE.L and MXUS.L is 0.91, 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
FRUE.L vs. MXUS.L - Dividend Comparison
Neither FRUE.L nor MXUS.L has paid dividends to shareholders.
Drawdowns
FRUE.L vs. MXUS.L - Drawdown Comparison
The maximum FRUE.L drawdown since its inception was -33.46%, roughly equal to the maximum MXUS.L drawdown of -34.38%. Use the drawdown chart below to compare losses from any high point for FRUE.L and MXUS.L.
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Drawdown Indicators
| FRUE.L | MXUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.46% | -34.38% | +0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -8.35% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -19.23% | -25.25% | +6.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.38% | — |
Current DrawdownCurrent decline from peak | -5.05% | -5.80% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -3.87% | -3.86% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.95% | -0.08% |
Volatility
FRUE.L vs. MXUS.L - Volatility Comparison
Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) has a higher volatility of 5.18% compared to Invesco MSCI USA UCITS ETF (MXUS.L) at 4.49%. This indicates that FRUE.L's price experiences larger fluctuations and is considered to be riskier than MXUS.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.L | MXUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 4.49% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 8.71% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 16.02% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 16.20% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 16.37% | -0.62% |