PortfoliosLab logoPortfoliosLab logo
FRXD.L vs. IMIB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRXD.L vs. IMIB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin European Quality Dividend UCITS ETF EUR (Dist) (FRXD.L) and iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FRXD.L is traded in EUR, while IMIB.L is traded in GBp. To make them comparable, the IMIB.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FRXD.L achieves a 11.98% return, which is significantly lower than IMIB.L's 19.55% return.


FRXD.L

1D
-0.03%
1M
-0.60%
6M
11.12%
YTD
11.98%
1Y
19.89%
3Y*
19.97%
5Y*
12.38%
10Y*

IMIB.L

1D
-0.61%
1M
-0.19%
6M
16.91%
YTD
19.55%
1Y
36.34%
3Y*
27.83%
5Y*
21.41%
10Y*
15.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRXD.L vs. IMIB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRXD.L
Franklin European Quality Dividend UCITS ETF EUR (Dist)
11.98%24.01%12.76%10.32%-0.01%17.27%-4.30%24.47%-9.31%-0.60%
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)
19.55%36.28%18.63%33.31%-8.56%26.00%-4.05%32.79%-16.36%-0.42%

Correlation

The correlation between FRXD.L and IMIB.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2017

0.66

The correlation between FRXD.L and IMIB.L shifts across timeframes, from 0.53 (3 years) to 0.66 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

FRXD.L vs. IMIB.L — Risk / Return Rank

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

FRXD.L
FRXD.L Risk / Return Rank: 8989
Overall Rank
FRXD.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FRXD.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
FRXD.L Omega Ratio Rank: 8686
Omega Ratio Rank
FRXD.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
FRXD.L Martin Ratio Rank: 8787
Martin Ratio Rank

IMIB.L
IMIB.L Risk / Return Rank: 8181
Overall Rank
IMIB.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IMIB.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
IMIB.L Omega Ratio Rank: 8282
Omega Ratio Rank
IMIB.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IMIB.L Martin Ratio Rank: 7878
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.

FRXD.L vs. IMIB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin European Quality Dividend UCITS ETF EUR (Dist) (FRXD.L) and iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FRXD.LIMIB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.41

1.43

-0.01

Calmar ratioReturn relative to maximum drawdown

6.01

3.88

+2.13

Martin ratioReturn relative to average drawdown

14.27

14.03

+0.24

FRXD.L vs. IMIB.L - Sharpe Ratio Comparison

The current FRXD.L Sharpe Ratio is 2.28, which is comparable to the IMIB.L Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of FRXD.L and IMIB.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FRXD.L vs. IMIB.L - Drawdown Comparison

The maximum FRXD.L drawdown since its inception was -35.42%, smaller than the maximum IMIB.L drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for FRXD.L and IMIB.L.


Loading charts...

Drawdown Indicators


FRXD.LIMIB.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.42%

-74.08%

+38.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

-9.33%

+6.03%

Max Drawdown (3Y)

Largest decline over 3 years

-10.26%

-17.52%

+7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-14.39%

-25.04%

+10.65%

Max Drawdown (10Y)

Largest decline over 10 years

-41.31%

Current Drawdown

Current decline from peak

-1.50%

-1.34%

-0.16%

Average Drawdown

Average peak-to-trough decline

-3.86%

-40.05%

+36.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

2.58%

-1.19%

Volatility

FRXD.L vs. IMIB.L - Volatility Comparison

The current volatility for Franklin European Quality Dividend UCITS ETF EUR (Dist) (FRXD.L) is 2.43%, while iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) has a volatility of 3.65%. This indicates that FRXD.L experiences smaller price fluctuations and is considered to be less risky than IMIB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FRXD.LIMIB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

3.65%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.76%

12.34%

-5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

8.67%

15.15%

-6.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.24%

18.07%

-6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

19.44%

-5.94%

FRXD.L vs. IMIB.L - Expense Ratio Comparison

FRXD.L has a 0.25% expense ratio, which is lower than IMIB.L's 0.35% expense ratio.


Dividends

FRXD.L vs. IMIB.L - Dividend Comparison

FRXD.L's dividend yield for the trailing twelve months is around 3.95%, more than IMIB.L's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
FRXD.L
Franklin European Quality Dividend UCITS ETF EUR (Dist)
3.95%4.28%4.30%5.00%5.20%4.63%3.53%4.42%5.53%0.00%0.00%0.00%
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)
3.76%3.83%4.53%3.77%3.90%3.15%1.44%3.41%0.00%0.61%2.82%2.15%

Frequently Asked Questions


FRXD.L and IMIB.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FRXD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FRXD.L is cheaper with a 0.25% expense ratio, compared with 0.35% for IMIB.L.

FRXD.L tracks LibertyQ European Dividend Index-NR, while IMIB.L tracks FTSE Italia AllShare TR EUR. They also come from different issuers: Franklin and iShares. Their fees differ too: 0.25% for FRXD.L and 0.35% for IMIB.L.

Portfolio Optimizer

Find the right allocation for FRXD.L and IMIB.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer