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FRXD.L vs. IMV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRXD.L vs. IMV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin European Quality Dividend UCITS ETF (FRXD.L) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FRXD.L is traded in EUR, while IMV.L is traded in GBp. To make them comparable, the IMV.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 11.06% return, which is significantly higher than IMV.L's 8.44% return.


FRXD.L

1D
-0.85%
1M
-1.52%
6M
10.24%
YTD
11.06%
1Y
19.06%
3Y*
19.64%
5Y*
12.20%
10Y*

IMV.L

1D
-0.19%
1M
1.43%
6M
6.53%
YTD
8.44%
1Y
11.40%
3Y*
11.89%
5Y*
7.07%
10Y*
6.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
FRXD.L
Franklin European Quality Dividend UCITS ETF
11.06%24.01%12.76%10.32%-0.01%17.27%-4.30%24.47%-9.31%-0.60%
IMV.L
iShares Edge MSCI Europe Min Volatility UCITS
8.44%11.52%11.78%10.86%-12.59%21.08%-4.01%23.77%-4.11%1.82%

Correlation

The correlation between FRXD.L and IMV.L is 0.72, 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

0.72

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

0.69

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

0.72

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

0.74

The correlation between FRXD.L and IMV.L has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.

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Return for Risk

FRXD.L vs. IMV.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: 8686
Overall Rank
FRXD.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FRXD.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
FRXD.L Omega Ratio Rank: 8282
Omega Ratio Rank
FRXD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
FRXD.L Martin Ratio Rank: 8585
Martin Ratio Rank

IMV.L
IMV.L Risk / Return Rank: 2828
Overall Rank
IMV.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IMV.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
IMV.L Omega Ratio Rank: 3131
Omega Ratio Rank
IMV.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
IMV.L Martin Ratio Rank: 2626
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. IMV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin European Quality Dividend UCITS ETF (FRXD.L) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.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.LIMV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.39

1.24

+0.15

Calmar ratioReturn relative to maximum drawdown

5.71

1.57

+4.14

Martin ratioReturn relative to average drawdown

13.52

4.72

+8.81

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

The current FRXD.L Sharpe Ratio is 2.16, which is higher than the IMV.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FRXD.L and IMV.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.


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Drawdowns

FRXD.L vs. IMV.L - Drawdown Comparison

The maximum FRXD.L drawdown since its inception was -35.42%, which is greater than IMV.L's maximum drawdown of -30.64%. Use the drawdown chart below to compare losses from any high point for FRXD.L and IMV.L.


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Drawdown Indicators


FRXD.LIMV.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.42%

-30.64%

-4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

-7.25%

+3.95%

Max Drawdown (3Y)

Largest decline over 3 years

-10.26%

-10.31%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-14.39%

-19.86%

+5.47%

Max Drawdown (10Y)

Largest decline over 10 years

-30.64%

Current Drawdown

Current decline from peak

-2.31%

-0.77%

-1.54%

Average Drawdown

Average peak-to-trough decline

-3.86%

-5.42%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

2.41%

-1.02%

Volatility

FRXD.L vs. IMV.L - Volatility Comparison

Franklin European Quality Dividend UCITS ETF (FRXD.L) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) have volatilities of 2.57% and 2.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRXD.LIMV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

2.63%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

7.60%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

8.72%

9.13%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.25%

11.13%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

12.36%

+1.14%

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

Both FRXD.L and IMV.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%.


Dividends

FRXD.L vs. IMV.L - Dividend Comparison

FRXD.L's dividend yield for the trailing twelve months is around 3.98%, while IMV.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FRXD.L
Franklin European Quality Dividend UCITS ETF
3.98%4.28%4.30%5.00%5.20%4.63%3.53%4.42%5.53%
IMV.L
iShares Edge MSCI Europe Min Volatility UCITS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FRXD.L and IMV.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FRXD.L and IMV.L have the same expense ratio: 0.25% per year.

FRXD.L tracks Franklin European Quality Dividend UCITS ETF, while IMV.L tracks MSCI Europe NR EUR. They also come from different issuers: Franklin and iShares.

Portfolio Optimizer

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