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FRXT.L vs. APEX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRXT.L vs. APEX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin FTSE Taiwan UCITS ETF (FRXT.L) and Lyxor MSCI AC Asia Ex Japan UCITS ETF - Acc (APEX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, FRXT.L achieves a 71.15% return, which is significantly higher than APEX.L's 28.99% return.


FRXT.L

1D
0.00%
1M
11.24%
YTD
71.15%
6M
75.12%
1Y
114.12%
3Y*
43.32%
5Y*
10Y*

APEX.L

1D
0.46%
1M
4.98%
YTD
28.99%
6M
30.55%
1Y
50.53%
3Y*
22.99%
5Y*
8.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRXT.L vs. APEX.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
FRXT.L
Franklin FTSE Taiwan UCITS ETF
71.15%25.34%25.66%22.61%-36.11%
APEX.L
Lyxor MSCI AC Asia Ex Japan UCITS ETF - Acc
28.99%22.95%13.46%-0.31%-5.46%

Correlation

The correlation between FRXT.L and APEX.L is 0.77, 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

0.77

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

0.70

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2022

0.70

The correlation between FRXT.L and APEX.L has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

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Return for Risk

FRXT.L vs. APEX.L — Risk / Return Rank

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

FRXT.L
FRXT.L Risk / Return Rank: 9797
Overall Rank
FRXT.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FRXT.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
FRXT.L Omega Ratio Rank: 9696
Omega Ratio Rank
FRXT.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
FRXT.L Martin Ratio Rank: 9797
Martin Ratio Rank

APEX.L
APEX.L Risk / Return Rank: 7474
Overall Rank
APEX.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
APEX.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
APEX.L Omega Ratio Rank: 7474
Omega Ratio Rank
APEX.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
APEX.L Martin Ratio Rank: 7474
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.

FRXT.L vs. APEX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan UCITS ETF (FRXT.L) and Lyxor MSCI AC Asia Ex Japan UCITS ETF - Acc (APEX.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.


FRXT.LAPEX.LDifference
Sharpe ratioReturn per unit of total volatility

+2.31

Sortino ratioReturn per unit of downside risk

+2.13

Omega ratioGain probability vs. loss probability

1.75

1.44

+0.31

Calmar ratioReturn relative to maximum drawdown

12.62

4.65

+7.97

Martin ratioReturn relative to average drawdown

35.01

14.64

+20.36

FRXT.L vs. APEX.L - Sharpe Ratio Comparison

The current FRXT.L Sharpe Ratio is 4.77, which is higher than the APEX.L Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of FRXT.L and APEX.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

FRXT.L vs. APEX.L - Drawdown Comparison

The maximum FRXT.L drawdown since its inception was -42.57%, which is greater than APEX.L's maximum drawdown of -29.14%. Use the drawdown chart below to compare losses from any high point for FRXT.L and APEX.L.


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Drawdown Indicators


FRXT.LAPEX.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.57%

-29.14%

-13.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-10.82%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-28.86%

-17.06%

-11.80%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

Current Drawdown

Current decline from peak

-5.13%

-4.88%

-0.25%

Average Drawdown

Average peak-to-trough decline

-16.55%

-10.40%

-6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.44%

-0.17%

Volatility

FRXT.L vs. APEX.L - Volatility Comparison

Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a higher volatility of 10.91% compared to Lyxor MSCI AC Asia Ex Japan UCITS ETF - Acc (APEX.L) at 10.14%. This indicates that FRXT.L's price experiences larger fluctuations and is considered to be riskier than APEX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRXT.LAPEX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.91%

10.14%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

20.06%

18.17%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

24.17%

20.60%

+3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.81%

19.05%

+4.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.81%

20.55%

+3.26%

FRXT.L vs. APEX.L - Expense Ratio Comparison

FRXT.L has a 0.19% expense ratio, which is lower than APEX.L's 0.50% expense ratio.


Dividends

FRXT.L vs. APEX.L - Dividend Comparison

Neither FRXT.L nor APEX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FRXT.L and APEX.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FRXT.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FRXT.L is cheaper with a 0.19% expense ratio, compared with 0.50% for APEX.L.

FRXT.L tracks MSCI Taiwan NR USD, while APEX.L tracks MSCI AC Asia Ex Japan NR USD. They also come from different issuers: Franklin Templeton and Amundi. Their fees differ too: 0.19% for FRXT.L and 0.50% for APEX.L.

Portfolio Optimizer

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