FRXT.L vs. FVUB.L
FRXT.L (Franklin FTSE Taiwan UCITS ETF) and FVUB.L (Franklin FTSE Brazil UCITS ETF) are both exchange-traded funds - FRXT.L is a Asia Pacific Equities fund tracking the MSCI Taiwan NR USD, while FVUB.L is a Latin America Equities fund tracking the MSCI Brazil NR USD. Both are passively managed. Over the past 3 years, FRXT.L returned 41.30%/yr vs 10.68%/yr for FVUB.L. At a 0.28 correlation, their price movements are largely independent. Both charge a 0.19% expense ratio.
Performance
FRXT.L vs. FVUB.L - Performance Comparison
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Returns By Period
In the year-to-date period, FRXT.L achieves a 67.83% return, which is significantly higher than FVUB.L's 14.58% return.
FRXT.L
- 1D
- -1.47%
- 1M
- 15.57%
- YTD
- 67.83%
- 6M
- 73.29%
- 1Y
- 121.18%
- 3Y*
- 41.30%
- 5Y*
- —
- 10Y*
- —
FVUB.L
- 1D
- -0.62%
- 1M
- -9.72%
- YTD
- 14.58%
- 6M
- 9.14%
- 1Y
- 36.63%
- 3Y*
- 10.68%
- 5Y*
- 7.06%
- 10Y*
- —
FRXT.L vs. FVUB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FRXT.L Franklin FTSE Taiwan UCITS ETF | 67.83% | 25.34% | 25.66% | 22.61% | -17.25% |
FVUB.L Franklin FTSE Brazil UCITS ETF | 14.58% | 35.51% | -26.77% | 26.33% | -5.84% |
Correlation
The correlation between FRXT.L and FVUB.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.28 |
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Return for Risk
FRXT.L vs. FVUB.L — Risk / Return Rank
FRXT.L
FVUB.L
FRXT.L vs. FVUB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan UCITS ETF (FRXT.L) and Franklin FTSE Brazil UCITS ETF (FVUB.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.
| FRXT.L | FVUB.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.76 | ||
| Sortino ratioReturn per unit of downside risk | +3.86 | ||
| Omega ratioGain probability vs. loss probability | 1.87 | 1.29 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 13.25 | 2.64 | +10.61 |
| Martin ratioReturn relative to average drawdown | 38.41 | 8.35 | +30.06 |
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
| FRXT.L | FVUB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.43 | 1.67 | +3.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.28 | -0.00 | +1.28 |
Drawdowns
FRXT.L vs. FVUB.L - Drawdown Comparison
The maximum FRXT.L drawdown since its inception was -28.86%, smaller than the maximum FVUB.L drawdown of -58.22%. Use the drawdown chart below to compare losses from any high point for FRXT.L and FVUB.L.
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Drawdown Indicators
| FRXT.L | FVUB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.86% | -58.22% | +29.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -13.83% | +4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -28.86% | -27.50% | -1.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.42% | — |
Current DrawdownCurrent decline from peak | -1.57% | -13.83% | +12.26% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -27.79% | +20.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 4.38% | -1.24% |
Volatility
FRXT.L vs. FVUB.L - Volatility Comparison
Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a higher volatility of 9.21% compared to Franklin FTSE Brazil UCITS ETF (FVUB.L) at 6.25%. This indicates that FRXT.L's price experiences larger fluctuations and is considered to be riskier than FVUB.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.L | FVUB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 6.25% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 17.85% | 18.17% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.19% | 21.79% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.73% | 25.57% | -4.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.73% | 31.39% | -10.66% |
FRXT.L vs. FVUB.L - Expense Ratio Comparison
Both FRXT.L and FVUB.L have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
FRXT.L vs. FVUB.L - Dividend Comparison
Neither FRXT.L nor FVUB.L has paid dividends to shareholders.
Frequently Asked Questions
FRXT.L and FVUB.L have a correlation of 0.32, 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 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FRXT.L and FVUB.L have the same expense ratio: 0.19% per year.
FRXT.L is categorized as Asia Pacific Equities, while FVUB.L is Latin America Equities. FRXT.L tracks MSCI Taiwan NR USD, while FVUB.L tracks MSCI Brazil NR USD.
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