FRXT.L vs. IKOR.L

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin FTSE Taiwan UCITS ETF (FRXT.L) and iShares MSCI Korea UCITS ETF (Dist) (IKOR.L).

FRXT.L and IKOR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FRXT.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI Taiwan NR USD. It was launched on Mar 21, 2022. IKOR.L is a passively managed fund by iShares that tracks the performance of the MSCI Korea NR USD. It was launched on Nov 18, 2005. Both FRXT.L and IKOR.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

FRXT.L vs. IKOR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin FTSE Taiwan UCITS ETF (FRXT.L) and iShares MSCI Korea UCITS ETF (Dist) (IKOR.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022
FRXT.L Franklin FTSE Taiwan UCITS ETF	14.97%	25.34%	25.66%	22.61%	-17.25%
IKOR.L iShares MSCI Korea UCITS ETF (Dist)	31.48%	83.63%	-22.38%	11.89%	-12.29%

Different Trading Currencies

FRXT.L is traded in GBP, while IKOR.L is traded in GBp. To make them comparable, the IKOR.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 14.97% return, which is significantly lower than IKOR.L's 31.48% return.

FRXT.L

• 1D: 3.43%
• 1M: -4.39%
• YTD: 14.97%
• 6M: 23.06%
• 1Y: 62.53%
• 3Y*: 26.08%
• 5Y*: —
• 10Y*: —

IKOR.L

• 1D: 8.48%
• 1M: -11.90%
• YTD: 31.48%
• 6M: 63.65%
• 1Y: 132.70%
• 3Y*: 26.39%
• 5Y*: 8.40%
• 10Y*: 11.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FRXT.L has a 0.19% expense ratio, which is lower than IKOR.L's 0.74% expense ratio.

IKOR.L

iShares MSCI Korea UCITS ETF (Dist)

FRXT.L

Franklin FTSE Taiwan UCITS ETF

Return for Risk

FRXT.L vs. IKOR.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: 96
FRXT.L Sharpe Ratio Rank: 96
FRXT.L Sortino Ratio Rank: 95
FRXT.L Omega Ratio Rank: 94
FRXT.L Calmar Ratio Rank: 97
FRXT.L Martin Ratio Rank: 96

IKOR.L

IKOR.L Risk / Return Rank: 98
IKOR.L Sharpe Ratio Rank: 99
IKOR.L Sortino Ratio Rank: 98
IKOR.L Omega Ratio Rank: 97
IKOR.L Calmar Ratio Rank: 98
IKOR.L Martin Ratio Rank: 98

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. IKOR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan UCITS ETF (FRXT.L) and iShares MSCI Korea UCITS ETF (Dist) (IKOR.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	IKOR.L	Difference
Sharpe ratio Return per unit of total volatility	2.60	4.22	-1.62
Sortino ratio Return per unit of downside risk	3.18	4.53	-1.35
Omega ratio Gain probability vs. loss probability	1.47	1.64	-0.17
Calmar ratio Return relative to maximum drawdown	5.16	6.19	-1.03
Martin ratio Return relative to average drawdown	18.67	23.68	-5.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current FRXT.L Sharpe Ratio is 2.60, which is lower than the IKOR.L Sharpe Ratio of 4.22. The chart below compares the historical Sharpe Ratios of FRXT.L and IKOR.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FRXT.L	IKOR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	4.22	-1.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.36	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.30	+0.51

Correlation

The correlation between FRXT.L and IKOR.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FRXT.L vs. IKOR.L - Dividend Comparison

FRXT.L has not paid dividends to shareholders, while IKOR.L's dividend yield for the trailing twelve months is around 0.01%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FRXT.L Franklin FTSE Taiwan UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IKOR.L iShares MSCI Korea UCITS ETF (Dist)	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.00%

Drawdowns

FRXT.L vs. IKOR.L - Drawdown Comparison

The maximum FRXT.L drawdown since its inception was -28.86%, smaller than the maximum IKOR.L drawdown of -61.99%. Use the drawdown chart below to compare losses from any high point for FRXT.L and IKOR.L.

Drawdown Indicators

	FRXT.L	IKOR.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.86%	-61.99%	+33.13%
Max Drawdown (1Y) Largest decline over 1 year	-16.68%	-21.71%	+5.03%
Max Drawdown (5Y) Largest decline over 5 years	—	-44.05%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-47.08%	—
Current Drawdown Current decline from peak	-5.81%	-15.07%	+9.26%
Average Drawdown Average peak-to-trough decline	-7.19%	-16.71%	+9.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.30%	5.68%	-2.38%

Volatility

FRXT.L vs. IKOR.L - Volatility Comparison

The current volatility for Franklin FTSE Taiwan UCITS ETF (FRXT.L) is 7.34%, while iShares MSCI Korea UCITS ETF (Dist) (IKOR.L) has a volatility of 15.85%. This indicates that FRXT.L experiences smaller price fluctuations and is considered to be less risky than IKOR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FRXT.L	IKOR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.34%	15.85%	-8.51%
Volatility (6M) Calculated over the trailing 6-month period	15.93%	27.31%	-11.38%
Volatility (1Y) Calculated over the trailing 1-year period	24.01%	31.30%	-7.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.12%	23.33%	-3.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.12%	23.77%	-3.65%