FRXT.L vs. KRWL.L
Compare and contrast key facts about Franklin FTSE Taiwan UCITS ETF (FRXT.L) and Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L).
FRXT.L and KRWL.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. KRWL.L is a passively managed fund by Amundi that tracks the performance of the MSCI Korea NR USD. It was launched on Feb 21, 2019. Both FRXT.L and KRWL.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. KRWL.L - Performance Comparison
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FRXT.L vs. KRWL.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% |
KRWL.L Lyxor MSCI Korea UCITS ETF - Acc | 32.49% | 86.86% | -21.27% | 13.04% | -12.18% |
Different Trading Currencies
FRXT.L is traded in GBP, while KRWL.L is traded in GBp. To make them comparable, the KRWL.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 KRWL.L's 32.49% return.
FRXT.L
- 1D
- 3.43%
- 1M
- -4.39%
- YTD
- 14.97%
- 6M
- 23.06%
- 1Y
- 62.53%
- 3Y*
- 26.08%
- 5Y*
- —
- 10Y*
- —
KRWL.L
- 1D
- 8.86%
- 1M
- -11.51%
- YTD
- 32.49%
- 6M
- 67.36%
- 1Y
- 137.16%
- 3Y*
- 28.01%
- 5Y*
- 9.79%
- 10Y*
- —
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FRXT.L vs. KRWL.L - Expense Ratio Comparison
FRXT.L has a 0.19% expense ratio, which is lower than KRWL.L's 0.45% expense ratio.
Return for Risk
FRXT.L vs. KRWL.L — Risk / Return Rank
FRXT.L
KRWL.L
FRXT.L vs. KRWL.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 Korea UCITS ETF - Acc (KRWL.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 | KRWL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.60 | 4.26 | -1.66 |
Sortino ratioReturn per unit of downside risk | 3.18 | 4.40 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.64 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 5.16 | 6.44 | -1.28 |
Martin ratioReturn relative to average drawdown | 18.67 | 24.28 | -5.61 |
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 | KRWL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 4.26 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.40 | +0.41 |
Correlation
The correlation between FRXT.L and KRWL.L is 0.60, 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. KRWL.L - Dividend Comparison
Neither FRXT.L nor KRWL.L has paid dividends to shareholders.
Drawdowns
FRXT.L vs. KRWL.L - Drawdown Comparison
The maximum FRXT.L drawdown since its inception was -28.86%, smaller than the maximum KRWL.L drawdown of -44.10%. Use the drawdown chart below to compare losses from any high point for FRXT.L and KRWL.L.
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Drawdown Indicators
| FRXT.L | KRWL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.86% | -44.10% | +15.24% |
Max Drawdown (1Y)Largest decline over 1 year | -16.68% | -21.55% | +4.87% |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.13% | — |
Current DrawdownCurrent decline from peak | -5.81% | -14.60% | +8.79% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -19.73% | +12.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 5.72% | -2.42% |
Volatility
FRXT.L vs. KRWL.L - Volatility Comparison
The current volatility for Franklin FTSE Taiwan UCITS ETF (FRXT.L) is 7.34%, while Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L) has a volatility of 16.02%. This indicates that FRXT.L experiences smaller price fluctuations and is considered to be less risky than KRWL.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 | KRWL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 16.02% | -8.68% |
Volatility (6M)Calculated over the trailing 6-month period | 15.93% | 27.22% | -11.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.01% | 32.10% | -8.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.12% | 23.53% | -3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.12% | 24.75% | -4.63% |