FRXT.L vs. SAUS.L
FRXT.L (Franklin FTSE Taiwan UCITS ETF) and SAUS.L (iShares MSCI Australia UCITS ETF) are both Asia Pacific Equities funds - FRXT.L tracks the MSCI Taiwan NR USD while SAUS.L tracks the MSCI Australia NR USD. Both are passively managed. Over the past 3 years, FRXT.L returned 41.30%/yr vs 9.70%/yr for SAUS.L. At a 0.47 correlation, their price movements are largely independent. FRXT.L charges 0.19%/yr vs 0.50%/yr for SAUS.L.
Performance
FRXT.L vs. SAUS.L - Performance Comparison
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Different Trading Currencies
FRXT.L is traded in GBP, while SAUS.L is traded in GBp. To make them comparable, the SAUS.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 67.83% return, which is significantly higher than SAUS.L's 10.24% return.
FRXT.L
- 1D
- -1.47%
- 1M
- 15.57%
- YTD
- 67.83%
- 6M
- 73.29%
- 1Y
- 121.18%
- 3Y*
- 41.30%
- 5Y*
- —
- 10Y*
- —
SAUS.L
- 1D
- -0.76%
- 1M
- 0.40%
- YTD
- 10.24%
- 6M
- 11.59%
- 1Y
- 15.06%
- 3Y*
- 9.70%
- 5Y*
- 6.61%
- 10Y*
- 9.11%
FRXT.L vs. SAUS.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% |
SAUS.L iShares MSCI Australia UCITS ETF | 10.24% | 6.23% | 3.26% | 7.65% | -1.32% |
Correlation
The correlation between FRXT.L and SAUS.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.47 |
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Return for Risk
FRXT.L vs. SAUS.L — Risk / Return Rank
FRXT.L
SAUS.L
FRXT.L vs. SAUS.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 Australia UCITS ETF (SAUS.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 | SAUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.25 | ||
| Sortino ratioReturn per unit of downside risk | +4.32 | ||
| Omega ratioGain probability vs. loss probability | 1.87 | 1.21 | +0.66 |
| Calmar ratioReturn relative to maximum drawdown | 13.25 | 1.76 | +11.49 |
| Martin ratioReturn relative to average drawdown | 38.41 | 4.76 | +33.65 |
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 | SAUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.43 | 1.18 | +4.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.42 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.28 | 0.39 | +0.90 |
Drawdowns
FRXT.L vs. SAUS.L - Drawdown Comparison
The maximum FRXT.L drawdown since its inception was -28.86%, smaller than the maximum SAUS.L drawdown of -38.14%. Use the drawdown chart below to compare losses from any high point for FRXT.L and SAUS.L.
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Drawdown Indicators
| FRXT.L | SAUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.86% | -38.14% | +9.28% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -8.49% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -28.86% | -21.11% | -7.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.14% | — |
Current DrawdownCurrent decline from peak | -1.57% | -3.58% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -7.77% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.16% | -0.02% |
Volatility
FRXT.L vs. SAUS.L - Volatility Comparison
Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a higher volatility of 9.21% compared to iShares MSCI Australia UCITS ETF (SAUS.L) at 4.46%. This indicates that FRXT.L's price experiences larger fluctuations and is considered to be riskier than SAUS.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 | SAUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 4.46% | +4.75% |
Volatility (6M)Calculated over the trailing 6-month period | 17.85% | 10.14% | +7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.19% | 12.72% | +9.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.73% | 15.80% | +4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.73% | 19.11% | +1.62% |
FRXT.L vs. SAUS.L - Expense Ratio Comparison
FRXT.L has a 0.19% expense ratio, which is lower than SAUS.L's 0.50% expense ratio.
Dividends
FRXT.L vs. SAUS.L - Dividend Comparison
Neither FRXT.L nor SAUS.L has paid dividends to shareholders.
Frequently Asked Questions
FRXT.L and SAUS.L have a correlation of 0.42, 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 SAUS.L.
FRXT.L tracks MSCI Taiwan NR USD, while SAUS.L tracks MSCI Australia NR USD. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for FRXT.L and 0.50% for SAUS.L.
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