FRXT.L vs. XDEQ.L
Compare and contrast key facts about Franklin FTSE Taiwan UCITS ETF (FRXT.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
FRXT.L and XDEQ.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. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both FRXT.L and XDEQ.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRXT.L or XDEQ.L.
Key characteristics
| FRXT.L | XDEQ.L | |
|---|---|---|
| YTD Return | 22.92% | 19.64% |
| 1Y Return | 32.27% | 25.06% |
| Sharpe Ratio | 0.88 | 2.28 |
| Sortino Ratio | 1.49 | 3.28 |
| Omega Ratio | 1.28 | 1.42 |
| Calmar Ratio | 1.54 | 3.84 |
| Martin Ratio | 3.09 | 13.74 |
| Ulcer Index | 10.34% | 1.80% |
| Daily Std Dev | 36.08% | 10.77% |
| Max Drawdown | -26.62% | -23.79% |
| Current Drawdown | -4.40% | 0.00% |
Correlation
The correlation between FRXT.L and XDEQ.L is 0.63, 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.
Performance
FRXT.L vs. XDEQ.L - Performance Comparison
In the year-to-date period, FRXT.L achieves a 22.92% return, which is significantly higher than XDEQ.L's 19.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FRXT.L vs. XDEQ.L - Expense Ratio Comparison
FRXT.L has a 0.19% expense ratio, which is lower than XDEQ.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FRXT.L vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan UCITS ETF (FRXT.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
Dividends
FRXT.L vs. XDEQ.L - Dividend Comparison
Neither FRXT.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
FRXT.L vs. XDEQ.L - Drawdown Comparison
The maximum FRXT.L drawdown since its inception was -26.62%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for FRXT.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
FRXT.L vs. XDEQ.L - Volatility Comparison
Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a higher volatility of 7.55% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.65%. This indicates that FRXT.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.