FRXT.L vs. XMTW.L
Compare and contrast key facts about Franklin FTSE Taiwan UCITS ETF (FRXT.L) and Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.L).
FRXT.L and XMTW.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. XMTW.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Taiwan NR USD. It was launched on Jun 19, 2007. Both FRXT.L and XMTW.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 XMTW.L.
Key characteristics
| FRXT.L | XMTW.L | |
|---|---|---|
| YTD Return | 22.92% | 23.16% |
| 1Y Return | 32.27% | 33.02% |
| Sharpe Ratio | 0.88 | 1.61 |
| Sortino Ratio | 1.49 | 2.18 |
| Omega Ratio | 1.28 | 1.28 |
| Calmar Ratio | 1.54 | 1.91 |
| Martin Ratio | 3.09 | 6.44 |
| Ulcer Index | 10.34% | 5.13% |
| Daily Std Dev | 36.08% | 20.44% |
| Max Drawdown | -26.62% | -47.86% |
| Current Drawdown | -4.40% | -4.25% |
Correlation
The correlation between FRXT.L and XMTW.L is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FRXT.L vs. XMTW.L - Performance Comparison
The year-to-date returns for both investments are quite close, with FRXT.L having a 22.92% return and XMTW.L slightly higher at 23.16%. 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. XMTW.L - Expense Ratio Comparison
FRXT.L has a 0.19% expense ratio, which is lower than XMTW.L's 0.65% expense ratio.
Risk-Adjusted Performance
FRXT.L vs. XMTW.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 Taiwan UCITS ETF 1C (XMTW.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. XMTW.L - Dividend Comparison
Neither FRXT.L nor XMTW.L has paid dividends to shareholders.
Drawdowns
FRXT.L vs. XMTW.L - Drawdown Comparison
The maximum FRXT.L drawdown since its inception was -26.62%, smaller than the maximum XMTW.L drawdown of -47.86%. Use the drawdown chart below to compare losses from any high point for FRXT.L and XMTW.L. For additional features, visit the drawdowns tool.
Volatility
FRXT.L vs. XMTW.L - Volatility Comparison
Franklin FTSE Taiwan UCITS ETF (FRXT.L) and Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.L) have volatilities of 7.55% and 7.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.