FTCS.L vs. FLXK.L
FTCS.L (First Trust Capital Strength UCITS ETF Class A USD Accumulation) and FLXK.L (Franklin FTSE Korea UCITS ETF) are both Global Equities funds - FTCS.L tracks the First Trust Capital Strength UCITS ETF Class A USD Accumulation while FLXK.L tracks the Franklin FTSE Korea UCITS ETF. Both are passively managed. Over the past 5 years, FTCS.L returned 5.52%/yr vs 15.67%/yr for FLXK.L. At a 0.35 correlation, their price movements are largely independent.
Performance
FTCS.L vs. FLXK.L - Performance Comparison
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Returns By Period
In the year-to-date period, FTCS.L achieves a 3.44% return, which is significantly lower than FLXK.L's 75.46% return.
FTCS.L
- 1D
- -0.55%
- 1M
- 1.78%
- 6M
- 0.59%
- YTD
- 3.44%
- 1Y
- 7.18%
- 3Y*
- 9.29%
- 5Y*
- 5.52%
- 10Y*
- —
FLXK.L
- 1D
- -1.68%
- 1M
- -19.56%
- 6M
- 57.13%
- YTD
- 75.46%
- 1Y
- 141.50%
- 3Y*
- 39.45%
- 5Y*
- 15.67%
- 10Y*
- —
FTCS.L vs. FLXK.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FTCS.L First Trust Capital Strength UCITS ETF Class A USD Accumulation | 3.44% | 6.62% | 11.16% | 8.19% | -10.23% | 25.79% | 11.85% |
FLXK.L Franklin FTSE Korea UCITS ETF | 75.46% | 94.79% | -21.63% | 20.77% | -28.01% | -6.85% | 40.93% |
Correlation
The correlation between FTCS.L and FLXK.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.35 |
The correlation between FTCS.L and FLXK.L shifts across timeframes, from -0.02 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTCS.L vs. FLXK.L — Risk / Return Rank
FTCS.L
FLXK.L
FTCS.L vs. FLXK.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength UCITS ETF Class A USD Accumulation (FTCS.L) and Franklin FTSE Korea UCITS ETF (FLXK.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTCS.L | FLXK.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.47 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 5.86 | -4.95 |
| Martin ratioReturn relative to average drawdown | 1.88 | 18.40 | -16.52 |
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Drawdowns
FTCS.L vs. FLXK.L - Drawdown Comparison
The maximum FTCS.L drawdown since its inception was -31.99%, smaller than the maximum FLXK.L drawdown of -49.43%. Use the drawdown chart below to compare losses from any high point for FTCS.L and FLXK.L.
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Drawdown Indicators
| FTCS.L | FLXK.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.99% | -49.43% | +17.44% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -24.10% | +15.42% |
Max Drawdown (3Y)Largest decline over 3 years | -12.77% | -28.54% | +15.77% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | -47.00% | +26.37% |
Current DrawdownCurrent decline from peak | -4.30% | -24.10% | +19.80% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -20.23% | +14.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 7.70% | -3.49% |
Volatility
FTCS.L vs. FLXK.L - Volatility Comparison
The current volatility for First Trust Capital Strength UCITS ETF Class A USD Accumulation (FTCS.L) is 4.50%, while Franklin FTSE Korea UCITS ETF (FLXK.L) has a volatility of 19.75%. This indicates that FTCS.L experiences smaller price fluctuations and is considered to be less risky than FLXK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTCS.L | FLXK.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 19.75% | -15.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 41.53% | -33.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 45.08% | -33.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 29.63% | -15.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 29.61% | -11.96% |
Dividends
FTCS.L vs. FLXK.L - Dividend Comparison
Neither FTCS.L nor FLXK.L has paid dividends to shareholders.
Frequently Asked Questions
FTCS.L and FLXK.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTCS.L tracks First Trust Capital Strength UCITS ETF Class A USD Accumulation, while FLXK.L tracks Franklin FTSE Korea UCITS ETF. They also come from different issuers: First Trust and Franklin.
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