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FTFX.L vs. FLXK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTFX.L vs. FLXK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust FactorFX UCITS ETF Class A USD (FTFX.L) and Franklin FTSE Korea UCITS ETF (FLXK.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTFX.L achieves a 6.72% return, which is significantly lower than FLXK.L's 75.46% return.


FTFX.L

1D
0.81%
1M
2.12%
6M
6.59%
YTD
6.72%
1Y
10.31%
3Y*
6.78%
5Y*
5.92%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTFX.L vs. FLXK.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FTFX.L
First Trust FactorFX UCITS ETF Class A USD
6.72%8.14%7.93%9.97%-1.13%-3.43%0.33%2.50%
FLXK.L
Franklin FTSE Korea UCITS ETF
75.46%94.79%-21.63%20.77%-28.01%-6.85%47.31%13.27%

Correlation

The correlation between FTFX.L and FLXK.L is -0.00, 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

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.22

The correlation between FTFX.L and FLXK.L shifts across timeframes, from -0.00 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Franklin FTSE Korea UCITS ETF

Return for Risk

FTFX.L vs. FLXK.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTFX.L
FTFX.L Risk / Return Rank: 6565
Overall Rank
FTFX.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTFX.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
FTFX.L Omega Ratio Rank: 6565
Omega Ratio Rank
FTFX.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTFX.L Martin Ratio Rank: 6969
Martin Ratio Rank

FLXK.L
FLXK.L Risk / Return Rank: 9292
Overall Rank
FLXK.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLXK.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
FLXK.L Omega Ratio Rank: 9090
Omega Ratio Rank
FLXK.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
FLXK.L Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTFX.L vs. FLXK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust FactorFX UCITS ETF Class A USD (FTFX.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.


FTFX.LFLXK.LDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.31

1.47

-0.15

Calmar ratioReturn relative to maximum drawdown

3.30

5.86

-2.57

Martin ratioReturn relative to average drawdown

10.01

18.40

-8.39

FTFX.L vs. FLXK.L - Sharpe Ratio Comparison

The current FTFX.L Sharpe Ratio is 1.55, which is lower than the FLXK.L Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of FTFX.L and FLXK.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTFX.L vs. FLXK.L - Drawdown Comparison

The maximum FTFX.L drawdown since its inception was -8.13%, smaller than the maximum FLXK.L drawdown of -49.43%. Use the drawdown chart below to compare losses from any high point for FTFX.L and FLXK.L.


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Drawdown Indicators


FTFX.LFLXK.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.13%

-49.43%

+41.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-24.10%

+21.13%

Max Drawdown (3Y)

Largest decline over 3 years

-6.92%

-28.54%

+21.62%

Max Drawdown (5Y)

Largest decline over 5 years

-6.92%

-47.00%

+40.08%

Current Drawdown

Current decline from peak

0.00%

-24.10%

+24.10%

Average Drawdown

Average peak-to-trough decline

-2.08%

-20.23%

+18.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

7.70%

-6.72%

Volatility

FTFX.L vs. FLXK.L - Volatility Comparison

The current volatility for First Trust FactorFX UCITS ETF Class A USD (FTFX.L) is 1.26%, while Franklin FTSE Korea UCITS ETF (FLXK.L) has a volatility of 19.75%. This indicates that FTFX.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


FTFX.LFLXK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

19.75%

-18.49%

Volatility (6M)

Calculated over the trailing 6-month period

4.37%

41.53%

-37.16%

Volatility (1Y)

Calculated over the trailing 1-year period

6.34%

45.08%

-38.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.33%

29.63%

-22.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.18%

29.61%

-23.43%

Dividends

FTFX.L vs. FLXK.L - Dividend Comparison

Neither FTFX.L nor FLXK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FTFX.L and FLXK.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTFX.L tracks First Trust FactorFX UCITS ETF Class A USD, while FLXK.L tracks Franklin FTSE Korea UCITS ETF. They also come from different issuers: First Trust and Franklin.

Portfolio Optimizer

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