FVSJ.DE vs. LKOR.DE

Last updated Jun 5, 2026

FVSJ.DE (Franklin FTSE Asia ex China ex Japan UCITS ETF) and LKOR.DE (Amundi MSCI Korea UCITS ETF Acc) are both Asia Pacific Equities funds - FVSJ.DE tracks the FTSE Asia ex Japan ex China while LKOR.DE tracks the MSCI Korea 20/35. Both are passively managed. Over the past 5 years, FVSJ.DE returned 14.63%/yr vs 19.86%/yr for LKOR.DE. A 0.75 correlation means they provide meaningful diversification when combined. FVSJ.DE charges 0.14%/yr vs 0.45%/yr for LKOR.DE.

Performance

FVSJ.DE vs. LKOR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) and Amundi MSCI Korea UCITS ETF Acc (LKOR.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FVSJ.DE achieves a 45.45% return, which is significantly lower than LKOR.DE's 108.92% return.

FVSJ.DE

• 1D: -1.75%
• 1M: 10.08%
• YTD: 45.45%
• 6M: 49.69%
• 1Y: 73.97%
• 3Y*: 25.93%
• 5Y*: 14.63%
• 10Y*: —

LKOR.DE

• 1D: -5.01%
• 1M: 16.76%
• YTD: 108.92%
• 6M: 128.25%
• 1Y: 228.86%
• 3Y*: 45.45%
• 5Y*: 19.86%
• 10Y*: 16.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FVSJ.DE vs. LKOR.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF	45.45%	15.41%	14.01%	8.23%	-7.58%	13.71%	-3.67%	13.83%	-5.82%
LKOR.DE Amundi MSCI Korea UCITS ETF Acc	108.92%	77.71%	-17.75%	15.66%	-23.88%	-0.89%	29.98%	14.67%	-12.37%

Correlation

The correlation between FVSJ.DE and LKOR.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018	0.75

The correlation between FVSJ.DE and LKOR.DE shifts across timeframes, from 0.72 (5 years) to 0.84 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

FVSJ.DE vs. LKOR.DE — Risk / Return Rank

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

FVSJ.DE

FVSJ.DE Risk / Return Rank: 93
FVSJ.DE Sharpe Ratio Rank: 94
FVSJ.DE Sortino Ratio Rank: 93
FVSJ.DE Omega Ratio Rank: 93
FVSJ.DE Calmar Ratio Rank: 92
FVSJ.DE Martin Ratio Rank: 92

LKOR.DE

LKOR.DE Risk / Return Rank: 97
LKOR.DE Sharpe Ratio Rank: 98
LKOR.DE Sortino Ratio Rank: 96
LKOR.DE Omega Ratio Rank: 96
LKOR.DE Calmar Ratio Rank: 97
LKOR.DE Martin Ratio Rank: 97

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.

FVSJ.DE vs. LKOR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) and Amundi MSCI Korea UCITS ETF Acc (LKOR.DE). 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.

	FVSJ.DE	LKOR.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.60	6.00	-2.40
Sortino ratio: Return per unit of downside risk	4.52	5.56	-1.04
Omega ratio: Gain probability vs. loss probability	1.64	1.79	-0.16
Calmar ratio: Return relative to maximum drawdown	6.17	10.81	-4.64
Martin ratio: Return relative to average drawdown	23.31	39.60	-16.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FVSJ.DE vs. LKOR.DE - Sharpe Ratio Comparison

The current FVSJ.DE Sharpe Ratio is 3.60, which is lower than the LKOR.DE Sharpe Ratio of 6.00. The chart below compares the historical Sharpe Ratios of FVSJ.DE and LKOR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FVSJ.DE	LKOR.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.60	6.00	-2.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.76	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.35	+0.30

Drawdowns

FVSJ.DE vs. LKOR.DE - Drawdown Comparison

The maximum FVSJ.DE drawdown since its inception was -26.95%, smaller than the maximum LKOR.DE drawdown of -68.29%. Use the drawdown chart below to compare losses from any high point for FVSJ.DE and LKOR.DE.

Drawdown Indicators

	FVSJ.DE	LKOR.DE	Difference
Max Drawdown Largest peak-to-trough decline	-26.95%	-68.29%	+41.34%
Max Drawdown (1Y) Largest decline over 1 year	-11.93%	-21.02%	+9.09%
Max Drawdown (3Y) Largest decline over 3 years	-21.76%	-30.36%	+8.60%
Max Drawdown (5Y) Largest decline over 5 years	-21.76%	-41.19%	+19.43%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.81%	—
Current Drawdown Current decline from peak	-2.76%	-5.31%	+2.55%
Average Drawdown Average peak-to-trough decline	-5.16%	-17.52%	+12.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	5.75%	-2.59%

Volatility

FVSJ.DE vs. LKOR.DE - Volatility Comparison

The current volatility for Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) is 9.05%, while Amundi MSCI Korea UCITS ETF Acc (LKOR.DE) has a volatility of 17.02%. This indicates that FVSJ.DE experiences smaller price fluctuations and is considered to be less risky than LKOR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FVSJ.DE	LKOR.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.05%	17.02%	-7.97%
Volatility (6M) Calculated over the trailing 6-month period	17.69%	33.05%	-15.36%
Volatility (1Y) Calculated over the trailing 1-year period	20.43%	37.93%	-17.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.44%	25.70%	-10.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.16%	24.86%	-7.70%

FVSJ.DE vs. LKOR.DE - Expense Ratio Comparison

FVSJ.DE has a 0.14% expense ratio, which is lower than LKOR.DE's 0.45% expense ratio.

Dividends

FVSJ.DE vs. LKOR.DE - Dividend Comparison

Neither FVSJ.DE nor LKOR.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FVSJ.DE and LKOR.DE in my portfolio?

FVSJ.DE and LKOR.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FVSJ.DE or LKOR.DE?

On fees, FVSJ.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FVSJ.DE or LKOR.DE?

FVSJ.DE is cheaper with a 0.14% expense ratio, compared with 0.45% for LKOR.DE.

What is the main difference between FVSJ.DE and LKOR.DE?

FVSJ.DE tracks FTSE Asia ex Japan ex China, while LKOR.DE tracks MSCI Korea 20/35. They also come from different issuers: Franklin Templeton and Amundi. Their fees differ too: 0.14% for FVSJ.DE and 0.45% for LKOR.DE.