PortfoliosLab logoPortfoliosLab logo
FVSJ.DE vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVSJ.DE vs. URTH - 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 iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FVSJ.DE is traded in EUR, while URTH is traded in USD. To make them comparable, the URTH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FVSJ.DE achieves a 45.45% return, which is significantly higher than URTH's 11.97% 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*

URTH

1D
0.36%
1M
5.08%
YTD
11.97%
6M
11.62%
1Y
24.41%
3Y*
17.91%
5Y*
13.01%
10Y*
12.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVSJ.DE vs. URTH - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
URTH
iShares MSCI World ETF
11.97%6.96%26.49%20.23%-12.88%31.42%6.24%31.04%-12.18%

Correlation

The correlation between FVSJ.DE and URTH is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

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

0.50

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

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2018

0.50

The correlation between FVSJ.DE and URTH has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FVSJ.DE vs. URTH — 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: 9393
Overall Rank
FVSJ.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FVSJ.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
FVSJ.DE Omega Ratio Rank: 9393
Omega Ratio Rank
FVSJ.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
FVSJ.DE Martin Ratio Rank: 9292
Martin Ratio Rank

URTH
URTH Risk / Return Rank: 6767
Overall Rank
URTH Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6868
Sortino Ratio Rank
URTH Omega Ratio Rank: 6767
Omega Ratio Rank
URTH Calmar Ratio Rank: 6060
Calmar Ratio Rank
URTH Martin Ratio Rank: 7272
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.

FVSJ.DE vs. URTH - 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 iShares MSCI World ETF (URTH). 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.DEURTHDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.64

1.39

+0.25

Calmar ratioReturn relative to maximum drawdown

6.17

3.74

+2.43

Martin ratioReturn relative to average drawdown

23.31

15.35

+7.95

FVSJ.DE vs. URTH - Sharpe Ratio Comparison

The current FVSJ.DE Sharpe Ratio is 3.60, which is higher than the URTH Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of FVSJ.DE and URTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FVSJ.DEURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.60

2.08

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.85

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.75

-0.10

Drawdowns

FVSJ.DE vs. URTH - Drawdown Comparison

The maximum FVSJ.DE drawdown since its inception was -26.95%, smaller than the maximum URTH drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for FVSJ.DE and URTH.


Loading charts...

Drawdown Indicators


FVSJ.DEURTHDifference

Max Drawdown

Largest peak-to-trough decline

-26.95%

-33.45%

+6.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-6.56%

-5.37%

Max Drawdown (3Y)

Largest decline over 3 years

-21.76%

-20.94%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

-20.94%

-0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-33.45%

Current Drawdown

Current decline from peak

-2.76%

-0.11%

-2.65%

Average Drawdown

Average peak-to-trough decline

-5.16%

-4.11%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

1.59%

+1.57%

Volatility

FVSJ.DE vs. URTH - Volatility Comparison

Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a higher volatility of 9.05% compared to iShares MSCI World ETF (URTH) at 2.51%. This indicates that FVSJ.DE's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FVSJ.DEURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

2.51%

+6.54%

Volatility (6M)

Calculated over the trailing 6-month period

17.69%

8.59%

+9.10%

Volatility (1Y)

Calculated over the trailing 1-year period

20.43%

11.77%

+8.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

15.37%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

17.21%

-0.05%

FVSJ.DE vs. URTH - Expense Ratio Comparison

FVSJ.DE has a 0.14% expense ratio, which is lower than URTH's 0.24% 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%.


Dividends

FVSJ.DE vs. URTH - Dividend Comparison

FVSJ.DE has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.34%.


PositionTTM20252024202320222021202020192018201720162015
FVSJ.DE
Franklin FTSE Asia ex China ex Japan UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF
1.34%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions


FVSJ.DE and URTH have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

FVSJ.DE is cheaper with a 0.14% expense ratio, compared with 0.24% for URTH.

FVSJ.DE is categorized as Asia Pacific Equities, while URTH is Global Equities. FVSJ.DE tracks FTSE Asia ex Japan ex China, while URTH tracks MSCI World Index (Net). They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.14% for FVSJ.DE and 0.24% for URTH.

Portfolio Optimizer

Find the right allocation for FVSJ.DE and URTH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer