FVSJ.DE vs. URTH
FVSJ.DE (Franklin FTSE Asia ex China ex Japan UCITS ETF) and URTH (iShares MSCI World ETF) are both exchange-traded funds - FVSJ.DE is a Asia Pacific Equities fund tracking the FTSE Asia ex Japan ex China, while URTH is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 5 years, FVSJ.DE returned 14.63%/yr vs 13.01%/yr for URTH. At a 0.50 correlation, their price movements are largely independent. FVSJ.DE charges 0.14%/yr vs 0.24%/yr for URTH.
Performance
FVSJ.DE vs. URTH - Performance Comparison
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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%
FVSJ.DE vs. URTH - 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% |
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.
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Return for Risk
FVSJ.DE vs. URTH — Risk / Return Rank
FVSJ.DE
URTH
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.DE | URTH | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FVSJ.DE | URTH | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| FVSJ.DE | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.76% | -0.11% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -4.11% | -1.05% |
Ulcer IndexDepth 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.
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Volatility by Period
| FVSJ.DE | URTH | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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