FVUB.L vs. DBX5.DE

Last updated Jun 5, 2026

FVUB.L (Franklin FTSE Brazil UCITS ETF) and DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) are both exchange-traded funds - FVUB.L is a Latin America Equities fund tracking the MSCI Brazil NR USD, while DBX5.DE is a Asia Pacific Equities fund tracking the MSCI Taiwan 20/35 Custom. Both are passively managed. Over the past 5 years, FVUB.L returned 7.06%/yr vs 23.17%/yr for DBX5.DE. At a 0.32 correlation, their price movements are largely independent. FVUB.L charges 0.19%/yr vs 0.65%/yr for DBX5.DE.

Performance

FVUB.L vs. DBX5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin FTSE Brazil UCITS ETF (FVUB.L) and Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

FVUB.L is traded in GBP, while DBX5.DE is traded in EUR. To make them comparable, the DBX5.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FVUB.L achieves a 14.58% return, which is significantly lower than DBX5.DE's 68.12% return.

FVUB.L

• 1D: -0.62%
• 1M: -9.72%
• YTD: 14.58%
• 6M: 9.14%
• 1Y: 36.63%
• 3Y*: 10.68%
• 5Y*: 7.06%
• 10Y*: —

DBX5.DE

• 1D: -1.83%
• 1M: 14.65%
• YTD: 68.12%
• 6M: 73.03%
• 1Y: 117.97%
• 3Y*: 40.86%
• 5Y*: 23.17%
• 10Y*: 23.22%

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

FVUB.L vs. DBX5.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FVUB.L Franklin FTSE Brazil UCITS ETF	14.58%	35.51%	-26.77%	26.33%	23.83%	-15.44%	-22.19%	-14.94%
DBX5.DE Xtrackers MSCI Taiwan UCITS ETF 1C	68.12%	24.49%	25.37%	21.67%	-21.09%	28.07%	31.53%	26.10%

Correlation

The correlation between FVUB.L and DBX5.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jun 5, 2019	0.32

Return for Risk

FVUB.L vs. DBX5.DE — Risk / Return Rank

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

FVUB.L

FVUB.L Risk / Return Rank: 49
FVUB.L Sharpe Ratio Rank: 49
FVUB.L Sortino Ratio Rank: 46
FVUB.L Omega Ratio Rank: 46
FVUB.L Calmar Ratio Rank: 54
FVUB.L Martin Ratio Rank: 50

DBX5.DE

DBX5.DE Risk / Return Rank: 96
DBX5.DE Sharpe Ratio Rank: 97
DBX5.DE Sortino Ratio Rank: 96
DBX5.DE Omega Ratio Rank: 95
DBX5.DE Calmar Ratio Rank: 97
DBX5.DE Martin Ratio Rank: 96

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.

FVUB.L vs. DBX5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil UCITS ETF (FVUB.L) and Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.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.

	FVUB.L	DBX5.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.67	5.05	-3.37
Sortino ratio: Return per unit of downside risk	2.26	5.68	-3.42
Omega ratio: Gain probability vs. loss probability	1.29	1.81	-0.52
Calmar ratio: Return relative to maximum drawdown	2.64	13.10	-10.46
Martin ratio: Return relative to average drawdown	8.35	36.60	-28.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FVUB.L vs. DBX5.DE - Sharpe Ratio Comparison

The current FVUB.L Sharpe Ratio is 1.67, which is lower than the DBX5.DE Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of FVUB.L and DBX5.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

	FVUB.L	DBX5.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.67	5.05	-3.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	1.08	-0.81
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.13	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	0.60	-0.60

Drawdowns

FVUB.L vs. DBX5.DE - Drawdown Comparison

The maximum FVUB.L drawdown since its inception was -58.22%, which is greater than DBX5.DE's maximum drawdown of -47.87%. Use the drawdown chart below to compare losses from any high point for FVUB.L and DBX5.DE.

Drawdown Indicators

	FVUB.L	DBX5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-58.22%	-47.87%	-10.35%
Max Drawdown (1Y) Largest decline over 1 year	-13.83%	-8.96%	-4.87%
Max Drawdown (3Y) Largest decline over 3 years	-27.50%	-29.58%	+2.08%
Max Drawdown (5Y) Largest decline over 5 years	-29.42%	-30.29%	+0.87%
Max Drawdown (10Y) Largest decline over 10 years	—	-30.29%	—
Current Drawdown Current decline from peak	-13.83%	-1.83%	-12.00%
Average Drawdown Average peak-to-trough decline	-27.79%	-9.43%	-18.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.38%	3.21%	+1.17%

Volatility

FVUB.L vs. DBX5.DE - Volatility Comparison

The current volatility for Franklin FTSE Brazil UCITS ETF (FVUB.L) is 6.25%, while Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a volatility of 10.02%. This indicates that FVUB.L experiences smaller price fluctuations and is considered to be less risky than DBX5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FVUB.L	DBX5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.25%	10.02%	-3.77%
Volatility (6M) Calculated over the trailing 6-month period	18.17%	18.91%	-0.74%
Volatility (1Y) Calculated over the trailing 1-year period	21.79%	23.26%	-1.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.57%	21.12%	+4.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.39%	20.49%	+10.90%

FVUB.L vs. DBX5.DE - Expense Ratio Comparison

FVUB.L has a 0.19% expense ratio, which is lower than DBX5.DE's 0.65% expense ratio.

Dividends

FVUB.L vs. DBX5.DE - Dividend Comparison

Neither FVUB.L nor DBX5.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FVUB.L and DBX5.DE in my portfolio?

FVUB.L and DBX5.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FVUB.L or DBX5.DE?

On fees, FVUB.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FVUB.L or DBX5.DE?

FVUB.L is cheaper with a 0.19% expense ratio, compared with 0.65% for DBX5.DE.

What is the main difference between FVUB.L and DBX5.DE?

FVUB.L is categorized as Latin America Equities, while DBX5.DE is Asia Pacific Equities. FVUB.L tracks MSCI Brazil NR USD, while DBX5.DE tracks MSCI Taiwan 20/35 Custom. They also come from different issuers: Franklin Templeton and Xtrackers. Their fees differ too: 0.19% for FVUB.L and 0.65% for DBX5.DE.