PortfoliosLab logoPortfoliosLab logo
FVUB.L vs. FLXE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVUB.L vs. FLXE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin FTSE Brazil UCITS ETF (FVUB.L) and Franklin Emerging Markets UCITS ETF (FLXE.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FVUB.L vs. FLXE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FVUB.L
Franklin FTSE Brazil UCITS ETF
24.97%35.51%-26.77%26.33%23.83%-15.44%-22.19%-14.94%
FLXE.L
Franklin Emerging Markets UCITS ETF
7.01%18.87%8.11%6.48%-9.68%8.46%-1.63%4.24%

Returns By Period

In the year-to-date period, FVUB.L achieves a 24.97% return, which is significantly higher than FLXE.L's 7.01% return.


FVUB.L

1D
1.53%
1M
2.10%
YTD
24.97%
6M
34.00%
1Y
48.83%
3Y*
17.90%
5Y*
13.38%
10Y*

FLXE.L

1D
1.54%
1M
-4.65%
YTD
7.01%
6M
13.30%
1Y
25.49%
3Y*
13.08%
5Y*
6.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FVUB.L vs. FLXE.L - Expense Ratio Comparison

FVUB.L has a 0.19% expense ratio, which is lower than FLXE.L's 0.45% expense ratio.


Return for Risk

FVUB.L vs. FLXE.L — 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: 9191
Overall Rank
FVUB.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FVUB.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
FVUB.L Omega Ratio Rank: 8787
Omega Ratio Rank
FVUB.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
FVUB.L Martin Ratio Rank: 9191
Martin Ratio Rank

FLXE.L
FLXE.L Risk / Return Rank: 8585
Overall Rank
FLXE.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FLXE.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FLXE.L Omega Ratio Rank: 8484
Omega Ratio Rank
FLXE.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
FLXE.L Martin Ratio Rank: 8282
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.

FVUB.L vs. FLXE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil UCITS ETF (FVUB.L) and Franklin Emerging Markets UCITS ETF (FLXE.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.


FVUB.LFLXE.LDifference

Sharpe ratio

Return per unit of total volatility

2.13

1.90

+0.23

Sortino ratio

Return per unit of downside risk

2.77

2.61

+0.16

Omega ratio

Gain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratio

Return relative to maximum drawdown

4.81

2.58

+2.22

Martin ratio

Return relative to average drawdown

13.75

9.93

+3.83

FVUB.L vs. FLXE.L - Sharpe Ratio Comparison

The current FVUB.L Sharpe Ratio is 2.13, which is comparable to the FLXE.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FVUB.L and FLXE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FVUB.LFLXE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.90

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.52

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.30

-0.26

Correlation

The correlation between FVUB.L and FLXE.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FVUB.L vs. FLXE.L - Dividend Comparison

Neither FVUB.L nor FLXE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FVUB.L vs. FLXE.L - Drawdown Comparison

The maximum FVUB.L drawdown since its inception was -58.22%, which is greater than FLXE.L's maximum drawdown of -26.37%. Use the drawdown chart below to compare losses from any high point for FVUB.L and FLXE.L.


Loading graphics...

Drawdown Indicators


FVUB.LFLXE.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.22%

-26.37%

-31.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

-10.11%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-29.42%

-16.31%

-13.11%

Current Drawdown

Current decline from peak

0.00%

-6.17%

+6.17%

Average Drawdown

Average peak-to-trough decline

-28.32%

-6.06%

-22.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

2.63%

+1.01%

Volatility

FVUB.L vs. FLXE.L - Volatility Comparison

Franklin FTSE Brazil UCITS ETF (FVUB.L) has a higher volatility of 7.99% compared to Franklin Emerging Markets UCITS ETF (FLXE.L) at 5.91%. This indicates that FVUB.L's price experiences larger fluctuations and is considered to be riskier than FLXE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FVUB.LFLXE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

5.91%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

10.16%

+7.33%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

13.37%

+9.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.56%

12.95%

+12.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.61%

15.45%

+16.16%