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FVUI.DE vs. FLXE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVUI.DE vs. FLXE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) and Franklin Emerging Markets UCITS ETF (FLXE.DE). The values are adjusted to include any dividend payments, if applicable.

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FVUI.DE vs. FLXE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FVUI.DE
Franklin USD Investment Grade Corporate Bond UCITS ETF
0.88%-4.78%7.37%2.60%-8.69%4.81%-0.94%16.34%0.00%
FLXE.DE
Franklin Emerging Markets UCITS ETF
6.49%13.48%13.20%8.82%-14.02%16.09%-8.15%15.51%-0.66%

Returns By Period

In the year-to-date period, FVUI.DE achieves a 0.88% return, which is significantly lower than FLXE.DE's 6.49% return.


FVUI.DE

1D
-0.37%
1M
-0.32%
YTD
0.88%
6M
1.29%
1Y
-2.86%
3Y*
1.94%
5Y*
0.36%
10Y*

FLXE.DE

1D
1.61%
1M
-4.16%
YTD
6.49%
6M
13.04%
1Y
20.30%
3Y*
13.41%
5Y*
6.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FVUI.DE vs. FLXE.DE - Expense Ratio Comparison

FVUI.DE has a 0.35% expense ratio, which is lower than FLXE.DE's 0.45% expense ratio.


Return for Risk

FVUI.DE vs. FLXE.DE — Risk / Return Rank

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

FVUI.DE
FVUI.DE Risk / Return Rank: 66
Overall Rank
FVUI.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FVUI.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
FVUI.DE Omega Ratio Rank: 55
Omega Ratio Rank
FVUI.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
FVUI.DE Martin Ratio Rank: 66
Martin Ratio Rank

FLXE.DE
FLXE.DE Risk / Return Rank: 7373
Overall Rank
FLXE.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FLXE.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
FLXE.DE Omega Ratio Rank: 6969
Omega Ratio Rank
FLXE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
FLXE.DE Martin Ratio Rank: 7474
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.

FVUI.DE vs. FLXE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) and Franklin Emerging Markets UCITS ETF (FLXE.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.


FVUI.DEFLXE.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.34

1.34

-1.68

Sortino ratio

Return per unit of downside risk

-0.39

1.84

-2.23

Omega ratio

Gain probability vs. loss probability

0.95

1.27

-0.32

Calmar ratio

Return relative to maximum drawdown

-0.37

2.52

-2.89

Martin ratio

Return relative to average drawdown

-0.76

8.41

-9.18

FVUI.DE vs. FLXE.DE - Sharpe Ratio Comparison

The current FVUI.DE Sharpe Ratio is -0.34, which is lower than the FLXE.DE Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FVUI.DE and FLXE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FVUI.DEFLXE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

1.34

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.45

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.30

-0.03

Correlation

The correlation between FVUI.DE and FLXE.DE is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FVUI.DE vs. FLXE.DE - Dividend Comparison

FVUI.DE's dividend yield for the trailing twelve months is around 3.50%, while FLXE.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018
FVUI.DE
Franklin USD Investment Grade Corporate Bond UCITS ETF
3.50%3.53%3.94%3.22%2.63%1.81%2.06%2.99%1.40%
FLXE.DE
Franklin Emerging Markets UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FVUI.DE vs. FLXE.DE - Drawdown Comparison

The maximum FVUI.DE drawdown since its inception was -16.78%, smaller than the maximum FLXE.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for FVUI.DE and FLXE.DE.


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Drawdown Indicators


FVUI.DEFLXE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.78%

-32.87%

+16.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-10.89%

+3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-13.77%

-18.56%

+4.79%

Current Drawdown

Current decline from peak

-6.54%

-6.16%

-0.38%

Average Drawdown

Average peak-to-trough decline

-6.87%

-7.27%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.51%

+0.82%

Volatility

FVUI.DE vs. FLXE.DE - Volatility Comparison

The current volatility for Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) is 2.62%, while Franklin Emerging Markets UCITS ETF (FLXE.DE) has a volatility of 5.34%. This indicates that FVUI.DE experiences smaller price fluctuations and is considered to be less risky than FLXE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVUI.DEFLXE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

5.34%

-2.72%

Volatility (6M)

Calculated over the trailing 6-month period

4.47%

10.01%

-5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

8.39%

15.08%

-6.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.48%

13.49%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.17%

16.05%

-2.88%