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HSXJ.L vs. FLRK.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSXJ.L vs. FLRK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD (HSXJ.L) and Franklin FTSE Korea UCITS ETF (FLRK.L). The values are adjusted to include any dividend payments, if applicable.

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HSXJ.L vs. FLRK.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSXJ.L
HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD
7.29%23.23%16.70%-1.41%-5.93%0.54%16.27%
FLRK.L
Franklin FTSE Korea UCITS ETF
33.25%82.09%-20.56%14.16%-19.37%-5.90%36.38%

Returns By Period

In the year-to-date period, HSXJ.L achieves a 7.29% return, which is significantly lower than FLRK.L's 33.25% return.


HSXJ.L

1D
3.05%
1M
-5.59%
YTD
7.29%
6M
11.93%
1Y
34.94%
3Y*
14.66%
5Y*
6.69%
10Y*

FLRK.L

1D
9.23%
1M
-10.91%
YTD
33.25%
6M
64.38%
1Y
132.77%
3Y*
28.16%
5Y*
10.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSXJ.L vs. FLRK.L - Expense Ratio Comparison

HSXJ.L has a 0.25% expense ratio, which is higher than FLRK.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

HSXJ.L vs. FLRK.L — Risk / Return Rank

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

HSXJ.L
HSXJ.L Risk / Return Rank: 8888
Overall Rank
HSXJ.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
HSXJ.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
HSXJ.L Omega Ratio Rank: 8888
Omega Ratio Rank
HSXJ.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
HSXJ.L Martin Ratio Rank: 8686
Martin Ratio Rank

FLRK.L
FLRK.L Risk / Return Rank: 9898
Overall Rank
FLRK.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLRK.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLRK.L Omega Ratio Rank: 9797
Omega Ratio Rank
FLRK.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLRK.L Martin Ratio Rank: 9898
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.

HSXJ.L vs. FLRK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD (HSXJ.L) and Franklin FTSE Korea UCITS ETF (FLRK.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.


HSXJ.LFLRK.LDifference

Sharpe ratio

Return per unit of total volatility

2.00

4.25

-2.25

Sortino ratio

Return per unit of downside risk

2.54

4.56

-2.02

Omega ratio

Gain probability vs. loss probability

1.38

1.65

-0.27

Calmar ratio

Return relative to maximum drawdown

3.23

6.31

-3.08

Martin ratio

Return relative to average drawdown

11.12

24.10

-12.99

HSXJ.L vs. FLRK.L - Sharpe Ratio Comparison

The current HSXJ.L Sharpe Ratio is 2.00, which is lower than the FLRK.L Sharpe Ratio of 4.25. The chart below compares the historical Sharpe Ratios of HSXJ.L and FLRK.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.


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Sharpe Ratios by Period


HSXJ.LFLRK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

4.25

-2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.44

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.42

+0.18

Correlation

The correlation between HSXJ.L and FLRK.L is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HSXJ.L vs. FLRK.L - Dividend Comparison

Neither HSXJ.L nor FLRK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HSXJ.L vs. FLRK.L - Drawdown Comparison

The maximum HSXJ.L drawdown since its inception was -25.60%, smaller than the maximum FLRK.L drawdown of -41.57%. Use the drawdown chart below to compare losses from any high point for HSXJ.L and FLRK.L.


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Drawdown Indicators


HSXJ.LFLRK.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.60%

-41.57%

+15.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-21.18%

+9.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-38.88%

+17.41%

Current Drawdown

Current decline from peak

-7.90%

-13.91%

+6.01%

Average Drawdown

Average peak-to-trough decline

-9.76%

-20.35%

+10.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

5.55%

-2.37%

Volatility

HSXJ.L vs. FLRK.L - Volatility Comparison

The current volatility for HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD (HSXJ.L) is 6.62%, while Franklin FTSE Korea UCITS ETF (FLRK.L) has a volatility of 16.59%. This indicates that HSXJ.L experiences smaller price fluctuations and is considered to be less risky than FLRK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSXJ.LFLRK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

16.59%

-9.97%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

27.15%

-14.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.40%

31.15%

-13.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

23.21%

-7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.97%

26.13%

-10.16%