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IDVY.L vs. FLXD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDVY.L vs. FLXD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EURO Dividend UCITS (IDVY.L) and Franklin European Quality Dividend UCITS ETF (FLXD.L). The values are adjusted to include any dividend payments, if applicable.

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IDVY.L vs. FLXD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDVY.L
iShares EURO Dividend UCITS
1.64%50.03%4.50%3.07%-7.25%16.41%-12.91%15.92%-9.44%-0.22%
FLXD.L
Franklin European Quality Dividend UCITS ETF
9.80%31.50%8.51%9.23%6.26%10.54%1.48%13.79%-11.21%-3.30%
Different Trading Currencies

IDVY.L is traded in GBp, while FLXD.L is traded in GBP. To make them comparable, the FLXD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDVY.L achieves a 1.64% return, which is significantly lower than FLXD.L's 9.80% return.


IDVY.L

1D
2.59%
1M
-1.64%
YTD
1.64%
6M
7.37%
1Y
28.40%
3Y*
19.34%
5Y*
10.11%
10Y*
8.84%

FLXD.L

1D
0.24%
1M
0.81%
YTD
9.80%
6M
14.07%
1Y
27.12%
3Y*
19.22%
5Y*
14.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDVY.L vs. FLXD.L - Expense Ratio Comparison

IDVY.L has a 0.40% expense ratio, which is higher than FLXD.L's 0.25% expense ratio.


Return for Risk

IDVY.L vs. FLXD.L — Risk / Return Rank

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

IDVY.L
IDVY.L Risk / Return Rank: 9090
Overall Rank
IDVY.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IDVY.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IDVY.L Omega Ratio Rank: 9191
Omega Ratio Rank
IDVY.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDVY.L Martin Ratio Rank: 8686
Martin Ratio Rank

FLXD.L
FLXD.L Risk / Return Rank: 9595
Overall Rank
FLXD.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLXD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLXD.L Omega Ratio Rank: 9696
Omega Ratio Rank
FLXD.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
FLXD.L Martin Ratio Rank: 9797
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.

IDVY.L vs. FLXD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO Dividend UCITS (IDVY.L) and Franklin European Quality Dividend UCITS ETF (FLXD.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.


IDVY.LFLXD.LDifference

Sharpe ratio

Return per unit of total volatility

2.08

2.50

-0.42

Sortino ratio

Return per unit of downside risk

2.66

3.25

-0.60

Omega ratio

Gain probability vs. loss probability

1.40

1.51

-0.11

Calmar ratio

Return relative to maximum drawdown

3.23

3.76

-0.52

Martin ratio

Return relative to average drawdown

10.82

19.22

-8.40

IDVY.L vs. FLXD.L - Sharpe Ratio Comparison

The current IDVY.L Sharpe Ratio is 2.08, which is comparable to the FLXD.L Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of IDVY.L and FLXD.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


IDVY.LFLXD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.50

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

1.32

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.65

-0.24

Correlation

The correlation between IDVY.L and FLXD.L is 0.76, 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

IDVY.L vs. FLXD.L - Dividend Comparison

IDVY.L's dividend yield for the trailing twelve months is around 4.88%, more than FLXD.L's 4.35% yield.


TTM20252024202320222021202020192018201720162015
IDVY.L
iShares EURO Dividend UCITS
4.88%5.00%7.04%6.70%5.92%4.40%3.97%5.68%5.34%4.40%4.63%10.91%
FLXD.L
Franklin European Quality Dividend UCITS ETF
4.35%4.90%5.18%5.75%5.87%5.51%3.90%1.53%1.09%0.00%0.00%0.00%

Drawdowns

IDVY.L vs. FLXD.L - Drawdown Comparison

The maximum IDVY.L drawdown since its inception was -60.84%, which is greater than FLXD.L's maximum drawdown of -29.71%. Use the drawdown chart below to compare losses from any high point for IDVY.L and FLXD.L.


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Drawdown Indicators


IDVY.LFLXD.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.84%

-29.71%

-31.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-7.39%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

-11.76%

-9.19%

Max Drawdown (10Y)

Largest decline over 10 years

-39.08%

Current Drawdown

Current decline from peak

-3.56%

0.00%

-3.56%

Average Drawdown

Average peak-to-trough decline

-12.39%

-4.19%

-8.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

1.44%

+1.23%

Volatility

IDVY.L vs. FLXD.L - Volatility Comparison

iShares EURO Dividend UCITS (IDVY.L) has a higher volatility of 5.11% compared to Franklin European Quality Dividend UCITS ETF (FLXD.L) at 3.62%. This indicates that IDVY.L's price experiences larger fluctuations and is considered to be riskier than FLXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDVY.LFLXD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

3.62%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

6.62%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

10.80%

+2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.34%

10.90%

+4.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

12.98%

+4.42%