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IQQK.DE vs. FLKR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQQK.DE vs. FLKR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) and Franklin FTSE South Korea ETF (FLKR). The values are adjusted to include any dividend payments, if applicable.

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IQQK.DE vs. FLKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
27.36%77.35%-18.08%15.54%-24.11%-1.13%30.60%14.38%-18.25%-2.26%
FLKR
Franklin FTSE South Korea ETF
26.65%69.14%-13.48%15.59%-23.00%-0.62%30.88%11.33%-17.60%-0.52%
Different Trading Currencies

IQQK.DE is traded in EUR, while FLKR is traded in USD. To make them comparable, the FLKR values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with IQQK.DE having a 27.36% return and FLKR slightly lower at 26.65%.


IQQK.DE

1D
-3.80%
1M
-5.66%
YTD
27.36%
6M
55.07%
1Y
119.29%
3Y*
26.99%
5Y*
8.16%
10Y*
11.12%

FLKR

1D
-1.91%
1M
-6.63%
YTD
26.65%
6M
49.83%
1Y
109.62%
3Y*
26.53%
5Y*
8.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQQK.DE vs. FLKR - Expense Ratio Comparison

IQQK.DE has a 0.74% expense ratio, which is higher than FLKR's 0.09% expense ratio.


Return for Risk

IQQK.DE vs. FLKR — Risk / Return Rank

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

IQQK.DE
IQQK.DE Risk / Return Rank: 9797
Overall Rank
IQQK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IQQK.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IQQK.DE Omega Ratio Rank: 9797
Omega Ratio Rank
IQQK.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IQQK.DE Martin Ratio Rank: 9797
Martin Ratio Rank

FLKR
FLKR Risk / Return Rank: 9797
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9696
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLKR 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.

IQQK.DE vs. FLKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) and Franklin FTSE South Korea ETF (FLKR). 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.


IQQK.DEFLKRDifference

Sharpe ratio

Return per unit of total volatility

3.61

3.18

+0.43

Sortino ratio

Return per unit of downside risk

4.05

3.47

+0.59

Omega ratio

Gain probability vs. loss probability

1.56

1.50

+0.06

Calmar ratio

Return relative to maximum drawdown

6.12

5.27

+0.85

Martin ratio

Return relative to average drawdown

23.33

18.85

+4.48

IQQK.DE vs. FLKR - Sharpe Ratio Comparison

The current IQQK.DE Sharpe Ratio is 3.61, which is comparable to the FLKR Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of IQQK.DE and FLKR, 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


IQQK.DEFLKRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.61

3.18

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.35

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.33

-0.09

Correlation

The correlation between IQQK.DE and FLKR is 0.81, 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

IQQK.DE vs. FLKR - Dividend Comparison

IQQK.DE's dividend yield for the trailing twelve months is around 0.59%, less than FLKR's 3.11% yield.


TTM20252024202320222021202020192018201720162015
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
0.59%0.75%1.17%1.07%1.29%1.11%0.69%1.12%0.89%0.69%0.56%0.39%
FLKR
Franklin FTSE South Korea ETF
3.11%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%

Drawdowns

IQQK.DE vs. FLKR - Drawdown Comparison

The maximum IQQK.DE drawdown since its inception was -68.13%, which is greater than FLKR's maximum drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for IQQK.DE and FLKR.


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Drawdown Indicators


IQQK.DEFLKRDifference

Max Drawdown

Largest peak-to-trough decline

-68.13%

-50.06%

-18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-20.96%

-23.03%

+2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-41.72%

-49.51%

+7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

Current Drawdown

Current decline from peak

-16.98%

-18.75%

+1.77%

Average Drawdown

Average peak-to-trough decline

-17.48%

-22.44%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

5.86%

-0.36%

Volatility

IQQK.DE vs. FLKR - Volatility Comparison

The current volatility for iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) is 16.65%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 18.54%. This indicates that IQQK.DE experiences smaller price fluctuations and is considered to be less risky than FLKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQK.DEFLKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.65%

18.54%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

28.40%

29.29%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

32.85%

34.69%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

24.07%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.86%

25.16%

-1.30%