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

Performance

IQQK.DE vs. FLXT.DE - 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 Taiwan UCITS ETF USD Capitalisation (FLXT.DE). The values are adjusted to include any dividend payments, if applicable.

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IQQK.DE vs. FLXT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
27.36%77.35%-18.08%15.54%-17.46%
FLXT.DE
Franklin FTSE Taiwan UCITS ETF USD Capitalisation
13.53%19.89%30.42%25.56%-22.29%

Returns By Period

In the year-to-date period, IQQK.DE achieves a 27.36% return, which is significantly higher than FLXT.DE's 13.53% return.


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%

FLXT.DE

1D
-1.72%
1M
-0.45%
YTD
13.53%
6M
20.34%
1Y
52.94%
3Y*
25.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQQK.DE vs. FLXT.DE - Expense Ratio Comparison

IQQK.DE has a 0.74% expense ratio, which is higher than FLXT.DE's 0.19% expense ratio.


Return for Risk

IQQK.DE vs. FLXT.DE — 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

FLXT.DE
FLXT.DE Risk / Return Rank: 9191
Overall Rank
FLXT.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FLXT.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
FLXT.DE Omega Ratio Rank: 8686
Omega Ratio Rank
FLXT.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLXT.DE Martin Ratio Rank: 9696
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. FLXT.DE - 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 Taiwan UCITS ETF USD Capitalisation (FLXT.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.


IQQK.DEFLXT.DEDifference

Sharpe ratio

Return per unit of total volatility

3.61

1.94

+1.67

Sortino ratio

Return per unit of downside risk

4.05

2.53

+1.53

Omega ratio

Gain probability vs. loss probability

1.56

1.36

+0.20

Calmar ratio

Return relative to maximum drawdown

6.12

6.07

+0.05

Martin ratio

Return relative to average drawdown

23.33

19.96

+3.36

IQQK.DE vs. FLXT.DE - Sharpe Ratio Comparison

The current IQQK.DE Sharpe Ratio is 3.61, which is higher than the FLXT.DE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of IQQK.DE and FLXT.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


IQQK.DEFLXT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.61

1.94

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

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

0.68

-0.44

Correlation

The correlation between IQQK.DE and FLXT.DE is 0.64, 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

IQQK.DE vs. FLXT.DE - Dividend Comparison

IQQK.DE's dividend yield for the trailing twelve months is around 0.59%, while FLXT.DE has not paid dividends to shareholders.


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%
FLXT.DE
Franklin FTSE Taiwan UCITS ETF USD Capitalisation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IQQK.DE vs. FLXT.DE - Drawdown Comparison

The maximum IQQK.DE drawdown since its inception was -68.13%, which is greater than FLXT.DE's maximum drawdown of -31.16%. Use the drawdown chart below to compare losses from any high point for IQQK.DE and FLXT.DE.


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Drawdown Indicators


IQQK.DEFLXT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.13%

-31.16%

-36.97%

Max Drawdown (1Y)

Largest decline over 1 year

-20.96%

-14.59%

-6.37%

Max Drawdown (5Y)

Largest decline over 5 years

-41.72%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

Current Drawdown

Current decline from peak

-16.98%

-7.17%

-9.81%

Average Drawdown

Average peak-to-trough decline

-17.48%

-8.48%

-9.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

3.12%

+2.38%

Volatility

IQQK.DE vs. FLXT.DE - Volatility Comparison

iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) has a higher volatility of 16.65% compared to Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) at 8.03%. This indicates that IQQK.DE's price experiences larger fluctuations and is considered to be riskier than FLXT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQK.DEFLXT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.65%

8.03%

+8.62%

Volatility (6M)

Calculated over the trailing 6-month period

28.40%

16.66%

+11.74%

Volatility (1Y)

Calculated over the trailing 1-year period

32.85%

27.09%

+5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

21.29%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.86%

21.29%

+2.57%