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ITWN.L vs. FLXT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITWN.L vs. FLXT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Taiwan UCITS ETF (ITWN.L) 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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Different Trading Currencies

ITWN.L is traded in GBp, while FLXT.DE is traded in EUR. To make them comparable, the FLXT.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with ITWN.L having a 70.71% return and FLXT.DE slightly higher at 70.81%.


ITWN.L

1D
-0.17%
1M
20.69%
YTD
70.71%
6M
75.80%
1Y
123.34%
3Y*
41.33%
5Y*
23.35%
10Y*
23.32%

FLXT.DE

1D
-0.15%
1M
20.27%
YTD
70.81%
6M
75.78%
1Y
127.06%
3Y*
42.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITWN.L vs. FLXT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ITWN.L
iShares MSCI Taiwan UCITS ETF
70.71%22.61%25.77%21.84%-16.78%
FLXT.DE
Franklin FTSE Taiwan UCITS ETF USD Capitalisation
70.81%26.13%24.74%23.05%-17.34%

Correlation

The correlation between ITWN.L and FLXT.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2022

0.94

The correlation between ITWN.L and FLXT.DE has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

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Return for Risk

ITWN.L vs. FLXT.DE — Risk / Return Rank

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

ITWN.L
ITWN.L Risk / Return Rank: 9797
Overall Rank
ITWN.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ITWN.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
ITWN.L Omega Ratio Rank: 9797
Omega Ratio Rank
ITWN.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
ITWN.L Martin Ratio Rank: 9696
Martin Ratio Rank

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

ITWN.L vs. FLXT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan UCITS ETF (ITWN.L) 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.


ITWN.LFLXT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.85

1.90

-0.05

Calmar ratioReturn relative to maximum drawdown

13.10

14.23

-1.13

Martin ratioReturn relative to average drawdown

36.58

41.26

-4.69

ITWN.L vs. FLXT.DE - Sharpe Ratio Comparison

The current ITWN.L Sharpe Ratio is 5.38, which is comparable to the FLXT.DE Sharpe Ratio of 5.66. The chart below compares the historical Sharpe Ratios of ITWN.L and FLXT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ITWN.LFLXT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.38

5.66

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.24

-0.60

Drawdowns

ITWN.L vs. FLXT.DE - Drawdown Comparison

The maximum ITWN.L drawdown since its inception was -48.27%, which is greater than FLXT.DE's maximum drawdown of -30.01%. Use the drawdown chart below to compare losses from any high point for ITWN.L and FLXT.DE.


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Drawdown Indicators


ITWN.LFLXT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.27%

-30.01%

-18.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-8.88%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-29.32%

-30.01%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-30.07%

Max Drawdown (10Y)

Largest decline over 10 years

-30.07%

Current Drawdown

Current decline from peak

-0.17%

-0.15%

-0.02%

Average Drawdown

Average peak-to-trough decline

-9.18%

-6.93%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.07%

+0.29%

Volatility

ITWN.L vs. FLXT.DE - Volatility Comparison

iShares MSCI Taiwan UCITS ETF (ITWN.L) has a higher volatility of 9.71% compared to Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) at 9.22%. This indicates that ITWN.L'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


ITWN.LFLXT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.71%

9.22%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

18.49%

17.93%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

22.32%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.75%

21.52%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

21.52%

-0.97%

ITWN.L vs. FLXT.DE - Expense Ratio Comparison

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


Dividends

ITWN.L vs. FLXT.DE - Dividend Comparison

ITWN.L's dividend yield for the trailing twelve months is around 0.88%, while FLXT.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
ITWN.L
iShares MSCI Taiwan UCITS ETF
0.88%1.50%1.37%2.14%3.54%1.33%1.83%2.28%2.72%2.74%2.86%3.23%

Frequently Asked Questions


With a correlation of 0.94, ITWN.L and FLXT.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, FLXT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXT.DE is cheaper with a 0.19% expense ratio, compared with 0.74% for ITWN.L.

ITWN.L tracks MSCI Taiwan NR USD, while FLXT.DE tracks FTSE Taiwan 30/18 Capped. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.74% for ITWN.L and 0.19% for FLXT.DE.

Portfolio Optimizer

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