PortfoliosLab logoPortfoliosLab logo
IUKD.L vs. FLGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUKD.L vs. FLGB - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Dividend UCITS ETF (IUKD.L) and Franklin FTSE United Kingdom ETF (FLGB). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IUKD.L vs. FLGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUKD.L
iShares UK Dividend UCITS ETF
4.87%32.12%12.27%5.81%-1.44%23.43%-17.92%18.86%-14.11%3.66%
FLGB
Franklin FTSE United Kingdom ETF
6.38%24.20%10.67%8.62%5.18%18.25%-12.12%18.54%-6.36%-1.42%
Different Trading Currencies

IUKD.L is traded in GBp, while FLGB is traded in USD. To make them comparable, the FLGB values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUKD.L achieves a 4.87% return, which is significantly lower than FLGB's 6.38% return.


IUKD.L

1D
0.61%
1M
-1.41%
YTD
4.87%
6M
15.26%
1Y
30.57%
3Y*
17.39%
5Y*
12.75%
10Y*
6.95%

FLGB

1D
0.00%
1M
-0.41%
YTD
6.38%
6M
12.15%
1Y
25.03%
3Y*
15.00%
5Y*
13.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IUKD.L vs. FLGB - Expense Ratio Comparison

IUKD.L has a 0.40% expense ratio, which is higher than FLGB's 0.09% expense ratio.


Return for Risk

IUKD.L vs. FLGB — Risk / Return Rank

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

IUKD.L
IUKD.L Risk / Return Rank: 9191
Overall Rank
IUKD.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 9494
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 9191
Martin Ratio Rank

FLGB
FLGB Risk / Return Rank: 7979
Overall Rank
FLGB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FLGB Sortino Ratio Rank: 8080
Sortino Ratio Rank
FLGB Omega Ratio Rank: 8080
Omega Ratio Rank
FLGB Calmar Ratio Rank: 7474
Calmar Ratio Rank
FLGB Martin Ratio Rank: 8080
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.

IUKD.L vs. FLGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Dividend UCITS ETF (IUKD.L) and Franklin FTSE United Kingdom ETF (FLGB). 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.


IUKD.LFLGBDifference

Sharpe ratio

Return per unit of total volatility

2.24

1.71

+0.54

Sortino ratio

Return per unit of downside risk

2.79

2.36

+0.43

Omega ratio

Gain probability vs. loss probability

1.46

1.36

+0.10

Calmar ratio

Return relative to maximum drawdown

3.17

2.39

+0.78

Martin ratio

Return relative to average drawdown

13.46

10.09

+3.38

IUKD.L vs. FLGB - Sharpe Ratio Comparison

The current IUKD.L Sharpe Ratio is 2.24, which is higher than the FLGB Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of IUKD.L and FLGB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IUKD.LFLGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

1.71

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

1.02

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.48

-0.20

Correlation

The correlation between IUKD.L and FLGB is 0.63, 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

IUKD.L vs. FLGB - Dividend Comparison

IUKD.L's dividend yield for the trailing twelve months is around 4.63%, more than FLGB's 3.35% yield.


TTM20252024202320222021202020192018201720162015
IUKD.L
iShares UK Dividend UCITS ETF
4.63%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%
FLGB
Franklin FTSE United Kingdom ETF
3.35%3.50%4.42%3.95%4.23%2.93%2.67%4.30%3.92%0.43%0.00%0.00%

Drawdowns

IUKD.L vs. FLGB - Drawdown Comparison

The maximum IUKD.L drawdown since its inception was -61.95%, which is greater than FLGB's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for IUKD.L and FLGB.


Loading graphics...

Drawdown Indicators


IUKD.LFLGBDifference

Max Drawdown

Largest peak-to-trough decline

-61.95%

-42.61%

-19.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-11.21%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-25.90%

+5.97%

Max Drawdown (10Y)

Largest decline over 10 years

-44.34%

Current Drawdown

Current decline from peak

-5.50%

-5.45%

-0.05%

Average Drawdown

Average peak-to-trough decline

-15.06%

-6.75%

-8.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.71%

-0.37%

Volatility

IUKD.L vs. FLGB - Volatility Comparison

The current volatility for iShares UK Dividend UCITS ETF (IUKD.L) is 5.27%, while Franklin FTSE United Kingdom ETF (FLGB) has a volatility of 5.78%. This indicates that IUKD.L experiences smaller price fluctuations and is considered to be less risky than FLGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IUKD.LFLGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

5.78%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

9.03%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

14.73%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

12.96%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

16.62%

+0.60%