IUSK.DE vs. FLXD.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and FLXD.DE (Franklin European Quality Dividend UCITS ETF) are both Europe Equities funds - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while FLXD.DE tracks the MSCI Europe High Div Yld NR EUR. Both are passively managed. Over the past 5 years, IUSK.DE returned 5.35%/yr vs 12.10%/yr for FLXD.DE. A 0.74 correlation means they provide meaningful diversification when combined. IUSK.DE charges 0.20%/yr vs 0.25%/yr for FLXD.DE.
Performance
IUSK.DE vs. FLXD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSK.DE achieves a 6.53% return, which is significantly lower than FLXD.DE's 10.13% return.
IUSK.DE
- 1D
- 0.74%
- 1M
- 3.57%
- YTD
- 6.53%
- 6M
- 8.39%
- 1Y
- 5.38%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
FLXD.DE
- 1D
- 0.23%
- 1M
- -0.45%
- YTD
- 10.13%
- 6M
- 13.08%
- 1Y
- 16.52%
- 3Y*
- 17.99%
- 5Y*
- 12.10%
- 10Y*
- —
IUSK.DE vs. FLXD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.53% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.02% | 30.88% | -7.69% | 3.81% |
FLXD.DE Franklin European Quality Dividend UCITS ETF | 10.13% | 24.53% | 12.30% | 10.31% | -0.48% | 16.07% | -3.54% | 23.52% | -7.81% | 0.44% |
Correlation
The correlation between IUSK.DE and FLXD.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2017 | 0.74 |
The correlation between IUSK.DE and FLXD.DE shifts across timeframes, from 0.58 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSK.DE vs. FLXD.DE — Risk / Return Rank
IUSK.DE
FLXD.DE
IUSK.DE vs. FLXD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) and Franklin European Quality Dividend UCITS ETF (FLXD.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.
| IUSK.DE | FLXD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.34 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 4.09 | -3.56 |
| Martin ratioReturn relative to average drawdown | 1.40 | 11.21 | -9.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSK.DE | FLXD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.89 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 1.03 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.65 | -0.16 |
Drawdowns
IUSK.DE vs. FLXD.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, roughly equal to the maximum FLXD.DE drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and FLXD.DE.
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Drawdown Indicators
| IUSK.DE | FLXD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -35.10% | +1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -4.02% | -6.10% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -10.07% | -5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -14.19% | -9.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -3.80% | +2.94% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -3.88% | -2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 1.47% | +2.36% |
Volatility
IUSK.DE vs. FLXD.DE - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 4.24% compared to Franklin European Quality Dividend UCITS ETF (FLXD.DE) at 3.50%. This indicates that IUSK.DE's price experiences larger fluctuations and is considered to be riskier than FLXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSK.DE | FLXD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.50% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 7.02% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 8.70% | +4.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 11.66% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 14.11% | +1.39% |
IUSK.DE vs. FLXD.DE - Expense Ratio Comparison
IUSK.DE has a 0.20% expense ratio, which is lower than FLXD.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IUSK.DE vs. FLXD.DE - Dividend Comparison
IUSK.DE has not paid dividends to shareholders, while FLXD.DE's dividend yield for the trailing twelve months is around 3.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLXD.DE Franklin European Quality Dividend UCITS ETF | 3.78% | 4.28% | 4.31% | 4.99% | 5.20% | 4.61% | 3.48% | 4.38% | 5.45% | 0.72% |
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUSK.DE and FLXD.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for FLXD.DE.
IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while FLXD.DE tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.20% for IUSK.DE and 0.25% for FLXD.DE.
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