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JAPN.TO vs. FLXI.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JAPN.TO and FLXI.DE is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

JAPN.TO vs. FLXI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CI WisdomTree Japan Equity Index ETF (JAPN.TO) and Franklin FTSE India UCITS ETF (FLXI.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
2.72%
-12.35%
JAPN.TO
FLXI.DE

Key characteristics

Sharpe Ratio

JAPN.TO:

0.62

FLXI.DE:

0.33

Sortino Ratio

JAPN.TO:

0.91

FLXI.DE:

0.55

Omega Ratio

JAPN.TO:

1.13

FLXI.DE:

1.08

Calmar Ratio

JAPN.TO:

0.60

FLXI.DE:

0.49

Martin Ratio

JAPN.TO:

1.85

FLXI.DE:

1.53

Ulcer Index

JAPN.TO:

7.01%

FLXI.DE:

3.34%

Daily Std Dev

JAPN.TO:

20.92%

FLXI.DE:

15.19%

Max Drawdown

JAPN.TO:

-28.88%

FLXI.DE:

-40.58%

Current Drawdown

JAPN.TO:

-3.98%

FLXI.DE:

-9.35%

Returns By Period

In the year-to-date period, JAPN.TO achieves a 0.34% return, which is significantly higher than FLXI.DE's -4.71% return.


JAPN.TO

YTD

0.34%

1M

2.95%

6M

7.56%

1Y

12.46%

5Y*

44.18%

10Y*

N/A

FLXI.DE

YTD

-4.71%

1M

-3.36%

6M

-5.68%

1Y

2.64%

5Y*

11.49%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


JAPN.TO vs. FLXI.DE - Expense Ratio Comparison

JAPN.TO has a 0.48% expense ratio, which is higher than FLXI.DE's 0.19% expense ratio.


JAPN.TO
CI WisdomTree Japan Equity Index ETF
Expense ratio chart for JAPN.TO: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for FLXI.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

JAPN.TO vs. FLXI.DE — Risk-Adjusted Performance Rank

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

JAPN.TO
The Risk-Adjusted Performance Rank of JAPN.TO is 2323
Overall Rank
The Sharpe Ratio Rank of JAPN.TO is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of JAPN.TO is 2020
Sortino Ratio Rank
The Omega Ratio Rank of JAPN.TO is 2525
Omega Ratio Rank
The Calmar Ratio Rank of JAPN.TO is 2828
Calmar Ratio Rank
The Martin Ratio Rank of JAPN.TO is 2121
Martin Ratio Rank

FLXI.DE
The Risk-Adjusted Performance Rank of FLXI.DE is 1616
Overall Rank
The Sharpe Ratio Rank of FLXI.DE is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of FLXI.DE is 1212
Sortino Ratio Rank
The Omega Ratio Rank of FLXI.DE is 1414
Omega Ratio Rank
The Calmar Ratio Rank of FLXI.DE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FLXI.DE is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JAPN.TO vs. FLXI.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CI WisdomTree Japan Equity Index ETF (JAPN.TO) and Franklin FTSE India UCITS ETF (FLXI.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.


Sharpe ratio
The chart of Sharpe ratio for JAPN.TO, currently valued at 0.18, compared to the broader market0.002.004.000.18-0.11
The chart of Sortino ratio for JAPN.TO, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.0012.000.38-0.05
The chart of Omega ratio for JAPN.TO, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.050.99
The chart of Calmar ratio for JAPN.TO, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.18-0.10
The chart of Martin ratio for JAPN.TO, currently valued at 0.47, compared to the broader market0.0020.0040.0060.0080.00100.000.47-0.25
JAPN.TO
FLXI.DE

The current JAPN.TO Sharpe Ratio is 0.62, which is higher than the FLXI.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of JAPN.TO and FLXI.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.18
-0.11
JAPN.TO
FLXI.DE

Dividends

JAPN.TO vs. FLXI.DE - Dividend Comparison

JAPN.TO's dividend yield for the trailing twelve months is around 1.57%, while FLXI.DE has not paid dividends to shareholders.


TTM2024202320222021202020192018
JAPN.TO
CI WisdomTree Japan Equity Index ETF
1.57%1.58%1.51%2.59%1.35%1.36%2.12%0.62%
FLXI.DE
Franklin FTSE India UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JAPN.TO vs. FLXI.DE - Drawdown Comparison

The maximum JAPN.TO drawdown since its inception was -28.88%, smaller than the maximum FLXI.DE drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for JAPN.TO and FLXI.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.12%
-15.86%
JAPN.TO
FLXI.DE

Volatility

JAPN.TO vs. FLXI.DE - Volatility Comparison

CI WisdomTree Japan Equity Index ETF (JAPN.TO) has a higher volatility of 3.93% compared to Franklin FTSE India UCITS ETF (FLXI.DE) at 3.59%. This indicates that JAPN.TO's price experiences larger fluctuations and is considered to be riskier than FLXI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
3.93%
3.59%
JAPN.TO
FLXI.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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