PortfoliosLab logoPortfoliosLab logo
LTAM.L vs. FRXT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTAM.L vs. FRXT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

LTAM.L is traded in GBp, while FRXT.L is traded in GBP. To make them comparable, the FRXT.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LTAM.L achieves a 11.27% return, which is significantly lower than FRXT.L's 70.33% return.


LTAM.L

1D
-2.23%
1M
-5.39%
YTD
11.27%
6M
9.11%
1Y
38.95%
3Y*
11.19%
5Y*
9.88%
10Y*
8.60%

FRXT.L

1D
-0.10%
1M
20.99%
YTD
70.33%
6M
75.77%
1Y
126.80%
3Y*
41.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTAM.L vs. FRXT.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
LTAM.L
iShares MSCI EM Latin America UCITS ETF USD (Dist)
11.27%43.14%-25.65%26.15%-3.62%
FRXT.L
Franklin FTSE Taiwan UCITS ETF
70.33%25.34%25.66%22.61%-17.25%

Correlation

The correlation between LTAM.L and FRXT.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.36

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2022

0.34

Compare stocks, funds, or ETFs

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


Return for Risk

LTAM.L vs. FRXT.L — Risk / Return Rank

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

LTAM.L
LTAM.L Risk / Return Rank: 6464
Overall Rank
LTAM.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LTAM.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
LTAM.L Omega Ratio Rank: 6161
Omega Ratio Rank
LTAM.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
LTAM.L Martin Ratio Rank: 6060
Martin Ratio Rank

FRXT.L
FRXT.L Risk / Return Rank: 9797
Overall Rank
FRXT.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FRXT.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
FRXT.L Omega Ratio Rank: 9797
Omega Ratio Rank
FRXT.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
FRXT.L 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.

LTAM.L vs. FRXT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.L). 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.


LTAM.LFRXT.LDifference
Sharpe ratioReturn per unit of total volatility

-3.51

Sortino ratioReturn per unit of downside risk

-3.45

Omega ratioGain probability vs. loss probability

1.37

1.91

-0.54

Calmar ratioReturn relative to maximum drawdown

3.57

13.86

-10.29

Martin ratioReturn relative to average drawdown

10.68

40.21

-29.52

LTAM.L vs. FRXT.L - Sharpe Ratio Comparison

The current LTAM.L Sharpe Ratio is 2.19, which is lower than the FRXT.L Sharpe Ratio of 5.70. The chart below compares the historical Sharpe Ratios of LTAM.L and FRXT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LTAM.LFRXT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

5.70

-3.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.30

-1.17

Drawdowns

LTAM.L vs. FRXT.L - Drawdown Comparison

The maximum LTAM.L drawdown since its inception was -58.47%, which is greater than FRXT.L's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for LTAM.L and FRXT.L.


Loading charts...

Drawdown Indicators


LTAM.LFRXT.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.47%

-28.86%

-29.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-9.09%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-26.09%

-28.86%

+2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-26.09%

Max Drawdown (10Y)

Largest decline over 10 years

-48.10%

Current Drawdown

Current decline from peak

-10.85%

-0.10%

-10.75%

Average Drawdown

Average peak-to-trough decline

-20.19%

-6.95%

-13.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.14%

+0.50%

Volatility

LTAM.L vs. FRXT.L - Volatility Comparison

The current volatility for iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.L) is 5.31%, while Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a volatility of 9.21%. This indicates that LTAM.L experiences smaller price fluctuations and is considered to be less risky than FRXT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LTAM.LFRXT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

9.21%

-3.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

17.75%

-2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.68%

22.13%

-4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.43%

20.72%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.91%

20.72%

+4.19%

LTAM.L vs. FRXT.L - Expense Ratio Comparison

LTAM.L has a 0.20% expense ratio, which is higher than FRXT.L's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LTAM.L vs. FRXT.L - Dividend Comparison

LTAM.L's dividend yield for the trailing twelve months is around 3.51%, while FRXT.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FRXT.L
Franklin FTSE Taiwan UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LTAM.L
iShares MSCI EM Latin America UCITS ETF USD (Dist)
3.51%3.61%5.69%4.33%6.86%3.17%1.82%2.38%2.11%1.52%1.32%2.89%

Frequently Asked Questions


LTAM.L and FRXT.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FRXT.L is cheaper with a 0.19% expense ratio, compared with 0.20% for LTAM.L.

LTAM.L is categorized as Latin America Equities, while FRXT.L is Asia Pacific Equities. LTAM.L tracks MSCI EM Latin America NR USD, while FRXT.L tracks MSCI Taiwan NR USD. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.20% for LTAM.L and 0.19% for FRXT.L.

Portfolio Optimizer

Find the right allocation for LTAM.L and FRXT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer