LTAM.L vs. FRXT.L
LTAM.L (iShares MSCI EM Latin America UCITS ETF USD (Dist)) and FRXT.L (Franklin FTSE Taiwan UCITS ETF) are both exchange-traded funds - LTAM.L is a Latin America Equities fund tracking the MSCI EM Latin America NR USD, while FRXT.L is a Asia Pacific Equities fund tracking the MSCI Taiwan NR USD. Both are passively managed. Over the past 3 years, LTAM.L returned 11.19%/yr vs 41.98%/yr for FRXT.L. At a 0.34 correlation, their price movements are largely independent. LTAM.L charges 0.20%/yr vs 0.19%/yr for FRXT.L.
Performance
LTAM.L vs. FRXT.L - Performance Comparison
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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*
- —
LTAM.L vs. FRXT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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 |
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Return for Risk
LTAM.L vs. FRXT.L — Risk / Return Rank
LTAM.L
FRXT.L
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.L | FRXT.L | Difference | |
|---|---|---|---|
| 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 |
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
| LTAM.L | FRXT.L | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| LTAM.L | FRXT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.85% | -0.10% | -10.75% |
Average DrawdownAverage peak-to-trough decline | -20.19% | -6.95% | -13.24% |
Ulcer IndexDepth 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.
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Volatility by Period
| LTAM.L | FRXT.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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