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METU.L vs. FLXC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

METU.L vs. FLXC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin AI, Metaverse and Blockchain UCITS ETF USD Acc (METU.L) and Franklin FTSE China UCITS ETF (FLXC.L). The values are adjusted to include any dividend payments, if applicable.

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METU.L vs. FLXC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
METU.L
Franklin AI, Metaverse and Blockchain UCITS ETF USD Acc
-13.84%10.47%21.99%66.81%-24.07%
FLXC.L
Franklin FTSE China UCITS ETF
-4.31%22.74%21.44%-17.10%-4.18%
Different Trading Currencies

METU.L is traded in GBP, while FLXC.L is traded in USD. To make them comparable, the FLXC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, METU.L achieves a -13.84% return, which is significantly lower than FLXC.L's -4.31% return.


METU.L

1D
3.66%
1M
-6.02%
YTD
-13.84%
6M
-19.03%
1Y
14.63%
3Y*
16.51%
5Y*
10Y*

FLXC.L

1D
1.22%
1M
-3.05%
YTD
-4.31%
6M
-11.18%
1Y
4.46%
3Y*
4.89%
5Y*
-4.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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METU.L vs. FLXC.L - Expense Ratio Comparison

METU.L has a 0.30% expense ratio, which is higher than FLXC.L's 0.19% expense ratio.


Return for Risk

METU.L vs. FLXC.L — Risk / Return Rank

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

METU.L
METU.L Risk / Return Rank: 2424
Overall Rank
METU.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
METU.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
METU.L Omega Ratio Rank: 2727
Omega Ratio Rank
METU.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
METU.L Martin Ratio Rank: 1919
Martin Ratio Rank

FLXC.L
FLXC.L Risk / Return Rank: 2121
Overall Rank
FLXC.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLXC.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
FLXC.L Omega Ratio Rank: 1919
Omega Ratio Rank
FLXC.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
FLXC.L Martin Ratio Rank: 2323
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.

METU.L vs. FLXC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin AI, Metaverse and Blockchain UCITS ETF USD Acc (METU.L) and Franklin FTSE China UCITS ETF (FLXC.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.


METU.LFLXC.LDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.21

+0.34

Sortino ratio

Return per unit of downside risk

0.91

0.44

+0.47

Omega ratio

Gain probability vs. loss probability

1.12

1.05

+0.06

Calmar ratio

Return relative to maximum drawdown

0.45

0.56

-0.11

Martin ratio

Return relative to average drawdown

1.16

1.50

-0.35

METU.L vs. FLXC.L - Sharpe Ratio Comparison

The current METU.L Sharpe Ratio is 0.55, which is higher than the FLXC.L Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of METU.L and FLXC.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


METU.LFLXC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.21

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.07

+0.35

Correlation

The correlation between METU.L and FLXC.L is 0.37, 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.


Dividends

METU.L vs. FLXC.L - Dividend Comparison

Neither METU.L nor FLXC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

METU.L vs. FLXC.L - Drawdown Comparison

The maximum METU.L drawdown since its inception was -32.01%, smaller than the maximum FLXC.L drawdown of -64.79%. Use the drawdown chart below to compare losses from any high point for METU.L and FLXC.L.


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Drawdown Indicators


METU.LFLXC.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.01%

-67.90%

+35.89%

Max Drawdown (1Y)

Largest decline over 1 year

-29.65%

-15.45%

-14.20%

Max Drawdown (5Y)

Largest decline over 5 years

-62.78%

Current Drawdown

Current decline from peak

-26.52%

-33.36%

+6.84%

Average Drawdown

Average peak-to-trough decline

-9.46%

-31.82%

+22.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.60%

5.71%

+5.89%

Volatility

METU.L vs. FLXC.L - Volatility Comparison

Franklin AI, Metaverse and Blockchain UCITS ETF USD Acc (METU.L) has a higher volatility of 6.89% compared to Franklin FTSE China UCITS ETF (FLXC.L) at 6.31%. This indicates that METU.L's price experiences larger fluctuations and is considered to be riskier than FLXC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


METU.LFLXC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

6.31%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

18.61%

13.29%

+5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

26.52%

20.80%

+5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.04%

31.61%

-4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.04%

29.98%

-2.94%