OM3L.DE vs. FLXU.DE
OM3L.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and FLXU.DE (Franklin U.S. Equity UCITS ETF) are both Large Cap Blend Equities funds - OM3L.DE tracks the MSCI USA ESG Enhanced Focus while FLXU.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, OM3L.DE returned 13.77%/yr vs 13.12%/yr for FLXU.DE. Their correlation of 0.91 suggests significant overlap in exposure. OM3L.DE charges 0.07%/yr vs 0.25%/yr for FLXU.DE.
Performance
OM3L.DE vs. FLXU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3L.DE achieves a 10.41% return, which is significantly lower than FLXU.DE's 12.87% return.
OM3L.DE
- 1D
- -0.11%
- 1M
- 4.57%
- YTD
- 10.41%
- 6M
- 9.75%
- 1Y
- 23.08%
- 3Y*
- 17.98%
- 5Y*
- 13.77%
- 10Y*
- —
FLXU.DE
- 1D
- -0.15%
- 1M
- 4.09%
- YTD
- 12.87%
- 6M
- 12.35%
- 1Y
- 26.95%
- 3Y*
- 15.56%
- 5Y*
- 13.12%
- 10Y*
- —
OM3L.DE vs. FLXU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 10.41% | 2.65% | 31.09% | 23.69% | -16.09% | 40.76% | 12.80% | 15.18% |
FLXU.DE Franklin U.S. Equity UCITS ETF | 12.87% | 8.49% | 16.79% | 11.05% | -3.81% | 38.42% | -0.68% | 12.65% |
Correlation
The correlation between OM3L.DE and FLXU.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.91 |
The correlation between OM3L.DE and FLXU.DE has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
OM3L.DE vs. FLXU.DE — Risk / Return Rank
OM3L.DE
FLXU.DE
OM3L.DE vs. FLXU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) and Franklin U.S. Equity UCITS ETF (FLXU.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.
| OM3L.DE | FLXU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 4.70 | -1.85 |
| Martin ratioReturn relative to average drawdown | 9.78 | 17.09 | -7.31 |
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
| OM3L.DE | FLXU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.23 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.94 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.90 | 0.00 |
Drawdowns
OM3L.DE vs. FLXU.DE - Drawdown Comparison
The maximum OM3L.DE drawdown since its inception was -33.35%, roughly equal to the maximum FLXU.DE drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for OM3L.DE and FLXU.DE.
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Drawdown Indicators
| OM3L.DE | FLXU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.35% | -32.92% | -0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -5.76% | -2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -24.21% | -23.04% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -23.04% | -1.17% |
Current DrawdownCurrent decline from peak | -0.41% | -0.15% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -3.92% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.59% | +0.78% |
Volatility
OM3L.DE vs. FLXU.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) is 2.71%, while Franklin U.S. Equity UCITS ETF (FLXU.DE) has a volatility of 3.43%. This indicates that OM3L.DE experiences smaller price fluctuations and is considered to be less risky than FLXU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OM3L.DE | FLXU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 3.43% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 8.59% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 12.12% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 13.86% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 15.48% | +1.92% |
OM3L.DE vs. FLXU.DE - Expense Ratio Comparison
OM3L.DE has a 0.07% expense ratio, which is lower than FLXU.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
OM3L.DE vs. FLXU.DE - Dividend Comparison
OM3L.DE's dividend yield for the trailing twelve months is around 0.81%, while FLXU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FLXU.DE Franklin U.S. Equity UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 0.81% | 0.89% | 0.99% | 2.46% | 2.99% | 2.12% | 2.86% | 2.21% |
Frequently Asked Questions
With a correlation of 0.94, OM3L.DE and FLXU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, OM3L.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3L.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for FLXU.DE.
OM3L.DE tracks MSCI USA ESG Enhanced Focus, while FLXU.DE tracks Russell 1000 TR USD. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.07% for OM3L.DE and 0.25% for FLXU.DE.
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