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PADV.L vs. FRXT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PADV.L vs. FRXT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P Pan Asia Dividend Aristocrats UCITS (PADV.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
PADV.L
SPDR S&P Pan Asia Dividend Aristocrats UCITS
4.83%14.61%6.60%9.29%-4.62%
FRXT.L
Franklin FTSE Taiwan UCITS ETF
14.97%25.34%25.66%22.61%-17.25%

Returns By Period

In the year-to-date period, PADV.L achieves a 4.83% return, which is significantly lower than FRXT.L's 14.97% return.


PADV.L

1D
1.18%
1M
-1.86%
YTD
4.83%
6M
6.68%
1Y
16.93%
3Y*
11.75%
5Y*
5.63%
10Y*
7.74%

FRXT.L

1D
3.43%
1M
-4.39%
YTD
14.97%
6M
23.06%
1Y
62.53%
3Y*
26.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

PADV.L has a 0.55% expense ratio, which is higher than FRXT.L's 0.19% expense ratio.


Return for Risk

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

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

PADV.L
PADV.L Risk / Return Rank: 7171
Overall Rank
PADV.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PADV.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
PADV.L Omega Ratio Rank: 6565
Omega Ratio Rank
PADV.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
PADV.L Martin Ratio Rank: 6868
Martin Ratio Rank

FRXT.L
FRXT.L Risk / Return Rank: 9696
Overall Rank
FRXT.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FRXT.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
FRXT.L Omega Ratio Rank: 9494
Omega Ratio Rank
FRXT.L Calmar Ratio Rank: 9797
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pan Asia Dividend Aristocrats UCITS (PADV.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.


PADV.LFRXT.LDifference

Sharpe ratio

Return per unit of total volatility

1.36

2.60

-1.24

Sortino ratio

Return per unit of downside risk

1.83

3.18

-1.36

Omega ratio

Gain probability vs. loss probability

1.25

1.47

-0.21

Calmar ratio

Return relative to maximum drawdown

2.52

5.16

-2.64

Martin ratio

Return relative to average drawdown

7.66

18.67

-11.01

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

The current PADV.L Sharpe Ratio is 1.36, which is lower than the FRXT.L Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of PADV.L and FRXT.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


PADV.LFRXT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.60

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.81

-0.36

Correlation

The correlation between PADV.L and FRXT.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PADV.L vs. FRXT.L - Dividend Comparison

PADV.L's dividend yield for the trailing twelve months is around 2.86%, while FRXT.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
PADV.L
SPDR S&P Pan Asia Dividend Aristocrats UCITS
2.86%2.96%3.06%2.93%3.44%2.91%2.94%2.79%2.38%1.76%2.14%3.16%
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%

Drawdowns

PADV.L vs. FRXT.L - Drawdown Comparison

The maximum PADV.L drawdown since its inception was -27.09%, smaller than the maximum FRXT.L drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for PADV.L and FRXT.L.


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Drawdown Indicators


PADV.LFRXT.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.09%

-28.86%

+1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-16.68%

+9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-20.32%

Max Drawdown (10Y)

Largest decline over 10 years

-24.94%

Current Drawdown

Current decline from peak

-3.75%

-5.81%

+2.06%

Average Drawdown

Average peak-to-trough decline

-5.67%

-7.19%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

3.30%

-0.99%

Volatility

PADV.L vs. FRXT.L - Volatility Comparison

The current volatility for SPDR S&P Pan Asia Dividend Aristocrats UCITS (PADV.L) is 4.00%, while Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a volatility of 7.34%. This indicates that PADV.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


PADV.LFRXT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

7.34%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

15.93%

-6.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

24.01%

-11.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.07%

20.12%

-7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

20.12%

-5.40%