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SPLG.L vs. FLXK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPLG.L vs. FLXK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco S&P 500 Low Volatility UCITS ETF Accumulation (SPLG.L) and Franklin FTSE Korea UCITS ETF (FLXK.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPLG.L is traded in GBp, while FLXK.L is traded in USD. To make them comparable, the FLXK.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPLG.L achieves a 6.03% return, which is significantly lower than FLXK.L's 77.73% return.


SPLG.L

1D
-0.07%
1M
1.73%
6M
5.03%
YTD
6.03%
1Y
6.15%
3Y*
7.28%
5Y*
6.17%
10Y*

FLXK.L

1D
0.00%
1M
-18.91%
6M
58.85%
YTD
77.73%
1Y
143.02%
3Y*
38.65%
5Y*
16.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPLG.L vs. FLXK.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPLG.L
Invesco S&P 500 Low Volatility UCITS ETF Accumulation
6.03%-2.34%15.31%-5.86%6.95%-18.01%
FLXK.L
Franklin FTSE Korea UCITS ETF
77.73%80.91%-20.26%14.73%-19.45%-9.34%

Correlation

The correlation between SPLG.L and FLXK.L is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2021

0.02

The correlation between SPLG.L and FLXK.L shifts across timeframes, from -0.24 (1 year) to 0.02 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPLG.L vs. FLXK.L — Risk / Return Rank

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

SPLG.L
SPLG.L Risk / Return Rank: 2222
Overall Rank
SPLG.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPLG.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SPLG.L Omega Ratio Rank: 2020
Omega Ratio Rank
SPLG.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPLG.L Martin Ratio Rank: 2222
Martin Ratio Rank

FLXK.L
FLXK.L Risk / Return Rank: 9292
Overall Rank
FLXK.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLXK.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
FLXK.L Omega Ratio Rank: 9090
Omega Ratio Rank
FLXK.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
FLXK.L Martin Ratio Rank: 9393
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.

SPLG.L vs. FLXK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Low Volatility UCITS ETF Accumulation (SPLG.L) and Franklin FTSE Korea UCITS ETF (FLXK.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPLG.LFLXK.LDifference
Sharpe ratioReturn per unit of total volatility

-2.61

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

1.12

1.48

-0.37

Calmar ratioReturn relative to maximum drawdown

0.89

5.83

-4.93

Martin ratioReturn relative to average drawdown

2.18

18.65

-16.46

SPLG.L vs. FLXK.L - Sharpe Ratio Comparison

The current SPLG.L Sharpe Ratio is 0.66, which is lower than the FLXK.L Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of SPLG.L and FLXK.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.


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Drawdowns

SPLG.L vs. FLXK.L - Drawdown Comparison

The maximum SPLG.L drawdown since its inception was -27.94%, smaller than the maximum FLXK.L drawdown of -41.70%. Use the drawdown chart below to compare losses from any high point for SPLG.L and FLXK.L.


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Drawdown Indicators


SPLG.LFLXK.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.94%

-41.70%

+13.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-24.62%

+16.78%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-28.10%

+7.47%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-37.51%

+16.88%

Current Drawdown

Current decline from peak

-2.88%

-24.62%

+21.74%

Average Drawdown

Average peak-to-trough decline

-13.16%

-17.71%

+4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

7.71%

-4.50%

Volatility

SPLG.L vs. FLXK.L - Volatility Comparison

The current volatility for Invesco S&P 500 Low Volatility UCITS ETF Accumulation (SPLG.L) is 3.50%, while Franklin FTSE Korea UCITS ETF (FLXK.L) has a volatility of 19.77%. This indicates that SPLG.L experiences smaller price fluctuations and is considered to be less risky than FLXK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPLG.LFLXK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

19.77%

-16.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

40.39%

-32.03%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

43.92%

-33.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.70%

27.97%

-9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.49%

28.13%

-5.64%

Dividends

SPLG.L vs. FLXK.L - Dividend Comparison

Neither SPLG.L nor FLXK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPLG.L and FLXK.L have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPLG.L tracks Invesco S&P 500 Low Volatility UCITS ETF Accumulation, while FLXK.L tracks Franklin FTSE Korea UCITS ETF. They also come from different issuers: Invesco and Franklin.

Portfolio Optimizer

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