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SWDBY vs. FLXG.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWDBY and FLXG.DE 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.


-0.50.00.51.00.5

Performance

SWDBY vs. FLXG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Swedbank AB (SWDBY) and Franklin Global Equity SRI UCITS ETF (FLXG.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
11.91%
-1.03%
SWDBY
FLXG.DE

Key characteristics

Sharpe Ratio

SWDBY:

0.95

FLXG.DE:

1.38

Sortino Ratio

SWDBY:

1.39

FLXG.DE:

2.02

Omega Ratio

SWDBY:

1.17

FLXG.DE:

1.25

Calmar Ratio

SWDBY:

1.80

FLXG.DE:

2.54

Martin Ratio

SWDBY:

3.96

FLXG.DE:

7.67

Ulcer Index

SWDBY:

5.80%

FLXG.DE:

1.94%

Daily Std Dev

SWDBY:

24.27%

FLXG.DE:

10.78%

Max Drawdown

SWDBY:

-94.45%

FLXG.DE:

-31.11%

Current Drawdown

SWDBY:

-1.65%

FLXG.DE:

-0.80%

Returns By Period

In the year-to-date period, SWDBY achieves a 20.86% return, which is significantly higher than FLXG.DE's 4.94% return.


SWDBY

YTD

20.86%

1M

10.10%

6M

11.91%

1Y

18.82%

5Y*

15.65%

10Y*

6.69%

FLXG.DE

YTD

4.94%

1M

1.12%

6M

6.89%

1Y

13.44%

5Y*

7.21%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SWDBY vs. FLXG.DE — Risk-Adjusted Performance Rank

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

SWDBY
The Risk-Adjusted Performance Rank of SWDBY is 7676
Overall Rank
The Sharpe Ratio Rank of SWDBY is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SWDBY is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SWDBY is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SWDBY is 8989
Calmar Ratio Rank
The Martin Ratio Rank of SWDBY is 7878
Martin Ratio Rank

FLXG.DE
The Risk-Adjusted Performance Rank of FLXG.DE is 6363
Overall Rank
The Sharpe Ratio Rank of FLXG.DE is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FLXG.DE is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FLXG.DE is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FLXG.DE is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FLXG.DE is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWDBY vs. FLXG.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Swedbank AB (SWDBY) and Franklin Global Equity SRI UCITS ETF (FLXG.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.


Sharpe ratio
The chart of Sharpe ratio for SWDBY, currently valued at 0.70, compared to the broader market-2.000.002.000.700.78
The chart of Sortino ratio for SWDBY, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.006.001.091.19
The chart of Omega ratio for SWDBY, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.14
The chart of Calmar ratio for SWDBY, currently valued at 1.32, compared to the broader market0.002.004.006.001.321.01
The chart of Martin ratio for SWDBY, currently valued at 2.85, compared to the broader market-10.000.0010.0020.0030.002.852.79
SWDBY
FLXG.DE

The current SWDBY Sharpe Ratio is 0.95, which is lower than the FLXG.DE Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of SWDBY and FLXG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.70
0.78
SWDBY
FLXG.DE

Dividends

SWDBY vs. FLXG.DE - Dividend Comparison

SWDBY's dividend yield for the trailing twelve months is around 6.20%, while FLXG.DE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SWDBY
Swedbank AB
6.20%7.49%4.64%7.15%8.53%5.23%10.28%7.05%6.23%5.22%6.17%6.19%
FLXG.DE
Franklin Global Equity SRI 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

SWDBY vs. FLXG.DE - Drawdown Comparison

The maximum SWDBY drawdown since its inception was -94.45%, which is greater than FLXG.DE's maximum drawdown of -31.11%. Use the drawdown chart below to compare losses from any high point for SWDBY and FLXG.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.65%
-3.38%
SWDBY
FLXG.DE

Volatility

SWDBY vs. FLXG.DE - Volatility Comparison

Swedbank AB (SWDBY) has a higher volatility of 6.72% compared to Franklin Global Equity SRI UCITS ETF (FLXG.DE) at 1.65%. This indicates that SWDBY's price experiences larger fluctuations and is considered to be riskier than FLXG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
6.72%
1.65%
SWDBY
FLXG.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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