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TWD=X vs. FLTW
Performance
Return for Risk
Drawdowns
Volatility

Performance

TWD=X vs. FLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a NT$10,000 investment in USD/TWD (TWD=X) and Franklin FTSE Taiwan ETF (FLTW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TWD=X is traded in TWD, while FLTW is traded in USD. To make them comparable, the FLTW values have been converted to TWD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TWD=X achieves a 3.09% return, which is significantly lower than FLTW's 67.10% return.


TWD=X

1D
-0.30%
1M
0.72%
6M
2.29%
YTD
3.09%
1Y
8.10%
3Y*
0.73%
5Y*
3.11%
10Y*
0.31%
ALL TIME*
-0.14%

FLTW

1D
3.90%
1M
-1.57%
6M
51.94%
YTD
67.10%
1Y
102.76%
3Y*
41.29%
5Y*
23.37%
10Y*
ALL TIME*
20.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
NT$1.96BNT$2.01BNT$2.22B

TWD=X

USD/TWD
NT$5.40NT$170.33KNT$210.54K

TWD=X vs. FLTW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWD=X
USD/TWD
3.09%-4.60%8.26%-0.92%10.82%-1.14%-6.27%-2.06%3.36%-2.10%
FLTW
Franklin FTSE Taiwan ETF
67.10%25.92%26.32%28.85%-19.67%27.98%21.64%28.52%-6.28%-3.21%

Correlation

The correlation between TWD=X and FLTW is -0.45, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.45

Correlation (3Y)
Balances recent behavior with more history.

-0.31

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.37

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

-0.31

The correlation between TWD=X and FLTW shifts across timeframes, from -0.45 (1 year) to -0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TWD=X vs. FLTW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TWD=X
TWD=X Risk / Return Rank: 9393
Overall Rank
TWD=X Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TWD=X Sortino Ratio Rank: 9494
Sortino Ratio Rank
TWD=X Omega Ratio Rank: 9393
Omega Ratio Rank
TWD=X Calmar Ratio Rank: 9393
Calmar Ratio Rank
TWD=X Martin Ratio Rank: 9292
Martin Ratio Rank

FLTW
FLTW Risk / Return Rank: 9090
Overall Rank
FLTW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 8686
Sortino Ratio Rank
FLTW Omega Ratio Rank: 8989
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9090
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TWD=X vs. FLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/TWD (TWD=X) and Franklin FTSE Taiwan ETF (FLTW). 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.


TWD=XFLTWDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.27

1.54

-0.27

Calmar ratioReturn relative to maximum drawdown

2.58

5.27

-2.69

Martin ratioReturn relative to average drawdown

6.34

23.38

-17.03

TWD=X vs. FLTW - Sharpe Ratio Comparison

The current TWD=X Sharpe Ratio is 1.38, which is lower than the FLTW Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of TWD=X and FLTW, 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

TWD=X vs. FLTW - Drawdown Comparison

The maximum TWD=X drawdown since its inception was -22.11%, smaller than the maximum FLTW drawdown of -27.74%. Use the drawdown chart below to compare losses from any high point for TWD=X and FLTW.


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Drawdown Indicators


TWD=XFLTWDifference

Max Drawdown

Largest peak-to-trough decline

-22.11%

-27.74%

+5.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

-19.61%

+17.10%

Max Drawdown (3Y)

Largest decline over 3 years

-14.80%

-25.36%

+10.56%

Max Drawdown (5Y)

Largest decline over 5 years

-14.80%

-27.65%

+12.85%

Max Drawdown (10Y)

Largest decline over 10 years

-15.28%

Current Drawdown

Current decline from peak

-8.25%

-7.95%

-0.30%

Average Drawdown

Average peak-to-trough decline

-12.46%

-5.90%

-6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

4.41%

-3.38%

Volatility

TWD=X vs. FLTW - Volatility Comparison

The current volatility for USD/TWD (TWD=X) is 1.01%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 13.89%. This indicates that TWD=X experiences smaller price fluctuations and is considered to be less risky than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWD=XFLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

13.89%

-12.88%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

27.47%

-24.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.68%

30.19%

-25.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

21.36%

-14.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.24%

20.26%

-14.02%

Frequently Asked Questions


TWD=X and FLTW have a correlation of -0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTW has higher volatility (13.89%) compared to TWD=X (1.01%). In terms of maximum drawdown, TWD=X dropped -22.11% vs FLTW's -27.74%.

FLTW currently has the higher Sharpe Ratio (3.42 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TWD=X and FLTW

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