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V3EA.L vs. FLXD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V3EA.L vs. FLXD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation (V3EA.L) and Franklin European Quality Dividend UCITS ETF (FLXD.L). The values are adjusted to include any dividend payments, if applicable.

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V3EA.L vs. FLXD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
V3EA.L
Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation
-1.79%23.30%4.37%13.73%0.83%
FLXD.L
Franklin European Quality Dividend UCITS ETF
9.80%31.50%8.51%9.23%4.10%

Returns By Period

In the year-to-date period, V3EA.L achieves a -1.79% return, which is significantly lower than FLXD.L's 9.80% return.


V3EA.L

1D
2.47%
1M
-4.88%
YTD
-1.79%
6M
3.36%
1Y
13.67%
3Y*
10.39%
5Y*
10Y*

FLXD.L

1D
0.24%
1M
0.81%
YTD
9.80%
6M
14.07%
1Y
27.12%
3Y*
19.22%
5Y*
14.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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V3EA.L vs. FLXD.L - Expense Ratio Comparison

V3EA.L has a 0.12% expense ratio, which is lower than FLXD.L'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%.


Return for Risk

V3EA.L vs. FLXD.L — Risk / Return Rank

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

V3EA.L
V3EA.L Risk / Return Rank: 4545
Overall Rank
V3EA.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
V3EA.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
V3EA.L Omega Ratio Rank: 4747
Omega Ratio Rank
V3EA.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
V3EA.L Martin Ratio Rank: 4343
Martin Ratio Rank

FLXD.L
FLXD.L Risk / Return Rank: 9595
Overall Rank
FLXD.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLXD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLXD.L Omega Ratio Rank: 9696
Omega Ratio Rank
FLXD.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
FLXD.L Martin Ratio Rank: 9797
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.

V3EA.L vs. FLXD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation (V3EA.L) and Franklin European Quality Dividend UCITS ETF (FLXD.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.


V3EA.LFLXD.LDifference

Sharpe ratio

Return per unit of total volatility

0.95

2.50

-1.55

Sortino ratio

Return per unit of downside risk

1.32

3.25

-1.93

Omega ratio

Gain probability vs. loss probability

1.19

1.51

-0.32

Calmar ratio

Return relative to maximum drawdown

1.23

3.76

-2.53

Martin ratio

Return relative to average drawdown

4.73

19.22

-14.49

V3EA.L vs. FLXD.L - Sharpe Ratio Comparison

The current V3EA.L Sharpe Ratio is 0.95, which is lower than the FLXD.L Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of V3EA.L and FLXD.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


V3EA.LFLXD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

2.50

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.65

+0.18

Correlation

The correlation between V3EA.L and FLXD.L is 0.67, 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

V3EA.L vs. FLXD.L - Dividend Comparison

V3EA.L has not paid dividends to shareholders, while FLXD.L's dividend yield for the trailing twelve months is around 4.35%.


TTM20252024202320222021202020192018
V3EA.L
Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLXD.L
Franklin European Quality Dividend UCITS ETF
4.35%4.90%5.18%5.75%5.87%5.51%3.90%1.53%1.09%

Drawdowns

V3EA.L vs. FLXD.L - Drawdown Comparison

The maximum V3EA.L drawdown since its inception was -12.57%, smaller than the maximum FLXD.L drawdown of -29.71%. Use the drawdown chart below to compare losses from any high point for V3EA.L and FLXD.L.


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Drawdown Indicators


V3EA.LFLXD.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.57%

-29.71%

+17.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-7.39%

-4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-11.76%

Current Drawdown

Current decline from peak

-7.41%

0.00%

-7.41%

Average Drawdown

Average peak-to-trough decline

-2.43%

-4.19%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.44%

+1.58%

Volatility

V3EA.L vs. FLXD.L - Volatility Comparison

Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation (V3EA.L) has a higher volatility of 6.06% compared to Franklin European Quality Dividend UCITS ETF (FLXD.L) at 3.62%. This indicates that V3EA.L's price experiences larger fluctuations and is considered to be riskier than FLXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3EA.LFLXD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

3.62%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

6.62%

+3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

10.80%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.01%

10.90%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.01%

12.98%

+0.03%