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

Performance

WQDV.L vs. FLXK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) and Franklin FTSE Korea UCITS ETF (FLXK.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WQDV.L achieves a 15.40% return, which is significantly lower than FLXK.L's 75.46% return.


WQDV.L

1D
-0.21%
1M
-0.00%
6M
13.77%
YTD
15.40%
1Y
29.00%
3Y*
18.44%
5Y*
12.21%
10Y*

FLXK.L

1D
-1.68%
1M
-19.56%
6M
57.13%
YTD
75.46%
1Y
141.50%
3Y*
39.45%
5Y*
15.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
WQDV.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)
15.40%24.16%9.75%17.23%-6.95%16.00%-0.07%13.91%
FLXK.L
Franklin FTSE Korea UCITS ETF
75.46%94.79%-21.63%20.77%-28.01%-6.85%47.31%13.27%

Correlation

The correlation between WQDV.L and FLXK.L is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.59

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.59

The correlation between WQDV.L and FLXK.L has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.

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Return for Risk

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

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

WQDV.L
WQDV.L Risk / Return Rank: 8888
Overall Rank
WQDV.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WQDV.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
WQDV.L Omega Ratio Rank: 8888
Omega Ratio Rank
WQDV.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
WQDV.L Martin Ratio Rank: 8585
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.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.


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

-0.72

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.44

1.47

-0.03

Calmar ratioReturn relative to maximum drawdown

3.71

5.86

-2.16

Martin ratioReturn relative to average drawdown

13.72

18.40

-4.68

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

The current WQDV.L Sharpe Ratio is 2.42, which is comparable to the FLXK.L Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of WQDV.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

WQDV.L vs. FLXK.L - Drawdown Comparison

The maximum WQDV.L drawdown since its inception was -33.16%, smaller than the maximum FLXK.L drawdown of -49.43%. Use the drawdown chart below to compare losses from any high point for WQDV.L and FLXK.L.


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Drawdown Indicators


WQDV.LFLXK.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.16%

-49.43%

+16.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-24.10%

+16.31%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-28.54%

+14.51%

Max Drawdown (5Y)

Largest decline over 5 years

-21.24%

-47.00%

+25.76%

Current Drawdown

Current decline from peak

-0.52%

-24.10%

+23.58%

Average Drawdown

Average peak-to-trough decline

-4.24%

-20.23%

+15.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

7.70%

-5.59%

Volatility

WQDV.L vs. FLXK.L - Volatility Comparison

The current volatility for iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) is 3.00%, while Franklin FTSE Korea UCITS ETF (FLXK.L) has a volatility of 19.75%. This indicates that WQDV.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


WQDV.LFLXK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

19.75%

-16.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

41.53%

-31.89%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

45.08%

-33.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

29.63%

-15.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.63%

29.61%

-14.98%

WQDV.L vs. FLXK.L - Expense Ratio Comparison

WQDV.L has a 0.38% expense ratio, which is higher than FLXK.L's 0.09% expense ratio.


Dividends

WQDV.L vs. FLXK.L - Dividend Comparison

WQDV.L's dividend yield for the trailing twelve months is around 2.14%, while FLXK.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
FLXK.L
Franklin FTSE Korea UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WQDV.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)
2.14%2.31%2.58%2.78%2.95%2.75%2.81%3.01%3.28%0.77%

Frequently Asked Questions


WQDV.L and FLXK.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXK.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXK.L is cheaper with a 0.09% expense ratio, compared with 0.38% for WQDV.L.

WQDV.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while FLXK.L tracks Franklin FTSE Korea UCITS ETF. They also come from different issuers: iShares and Franklin. Their fees differ too: 0.38% for WQDV.L and 0.09% for FLXK.L.

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