PortfoliosLab logoPortfoliosLab logo
XB4A.DE vs. FLXD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XB4A.DE vs. FLXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) and Franklin European Quality Dividend UCITS ETF (FLXD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XB4A.DE achieves a 26.47% return, which is significantly higher than FLXD.DE's 12.47% return.


XB4A.DE

1D
1.02%
1M
8.17%
6M
25.41%
YTD
26.47%
1Y
51.75%
3Y*
31.70%
5Y*
17.96%
10Y*
15.98%

FLXD.DE

1D
0.27%
1M
2.36%
6M
12.00%
YTD
12.47%
1Y
20.29%
3Y*
19.00%
5Y*
12.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XB4A.DE vs. FLXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XB4A.DE
Xtrackers ATX UCITS ETF (Acc)
26.47%51.29%11.01%14.27%-16.45%42.39%-10.86%19.79%-17.99%5.97%
FLXD.DE
Franklin European Quality Dividend UCITS ETF
12.47%24.53%12.34%10.31%-0.48%16.07%-3.54%23.50%-7.81%0.44%

Correlation

The correlation between XB4A.DE and FLXD.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.50

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

0.60

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

0.62

The correlation between XB4A.DE and FLXD.DE shifts across timeframes, from 0.47 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

XB4A.DE vs. FLXD.DE — Risk / Return Rank

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

XB4A.DE
XB4A.DE Risk / Return Rank: 9292
Overall Rank
XB4A.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XB4A.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
XB4A.DE Omega Ratio Rank: 9292
Omega Ratio Rank
XB4A.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
XB4A.DE Martin Ratio Rank: 8989
Martin Ratio Rank

FLXD.DE
FLXD.DE Risk / Return Rank: 8686
Overall Rank
FLXD.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FLXD.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
FLXD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
FLXD.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
FLXD.DE Martin Ratio Rank: 8282
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.

XB4A.DE vs. FLXD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) and Franklin European Quality Dividend UCITS ETF (FLXD.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.

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.


XB4A.DEFLXD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.50

1.42

+0.08

Calmar ratioReturn relative to maximum drawdown

4.73

5.04

-0.31

Martin ratioReturn relative to average drawdown

16.12

13.16

+2.96

XB4A.DE vs. FLXD.DE - Sharpe Ratio Comparison

The current XB4A.DE Sharpe Ratio is 2.94, which is comparable to the FLXD.DE Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of XB4A.DE and FLXD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XB4A.DE vs. FLXD.DE - Drawdown Comparison

The maximum XB4A.DE drawdown since its inception was -53.54%, which is greater than FLXD.DE's maximum drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for XB4A.DE and FLXD.DE.


Loading charts...

Drawdown Indicators


XB4A.DEFLXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.54%

-35.13%

-18.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-4.01%

-6.87%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-10.07%

-6.19%

Max Drawdown (5Y)

Largest decline over 5 years

-32.50%

-14.17%

-18.33%

Max Drawdown (10Y)

Largest decline over 10 years

-53.54%

Current Drawdown

Current decline from peak

-0.54%

-1.74%

+1.20%

Average Drawdown

Average peak-to-trough decline

-9.90%

-3.87%

-6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

1.54%

+1.66%

Volatility

XB4A.DE vs. FLXD.DE - Volatility Comparison

Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a higher volatility of 6.08% compared to Franklin European Quality Dividend UCITS ETF (FLXD.DE) at 2.71%. This indicates that XB4A.DE's price experiences larger fluctuations and is considered to be riskier than FLXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XB4A.DEFLXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

2.71%

+3.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

7.28%

+7.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.53%

8.91%

+8.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.15%

11.67%

+7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

14.07%

+6.14%

XB4A.DE vs. FLXD.DE - Expense Ratio Comparison

Both XB4A.DE and FLXD.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XB4A.DE vs. FLXD.DE - Dividend Comparison

XB4A.DE has not paid dividends to shareholders, while FLXD.DE's dividend yield for the trailing twelve months is around 3.93%.


PositionTTM202520242023202220212020201920182017
FLXD.DE
Franklin European Quality Dividend UCITS ETF
3.93%4.27%4.31%4.99%5.20%4.61%3.48%4.38%5.45%0.72%
XB4A.DE
Xtrackers ATX UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XB4A.DE and FLXD.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XB4A.DE and FLXD.DE have the same expense ratio: 0.25% per year.

XB4A.DE tracks ATX Index, while FLXD.DE tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: Xtrackers and Franklin Templeton.

Portfolio Optimizer

Find the right allocation for XB4A.DE and FLXD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer