PortfoliosLab logoPortfoliosLab logo
XIEE.DE vs. FLRK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIEE.DE vs. FLRK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and Franklin FTSE Korea UCITS ETF (FLRK.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XIEE.DE is traded in EUR, while FLRK.L is traded in GBP. To make them comparable, the FLRK.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XIEE.DE achieves a 9.31% return, which is significantly lower than FLRK.L's 109.60% return.


XIEE.DE

1D
1.84%
1M
4.98%
YTD
9.31%
6M
11.06%
1Y
18.17%
3Y*
14.01%
5Y*
10.04%
10Y*
10.02%

FLRK.L

1D
5.46%
1M
7.77%
YTD
109.60%
6M
126.82%
1Y
207.20%
3Y*
43.90%
5Y*
20.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIEE.DE vs. FLRK.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
9.31%20.33%8.08%15.72%-9.15%24.96%-3.13%13.48%
FLRK.L
Franklin FTSE Korea UCITS ETF
109.60%72.62%-16.72%16.57%-23.52%0.22%34.85%-10.03%

Correlation

The correlation between XIEE.DE and FLRK.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.43

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

0.45

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

0.49

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

XIEE.DE vs. FLRK.L — Risk / Return Rank

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

XIEE.DE
XIEE.DE Risk / Return Rank: 4343
Overall Rank
XIEE.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XIEE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
XIEE.DE Omega Ratio Rank: 4444
Omega Ratio Rank
XIEE.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
XIEE.DE Martin Ratio Rank: 4848
Martin Ratio Rank

FLRK.L
FLRK.L Risk / Return Rank: 9797
Overall Rank
FLRK.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLRK.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLRK.L Omega Ratio Rank: 9696
Omega Ratio Rank
FLRK.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLRK.L Martin Ratio Rank: 9696
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.

XIEE.DE vs. FLRK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and Franklin FTSE Korea UCITS ETF (FLRK.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.


XIEE.DEFLRK.LDifference
Sharpe ratioReturn per unit of total volatility

-3.89

Sortino ratioReturn per unit of downside risk

-3.06

Omega ratioGain probability vs. loss probability

1.25

1.72

-0.47

Calmar ratioReturn relative to maximum drawdown

1.80

9.83

-8.03

Martin ratioReturn relative to average drawdown

7.32

33.81

-26.49

XIEE.DE vs. FLRK.L - Sharpe Ratio Comparison

The current XIEE.DE Sharpe Ratio is 1.32, which is lower than the FLRK.L Sharpe Ratio of 5.21. The chart below compares the historical Sharpe Ratios of XIEE.DE and FLRK.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.


Loading charts...

Drawdowns

XIEE.DE vs. FLRK.L - Drawdown Comparison

The maximum XIEE.DE drawdown since its inception was -35.52%, smaller than the maximum FLRK.L drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for XIEE.DE and FLRK.L.


Loading charts...

Drawdown Indicators


XIEE.DEFLRK.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.52%

-40.28%

+4.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-20.93%

+10.90%

Max Drawdown (3Y)

Largest decline over 3 years

-16.52%

-34.91%

+18.39%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-38.46%

+19.16%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

Current Drawdown

Current decline from peak

0.00%

-7.30%

+7.30%

Average Drawdown

Average peak-to-trough decline

-7.24%

-17.27%

+10.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

6.10%

-3.62%

Volatility

XIEE.DE vs. FLRK.L - Volatility Comparison

The current volatility for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) is 4.10%, while Franklin FTSE Korea UCITS ETF (FLRK.L) has a volatility of 17.41%. This indicates that XIEE.DE experiences smaller price fluctuations and is considered to be less risky than FLRK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XIEE.DEFLRK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

17.41%

-13.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

35.10%

-23.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

39.48%

-25.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

29.95%

-15.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

30.69%

-13.09%

XIEE.DE vs. FLRK.L - Expense Ratio Comparison

XIEE.DE has a 0.12% expense ratio, which is higher than FLRK.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XIEE.DE vs. FLRK.L - Dividend Comparison

XIEE.DE's dividend yield for the trailing twelve months is around 2.39%, while FLRK.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
FLRK.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%0.00%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
2.39%2.49%3.26%2.85%5.70%1.50%3.74%0.30%3.19%0.92%0.09%

Frequently Asked Questions


XIEE.DE and FLRK.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FLRK.L is cheaper with a 0.09% expense ratio, compared with 0.12% for XIEE.DE.

XIEE.DE is categorized as Europe Equities, while FLRK.L is Asia Pacific Equities. XIEE.DE tracks MSCI Europe, while FLRK.L tracks MSCI Korea NR USD. They also come from different issuers: Xtrackers and Franklin Templeton. Their fees differ too: 0.12% for XIEE.DE and 0.09% for FLRK.L.

Portfolio Optimizer

Find the right allocation for XIEE.DE and FLRK.L

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