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XKS2.L vs. FLRK.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XKS2.L vs. FLRK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) and Franklin FTSE Korea UCITS ETF (FLRK.L). The values are adjusted to include any dividend payments, if applicable.

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XKS2.L vs. FLRK.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XKS2.L
Xtrackers MSCI Korea UCITS ETF 1C
32.59%85.79%-21.66%13.44%-19.57%-7.21%38.65%10.11%
FLRK.L
Franklin FTSE Korea UCITS ETF
33.25%82.09%-20.56%14.16%-19.37%-5.90%42.60%-14.15%
Different Trading Currencies

XKS2.L is traded in GBp, while FLRK.L is traded in GBP. To make them comparable, the FLRK.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XKS2.L having a 32.59% return and FLRK.L slightly higher at 33.25%.


XKS2.L

1D
8.88%
1M
-11.50%
YTD
32.59%
6M
64.35%
1Y
135.97%
3Y*
27.67%
5Y*
9.68%
10Y*
12.64%

FLRK.L

1D
9.23%
1M
-10.91%
YTD
33.25%
6M
64.38%
1Y
132.77%
3Y*
28.16%
5Y*
10.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XKS2.L vs. FLRK.L - Expense Ratio Comparison

XKS2.L has a 0.65% expense ratio, which is higher than FLRK.L's 0.09% expense ratio.


Return for Risk

XKS2.L vs. FLRK.L — Risk / Return Rank

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

XKS2.L
XKS2.L Risk / Return Rank: 9898
Overall Rank
XKS2.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XKS2.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
XKS2.L Omega Ratio Rank: 9898
Omega Ratio Rank
XKS2.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
XKS2.L Martin Ratio Rank: 9898
Martin Ratio Rank

FLRK.L
FLRK.L Risk / Return Rank: 9898
Overall Rank
FLRK.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLRK.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLRK.L Omega Ratio Rank: 9797
Omega Ratio Rank
FLRK.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLRK.L Martin Ratio Rank: 9898
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.

XKS2.L vs. FLRK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) 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.


XKS2.LFLRK.LDifference

Sharpe ratio

Return per unit of total volatility

4.37

4.25

+0.12

Sortino ratio

Return per unit of downside risk

4.66

4.56

+0.10

Omega ratio

Gain probability vs. loss probability

1.66

1.65

+0.01

Calmar ratio

Return relative to maximum drawdown

6.45

6.31

+0.14

Martin ratio

Return relative to average drawdown

24.37

24.10

+0.27

XKS2.L vs. FLRK.L - Sharpe Ratio Comparison

The current XKS2.L Sharpe Ratio is 4.37, which is comparable to the FLRK.L Sharpe Ratio of 4.25. The chart below compares the historical Sharpe Ratios of XKS2.L and FLRK.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


XKS2.LFLRK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.37

4.25

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.44

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.42

-0.13

Correlation

The correlation between XKS2.L and FLRK.L is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XKS2.L vs. FLRK.L - Dividend Comparison

Neither XKS2.L nor FLRK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XKS2.L vs. FLRK.L - Drawdown Comparison

The maximum XKS2.L drawdown since its inception was -62.63%, which is greater than FLRK.L's maximum drawdown of -41.57%. Use the drawdown chart below to compare losses from any high point for XKS2.L and FLRK.L.


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Drawdown Indicators


XKS2.LFLRK.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.63%

-41.57%

-21.06%

Max Drawdown (1Y)

Largest decline over 1 year

-21.33%

-21.18%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-41.55%

-38.88%

-2.67%

Max Drawdown (10Y)

Largest decline over 10 years

-44.01%

Current Drawdown

Current decline from peak

-14.35%

-13.91%

-0.44%

Average Drawdown

Average peak-to-trough decline

-15.88%

-20.35%

+4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

5.55%

+0.10%

Volatility

XKS2.L vs. FLRK.L - Volatility Comparison

Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) and Franklin FTSE Korea UCITS ETF (FLRK.L) have volatilities of 15.95% and 16.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XKS2.LFLRK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.95%

16.59%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

26.95%

27.15%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

31.02%

31.15%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.21%

23.21%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

26.13%

-2.80%