XKS2.L vs. FRXT.L
Compare and contrast key facts about Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.L).
XKS2.L and FRXT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XKS2.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Korea NR USD. It was launched on Jul 5, 2007. FRXT.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI Taiwan NR USD. It was launched on Mar 21, 2022. Both XKS2.L and FRXT.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XKS2.L vs. FRXT.L - Performance Comparison
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XKS2.L vs. FRXT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XKS2.L Xtrackers MSCI Korea UCITS ETF 1C | 32.59% | 85.79% | -21.66% | 13.44% | -12.16% |
FRXT.L Franklin FTSE Taiwan UCITS ETF | 14.97% | 25.34% | 25.66% | 22.61% | -17.25% |
Different Trading Currencies
XKS2.L is traded in GBp, while FRXT.L is traded in GBP. To make them comparable, the FRXT.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XKS2.L achieves a 32.59% return, which is significantly higher than FRXT.L's 14.97% return.
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%
FRXT.L
- 1D
- 3.43%
- 1M
- -4.39%
- YTD
- 14.97%
- 6M
- 23.06%
- 1Y
- 62.53%
- 3Y*
- 26.08%
- 5Y*
- —
- 10Y*
- —
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XKS2.L vs. FRXT.L - Expense Ratio Comparison
XKS2.L has a 0.65% expense ratio, which is higher than FRXT.L's 0.19% expense ratio.
Return for Risk
XKS2.L vs. FRXT.L — Risk / Return Rank
XKS2.L
FRXT.L
XKS2.L vs. FRXT.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 Taiwan UCITS ETF (FRXT.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.L | FRXT.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.37 | 2.60 | +1.77 |
Sortino ratioReturn per unit of downside risk | 4.66 | 3.18 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.66 | 1.47 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 6.45 | 5.16 | +1.29 |
Martin ratioReturn relative to average drawdown | 24.37 | 18.67 | +5.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XKS2.L | FRXT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.37 | 2.60 | +1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | — | — |
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 | 0.81 | -0.52 |
Correlation
The correlation between XKS2.L and FRXT.L is 0.63, 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
XKS2.L vs. FRXT.L - Dividend Comparison
Neither XKS2.L nor FRXT.L has paid dividends to shareholders.
Drawdowns
XKS2.L vs. FRXT.L - Drawdown Comparison
The maximum XKS2.L drawdown since its inception was -62.63%, which is greater than FRXT.L's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for XKS2.L and FRXT.L.
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Drawdown Indicators
| XKS2.L | FRXT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.63% | -28.86% | -33.77% |
Max Drawdown (1Y)Largest decline over 1 year | -21.33% | -16.68% | -4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -41.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.01% | — | — |
Current DrawdownCurrent decline from peak | -14.35% | -5.81% | -8.54% |
Average DrawdownAverage peak-to-trough decline | -15.88% | -7.19% | -8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | 3.30% | +2.35% |
Volatility
XKS2.L vs. FRXT.L - Volatility Comparison
Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) has a higher volatility of 15.95% compared to Franklin FTSE Taiwan UCITS ETF (FRXT.L) at 7.34%. This indicates that XKS2.L's price experiences larger fluctuations and is considered to be riskier than FRXT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XKS2.L | FRXT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.95% | 7.34% | +8.61% |
Volatility (6M)Calculated over the trailing 6-month period | 26.95% | 15.93% | +11.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.02% | 24.01% | +7.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.21% | 20.12% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 20.12% | +3.21% |