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

Performance

XMID.L vs. FLRK.L - Performance Comparison

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

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


2026 (YTD)2025202420232022202120202019
XMID.L
Xtrackers MSCI Indonesia Swap UCITS ETF 1C
-17.99%-8.44%-12.66%-0.27%14.84%1.39%-10.64%1.97%
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

XMID.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

In the year-to-date period, XMID.L achieves a -17.99% return, which is significantly lower than FLRK.L's 33.25% return.


XMID.L

1D
0.86%
1M
-9.28%
YTD
-17.99%
6M
-13.12%
1Y
-13.06%
3Y*
-14.09%
5Y*
-3.24%
10Y*
-0.93%

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

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


Return for Risk

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

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

XMID.L
XMID.L Risk / Return Rank: 33
Overall Rank
XMID.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
XMID.L Sortino Ratio Rank: 44
Sortino Ratio Rank
XMID.L Omega Ratio Rank: 33
Omega Ratio Rank
XMID.L Calmar Ratio Rank: 44
Calmar Ratio Rank
XMID.L Martin Ratio Rank: 11
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Indonesia Swap UCITS ETF 1C (XMID.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.


XMID.LFLRK.LDifference

Sharpe ratio

Return per unit of total volatility

-0.55

4.25

-4.79

Sortino ratio

Return per unit of downside risk

-0.61

4.56

-5.17

Omega ratio

Gain probability vs. loss probability

0.92

1.65

-0.73

Calmar ratio

Return relative to maximum drawdown

-0.50

6.31

-6.81

Martin ratio

Return relative to average drawdown

-1.43

24.10

-25.54

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

The current XMID.L Sharpe Ratio is -0.55, which is lower than the FLRK.L Sharpe Ratio of 4.25. The chart below compares the historical Sharpe Ratios of XMID.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


XMID.LFLRK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

4.25

-4.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.44

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.42

-0.47

Correlation

The correlation between XMID.L and FLRK.L is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XMID.L vs. FLRK.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XMID.L vs. FLRK.L - Drawdown Comparison

The maximum XMID.L drawdown since its inception was -49.56%, 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 XMID.L and FLRK.L.


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Drawdown Indicators


XMID.LFLRK.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.56%

-41.57%

-7.99%

Max Drawdown (1Y)

Largest decline over 1 year

-25.21%

-21.18%

-4.03%

Max Drawdown (5Y)

Largest decline over 5 years

-45.65%

-38.88%

-6.77%

Max Drawdown (10Y)

Largest decline over 10 years

-48.17%

Current Drawdown

Current decline from peak

-43.53%

-13.91%

-29.62%

Average Drawdown

Average peak-to-trough decline

-17.64%

-20.35%

+2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.81%

5.55%

+3.26%

Volatility

XMID.L vs. FLRK.L - Volatility Comparison

The current volatility for Xtrackers MSCI Indonesia Swap UCITS ETF 1C (XMID.L) is 8.25%, while Franklin FTSE Korea UCITS ETF (FLRK.L) has a volatility of 16.59%. This indicates that XMID.L 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.


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Volatility by Period


XMID.LFLRK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.25%

16.59%

-8.34%

Volatility (6M)

Calculated over the trailing 6-month period

19.04%

27.15%

-8.11%

Volatility (1Y)

Calculated over the trailing 1-year period

23.85%

31.15%

-7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.68%

23.21%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.13%

26.13%

-3.00%