XMTW.L vs. FRXT.L
Compare and contrast key facts about Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.L).
XMTW.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. XMTW.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Taiwan NR USD. It was launched on Jun 19, 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 XMTW.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMTW.L or FRXT.L.
Key characteristics
| XMTW.L | FRXT.L | |
|---|---|---|
| YTD Return | 23.16% | 22.92% |
| 1Y Return | 33.02% | 32.27% |
| Sharpe Ratio | 1.61 | 0.88 |
| Sortino Ratio | 2.18 | 1.49 |
| Omega Ratio | 1.28 | 1.28 |
| Calmar Ratio | 1.91 | 1.54 |
| Martin Ratio | 6.44 | 3.09 |
| Ulcer Index | 5.13% | 10.34% |
| Daily Std Dev | 20.44% | 36.08% |
| Max Drawdown | -47.86% | -26.62% |
| Current Drawdown | -4.25% | -4.40% |
Correlation
The correlation between XMTW.L and FRXT.L is 0.96, 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.
Performance
XMTW.L vs. FRXT.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with XMTW.L having a 23.16% return and FRXT.L slightly lower at 22.92%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XMTW.L vs. FRXT.L - Expense Ratio Comparison
XMTW.L has a 0.65% expense ratio, which is higher than FRXT.L's 0.19% expense ratio.
Risk-Adjusted Performance
XMTW.L vs. FRXT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.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.
Dividends
XMTW.L vs. FRXT.L - Dividend Comparison
Neither XMTW.L nor FRXT.L has paid dividends to shareholders.
Drawdowns
XMTW.L vs. FRXT.L - Drawdown Comparison
The maximum XMTW.L drawdown since its inception was -47.86%, which is greater than FRXT.L's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for XMTW.L and FRXT.L. For additional features, visit the drawdowns tool.
Volatility
XMTW.L vs. FRXT.L - Volatility Comparison
Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.L) have volatilities of 7.59% and 7.55%, 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.