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XPXJ.L vs. FRXT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPXJ.L vs. FRXT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C (XPXJ.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XPXJ.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, XPXJ.L achieves a 3.85% return, which is significantly lower than FRXT.L's 67.83% return.


XPXJ.L

1D
-0.90%
1M
-1.34%
YTD
3.85%
6M
4.05%
1Y
10.61%
3Y*
8.28%
5Y*
4.67%
10Y*
7.70%

FRXT.L

1D
-1.47%
1M
15.57%
YTD
67.83%
6M
73.29%
1Y
121.18%
3Y*
41.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPXJ.L vs. FRXT.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XPXJ.L
Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C
3.85%11.39%7.59%-0.59%-0.48%
FRXT.L
Franklin FTSE Taiwan UCITS ETF
67.83%25.34%25.66%22.61%-17.25%

Correlation

The correlation between XPXJ.L and FRXT.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.48

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2022

0.51

The correlation between XPXJ.L and FRXT.L has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

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Return for Risk

XPXJ.L vs. FRXT.L — Risk / Return Rank

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

XPXJ.L
XPXJ.L Risk / Return Rank: 2525
Overall Rank
XPXJ.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XPXJ.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
XPXJ.L Omega Ratio Rank: 2525
Omega Ratio Rank
XPXJ.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
XPXJ.L Martin Ratio Rank: 2424
Martin Ratio Rank

FRXT.L
FRXT.L Risk / Return Rank: 9797
Overall Rank
FRXT.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FRXT.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
FRXT.L Omega Ratio Rank: 9797
Omega Ratio Rank
FRXT.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
FRXT.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.

XPXJ.L vs. FRXT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C (XPXJ.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.


XPXJ.LFRXT.LDifference
Sharpe ratioReturn per unit of total volatility

-4.53

Sortino ratioReturn per unit of downside risk

-4.75

Omega ratioGain probability vs. loss probability

1.17

1.87

-0.70

Calmar ratioReturn relative to maximum drawdown

1.12

13.25

-12.14

Martin ratioReturn relative to average drawdown

3.05

38.41

-35.37

XPXJ.L vs. FRXT.L - Sharpe Ratio Comparison

The current XPXJ.L Sharpe Ratio is 0.90, which is lower than the FRXT.L Sharpe Ratio of 5.43. The chart below compares the historical Sharpe Ratios of XPXJ.L and FRXT.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.


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Sharpe Ratios by Period


XPXJ.LFRXT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

5.43

-4.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.28

-0.69

Drawdowns

XPXJ.L vs. FRXT.L - Drawdown Comparison

The maximum XPXJ.L drawdown since its inception was -32.52%, 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 XPXJ.L and FRXT.L.


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Drawdown Indicators


XPXJ.LFRXT.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.52%

-28.86%

-3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-9.09%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-28.86%

+11.34%

Max Drawdown (5Y)

Largest decline over 5 years

-17.98%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

Current Drawdown

Current decline from peak

-7.63%

-1.57%

-6.06%

Average Drawdown

Average peak-to-trough decline

-6.74%

-6.95%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

3.14%

+0.34%

Volatility

XPXJ.L vs. FRXT.L - Volatility Comparison

The current volatility for Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C (XPXJ.L) is 3.47%, while Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a volatility of 9.21%. This indicates that XPXJ.L experiences smaller price fluctuations and is considered to be less risky 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


XPXJ.LFRXT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

9.21%

-5.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

17.85%

-8.55%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

22.19%

-10.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

20.73%

-6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

20.73%

-4.89%

XPXJ.L vs. FRXT.L - Expense Ratio Comparison

XPXJ.L has a 0.25% expense ratio, which is higher than FRXT.L's 0.19% 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

XPXJ.L vs. FRXT.L - Dividend Comparison

Neither XPXJ.L nor FRXT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XPXJ.L and FRXT.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FRXT.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FRXT.L is cheaper with a 0.19% expense ratio, compared with 0.25% for XPXJ.L.

XPXJ.L tracks MSCI Pacific Ex Japan NR USD, while FRXT.L tracks MSCI Taiwan NR USD. They also come from different issuers: Xtrackers and Franklin Templeton. Their fees differ too: 0.25% for XPXJ.L and 0.19% for FRXT.L.

Portfolio Optimizer

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