XPXJ.L vs. FRXT.L
XPXJ.L (Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C) and FRXT.L (Franklin FTSE Taiwan UCITS ETF) are both Asia Pacific Equities funds - XPXJ.L tracks the MSCI Pacific Ex Japan NR USD while FRXT.L tracks the MSCI Taiwan NR USD. Both are passively managed. Over the past 3 years, XPXJ.L returned 8.28%/yr vs 41.30%/yr for FRXT.L. A 0.51 correlation means they provide meaningful diversification when combined. XPXJ.L charges 0.25%/yr vs 0.19%/yr for FRXT.L.
Performance
XPXJ.L vs. FRXT.L - Performance Comparison
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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*
- —
XPXJ.L vs. FRXT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
XPXJ.L
FRXT.L
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.L | FRXT.L | Difference | |
|---|---|---|---|
| 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 |
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
| XPXJ.L | FRXT.L | Difference | |
|---|---|---|---|
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.L | FRXT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.63% | -1.57% | -6.06% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -6.95% | +0.21% |
Ulcer IndexDepth 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.L | FRXT.L | Difference | |
|---|---|---|---|
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.
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.
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