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AIA vs. FLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AIA vs. FLTW

Last updated Jun 4, 2026

AIA (iShares Asia 50 ETF) and FLTW (Franklin FTSE Taiwan ETF) are both Asia Pacific Equities funds - AIA tracks the S&P Asia 50 while FLTW tracks the FTSE Taiwan RIC Capped Index. Both are passively managed. Over the past 5 years, AIA returned 12.42%/yr vs 21.84%/yr for FLTW. A 0.75 correlation means they provide meaningful diversification when combined. AIA charges 0.50%/yr vs 0.19%/yr for FLTW.

Performance

AIA vs. FLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia 50 ETF (AIA) and Franklin FTSE Taiwan ETF (FLTW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AIA achieves a 52.67% return, which is significantly lower than FLTW's 73.16% return.

AIA

1D
-1.19%
1M
18.04%
YTD
52.67%
6M
57.46%
1Y
100.69%
3Y*
38.58%
5Y*
12.42%
10Y*
15.48%

FLTW

1D
-0.16%
1M
20.90%
YTD
73.16%
6M
78.07%
1Y
122.77%
3Y*
43.09%
5Y*
21.84%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIA vs. FLTW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AIA
iShares Asia 50 ETF		52.67%47.79%20.26%4.32%-24.08%-10.91%33.73%22.21%-14.22%1.71%
FLTW
Franklin FTSE Taiwan ETF		73.16%32.00%16.68%30.05%-27.51%29.46%29.77%31.23%-9.32%-1.25%

Correlation

The correlation between AIA and FLTW is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.81

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

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2017

0.75

The correlation between AIA and FLTW has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

AIA vs. FLTW - Sectors Allocation Comparison

Sectors
AIA
FLTW

Technology

56.8%
75.6%

Financial Services

19.3%
12.6%

Consumer Cyclical

10.1%
1.7%

Communication Services

8.9%
1.6%

Industrials

2.6%
4.0%

Healthcare

0.9%
0.6%

Energy

0.7%
0.1%

Real Estate

0.6%

-

Basic Materials

-

2.9%

Consumer Defensive

-

0.9%

Utilities

-

-

Technology

AIA
56.8%
FLTW
75.6%

Financial Services

AIA
19.3%
FLTW
12.6%

Consumer Cyclical

AIA
10.1%
FLTW
1.7%

Communication Services

AIA
8.9%
FLTW
1.6%

Industrials

AIA
2.6%
FLTW
4.0%

Healthcare

AIA
0.9%
FLTW
0.6%

Energy

AIA
0.7%
FLTW
0.1%

Real Estate

AIA
0.6%
FLTW

-

Basic Materials

AIA

-

FLTW
2.9%

Consumer Defensive

AIA

-

FLTW
0.9%

Utilities

AIA

-

FLTW

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Asia 50 ETF

Franklin FTSE Taiwan ETF

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Return for Risk

AIA vs. FLTW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AIA
AIA Risk / Return Rank: 9393
Overall Rank
AIA Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AIA Sortino Ratio Rank: 9292
Sortino Ratio Rank
AIA Omega Ratio Rank: 9292
Omega Ratio Rank
AIA Calmar Ratio Rank: 9494
Calmar Ratio Rank
AIA Martin Ratio Rank: 9494
Martin Ratio Rank
FLTW
FLTW Risk / Return Rank: 9696
Overall Rank
FLTW Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 9595
Sortino Ratio Rank
FLTW Omega Ratio Rank: 9595
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLTW 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.

AIA vs. FLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and Franklin FTSE Taiwan ETF (FLTW). 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.

AIAFLTWDifference
Sharpe ratioReturn per unit of total volatility
3.94
4.75

-0.81

Sortino ratioReturn per unit of downside risk
4.57
5.21

-0.64

Omega ratioGain probability vs. loss probability

1.64

1.73

-0.09

Calmar ratioReturn relative to maximum drawdown

7.16

11.36

-4.20

Martin ratioReturn relative to average drawdown

26.55

35.77

-9.23

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIA vs. FLTW - Sharpe Ratio Comparison

The current AIA Sharpe Ratio is 3.94, which is comparable to the FLTW Sharpe Ratio of 4.75. The chart below compares the historical Sharpe Ratios of AIA and FLTW, 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

AIAFLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.94

4.75

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.98

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.95

-0.63

Drawdowns

AIA vs. FLTW - Drawdown Comparison

The maximum AIA drawdown since its inception was -60.89%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for AIA and FLTW.

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Drawdown Indicators

AIAFLTWDifference

Max Drawdown

Largest peak-to-trough decline

-60.89%

-38.00%

-22.89%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-10.87%

-3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-26.45%

+4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-50.17%

-38.00%

-12.17%

Max Drawdown (10Y)

Largest decline over 10 years

-54.64%

—

—

Current Drawdown

Current decline from peak

-1.19%

-0.16%

-1.03%

Average Drawdown

Average peak-to-trough decline

-16.68%

-8.43%

-8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

3.45%

+0.36%

Volatility

AIA vs. FLTW - Volatility Comparison

iShares Asia 50 ETF (AIA) and Franklin FTSE Taiwan ETF (FLTW) have volatilities of 11.22% and 11.77%, 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.

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Volatility by Period

AIAFLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.22%

11.77%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

21.71%

21.29%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

25.70%

26.00%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.51%

22.44%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.55%

21.77%

+1.78%

AIA vs. FLTW - Expense Ratio Comparison

AIA has a 0.50% expense ratio, which is higher than FLTW's 0.19% expense ratio.

Dividends

AIA vs. FLTW - Dividend Comparison

AIA's dividend yield for the trailing twelve months is around 1.64%, more than FLTW's 1.45% yield.

PositionTTM20252024202320222021202020192018201720162015
AIA
iShares Asia 50 ETF		1.64%2.50%2.78%2.07%2.59%1.54%1.11%2.24%2.49%1.45%2.29%2.88%
FLTW
Franklin FTSE Taiwan ETF		1.45%2.51%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%

Frequently Asked Questions

AIA and FLTW have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTW has higher volatility (11.77%) compared to AIA (11.22%). In terms of maximum drawdown, AIA dropped -60.89% vs FLTW's -38.00%.

On 5-year performance, FLTW leads with 21.84% vs 12.42% for AIA. On fees, FLTW is cheaper at 0.19% per year. On volatility, AIA has been the lower-risk option at 11.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLTW has performed better with a 21.84% return vs 12.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTW is cheaper with a 0.19% expense ratio, compared with 0.50% for AIA.

AIA has the higher dividend yield at 1.64%, compared with 1.45% for FLTW.

AIA tracks S&P Asia 50, while FLTW tracks FTSE Taiwan RIC Capped Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.50% for AIA and 0.19% for FLTW.

FLTW currently has the higher Sharpe Ratio (4.75 vs 3.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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