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ASEA vs. FLLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASEA and FLLA is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ASEA vs. FLLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X FTSE Southeast Asia ETF (ASEA) and Franklin FTSE Latin America ETF (FLLA). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
30.07%
-6.11%
ASEA
FLLA

Key characteristics

Sharpe Ratio

ASEA:

0.92

FLLA:

-1.34

Sortino Ratio

ASEA:

1.33

FLLA:

-1.83

Omega Ratio

ASEA:

1.17

FLLA:

0.79

Calmar Ratio

ASEA:

1.19

FLLA:

-0.91

Martin Ratio

ASEA:

3.57

FLLA:

-1.88

Ulcer Index

ASEA:

3.78%

FLLA:

13.20%

Daily Std Dev

ASEA:

14.64%

FLLA:

18.54%

Max Drawdown

ASEA:

-44.13%

FLLA:

-53.87%

Current Drawdown

ASEA:

-10.24%

FLLA:

-27.45%

Returns By Period

In the year-to-date period, ASEA achieves a 9.49% return, which is significantly higher than FLLA's -27.00% return.


ASEA

YTD

9.49%

1M

-3.19%

6M

12.71%

1Y

12.34%

5Y*

3.26%

10Y*

3.24%

FLLA

YTD

-27.00%

1M

-9.19%

6M

-13.27%

1Y

-26.05%

5Y*

-3.91%

10Y*

N/A

Compare stocks, funds, or ETFs

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


ASEA vs. FLLA - Expense Ratio Comparison

ASEA has a 0.65% expense ratio, which is higher than FLLA's 0.19% expense ratio.


ASEA
Global X FTSE Southeast Asia ETF
Expense ratio chart for ASEA: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for FLLA: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

ASEA vs. FLLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X FTSE Southeast Asia ETF (ASEA) and Franklin FTSE Latin America ETF (FLLA). 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.


Sharpe ratio
The chart of Sharpe ratio for ASEA, currently valued at 0.92, compared to the broader market0.002.004.000.92-1.34
The chart of Sortino ratio for ASEA, currently valued at 1.33, compared to the broader market-2.000.002.004.006.008.0010.001.33-1.83
The chart of Omega ratio for ASEA, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.170.79
The chart of Calmar ratio for ASEA, currently valued at 1.19, compared to the broader market0.005.0010.0015.001.19-0.91
The chart of Martin ratio for ASEA, currently valued at 3.57, compared to the broader market0.0020.0040.0060.0080.00100.003.57-1.88
ASEA
FLLA

The current ASEA Sharpe Ratio is 0.92, which is higher than the FLLA Sharpe Ratio of -1.34. The chart below compares the historical Sharpe Ratios of ASEA and FLLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.92
-1.34
ASEA
FLLA

Dividends

ASEA vs. FLLA - Dividend Comparison

ASEA's dividend yield for the trailing twelve months is around 3.82%, more than FLLA's 3.28% yield.


TTM20232022202120202019201820172016201520142013
ASEA
Global X FTSE Southeast Asia ETF
3.82%3.76%2.23%4.18%2.27%2.51%3.08%1.59%2.78%3.64%2.65%3.83%
FLLA
Franklin FTSE Latin America ETF
3.28%5.44%9.55%7.60%2.12%3.17%0.48%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASEA vs. FLLA - Drawdown Comparison

The maximum ASEA drawdown since its inception was -44.13%, smaller than the maximum FLLA drawdown of -53.87%. Use the drawdown chart below to compare losses from any high point for ASEA and FLLA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.24%
-27.45%
ASEA
FLLA

Volatility

ASEA vs. FLLA - Volatility Comparison

The current volatility for Global X FTSE Southeast Asia ETF (ASEA) is 4.74%, while Franklin FTSE Latin America ETF (FLLA) has a volatility of 7.44%. This indicates that ASEA experiences smaller price fluctuations and is considered to be less risky than FLLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.74%
7.44%
ASEA
FLLA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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