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

Correlation

The correlation between ASEA and FLLA is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

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%NovemberDecember2025FebruaryMarchApril
29.89%
16.09%
ASEA
FLLA

Key characteristics

Sharpe Ratio

ASEA:

0.59

FLLA:

-0.07

Sortino Ratio

ASEA:

0.94

FLLA:

0.06

Omega Ratio

ASEA:

1.13

FLLA:

1.01

Calmar Ratio

ASEA:

0.49

FLLA:

-0.05

Martin Ratio

ASEA:

1.45

FLLA:

-0.11

Ulcer Index

ASEA:

7.53%

FLLA:

13.43%

Daily Std Dev

ASEA:

18.64%

FLLA:

21.90%

Max Drawdown

ASEA:

-44.14%

FLLA:

-53.87%

Current Drawdown

ASEA:

-10.36%

FLLA:

-10.28%

Returns By Period

In the year-to-date period, ASEA achieves a -0.43% return, which is significantly lower than FLLA's 23.48% return.


ASEA

YTD

-0.43%

1M

1.07%

6M

-4.18%

1Y

12.10%

5Y*

9.90%

10Y*

3.00%

FLLA

YTD

23.48%

1M

6.79%

6M

8.32%

1Y

-3.16%

5Y*

11.22%

10Y*

N/A

*Annualized

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.


Expense ratio chart for ASEA: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ASEA: 0.65%
Expense ratio chart for FLLA: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLLA: 0.19%

Risk-Adjusted Performance

ASEA vs. FLLA — Risk-Adjusted Performance Rank

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

ASEA
The Risk-Adjusted Performance Rank of ASEA is 6161
Overall Rank
The Sharpe Ratio Rank of ASEA is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ASEA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ASEA is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ASEA is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ASEA is 5151
Martin Ratio Rank

FLLA
The Risk-Adjusted Performance Rank of FLLA is 1818
Overall Rank
The Sharpe Ratio Rank of FLLA is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FLLA is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FLLA is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FLLA is 1717
Calmar Ratio Rank
The Martin Ratio Rank of FLLA is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ASEA, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.00
ASEA: 0.59
FLLA: -0.07
The chart of Sortino ratio for ASEA, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.00
ASEA: 0.94
FLLA: 0.06
The chart of Omega ratio for ASEA, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
ASEA: 1.13
FLLA: 1.01
The chart of Calmar ratio for ASEA, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.00
ASEA: 0.49
FLLA: -0.05
The chart of Martin ratio for ASEA, currently valued at 1.45, compared to the broader market0.0020.0040.0060.00
ASEA: 1.45
FLLA: -0.11

The current ASEA Sharpe Ratio is 0.59, which is higher than the FLLA Sharpe Ratio of -0.07. 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.59
-0.07
ASEA
FLLA

Dividends

ASEA vs. FLLA - Dividend Comparison

ASEA's dividend yield for the trailing twelve months is around 3.62%, less than FLLA's 5.70% yield.


TTM20242023202220212020201920182017201620152014
ASEA
Global X FTSE Southeast Asia ETF
3.62%3.61%3.76%2.23%4.18%2.27%2.51%3.08%1.59%2.78%3.64%2.65%
FLLA
Franklin FTSE Latin America ETF
5.70%7.04%5.44%9.55%7.60%2.12%3.17%0.48%0.00%0.00%0.00%0.00%

Drawdowns

ASEA vs. FLLA - Drawdown Comparison

The maximum ASEA drawdown since its inception was -44.14%, 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%NovemberDecember2025FebruaryMarchApril
-10.36%
-10.28%
ASEA
FLLA

Volatility

ASEA vs. FLLA - Volatility Comparison

Global X FTSE Southeast Asia ETF (ASEA) and Franklin FTSE Latin America ETF (FLLA) have volatilities of 11.81% and 12.05%, 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.81%
12.05%
ASEA
FLLA