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BLDG vs. FLGV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLDG vs. FLGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Real Estate ETF (BLDG) and Franklin Liberty U.S. Treasury Bond ETF (FLGV). The values are adjusted to include any dividend payments, if applicable.

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BLDG vs. FLGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BLDG
Cambria Global Real Estate ETF
0.30%4.26%8.18%1.76%-14.66%22.47%15.37%
FLGV
Franklin Liberty U.S. Treasury Bond ETF
0.05%6.22%0.62%4.18%-11.53%-2.39%-0.71%

Returns By Period

In the year-to-date period, BLDG achieves a 0.30% return, which is significantly higher than FLGV's 0.05% return.


BLDG

1D
1.02%
1M
-5.57%
YTD
0.30%
6M
-2.22%
1Y
6.85%
3Y*
6.35%
5Y*
2.51%
10Y*

FLGV

1D
-0.14%
1M
-1.35%
YTD
0.05%
6M
0.50%
1Y
3.04%
3Y*
2.62%
5Y*
-0.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLDG vs. FLGV - Expense Ratio Comparison

BLDG has a 0.59% expense ratio, which is higher than FLGV's 0.09% expense ratio.


Return for Risk

BLDG vs. FLGV — Risk / Return Rank

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

BLDG
BLDG Risk / Return Rank: 2525
Overall Rank
BLDG Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BLDG Sortino Ratio Rank: 2525
Sortino Ratio Rank
BLDG Omega Ratio Rank: 2424
Omega Ratio Rank
BLDG Calmar Ratio Rank: 2424
Calmar Ratio Rank
BLDG Martin Ratio Rank: 2525
Martin Ratio Rank

FLGV
FLGV Risk / Return Rank: 3737
Overall Rank
FLGV Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FLGV Sortino Ratio Rank: 3636
Sortino Ratio Rank
FLGV Omega Ratio Rank: 2929
Omega Ratio Rank
FLGV Calmar Ratio Rank: 4848
Calmar Ratio Rank
FLGV Martin Ratio Rank: 3636
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.

BLDG vs. FLGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Real Estate ETF (BLDG) and Franklin Liberty U.S. Treasury Bond ETF (FLGV). 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.


BLDGFLGVDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.74

-0.22

Sortino ratio

Return per unit of downside risk

0.79

1.11

-0.32

Omega ratio

Gain probability vs. loss probability

1.10

1.13

-0.03

Calmar ratio

Return relative to maximum drawdown

0.68

1.34

-0.66

Martin ratio

Return relative to average drawdown

2.44

3.48

-1.04

BLDG vs. FLGV - Sharpe Ratio Comparison

The current BLDG Sharpe Ratio is 0.52, which is lower than the FLGV Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of BLDG and FLGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BLDGFLGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.74

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.00

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

-0.14

+0.53

Correlation

The correlation between BLDG and FLGV is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BLDG vs. FLGV - Dividend Comparison

BLDG's dividend yield for the trailing twelve months is around 6.05%, more than FLGV's 4.11% yield.


TTM202520242023202220212020
BLDG
Cambria Global Real Estate ETF
6.05%7.46%7.97%4.99%3.99%10.40%0.59%
FLGV
Franklin Liberty U.S. Treasury Bond ETF
4.11%4.07%4.13%3.46%2.21%1.92%0.97%

Drawdowns

BLDG vs. FLGV - Drawdown Comparison

The maximum BLDG drawdown since its inception was -27.25%, which is greater than FLGV's maximum drawdown of -17.63%. Use the drawdown chart below to compare losses from any high point for BLDG and FLGV.


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Drawdown Indicators


BLDGFLGVDifference

Max Drawdown

Largest peak-to-trough decline

-27.25%

-17.63%

-9.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-2.45%

-7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

-15.26%

-11.99%

Current Drawdown

Current decline from peak

-7.82%

-5.55%

-2.27%

Average Drawdown

Average peak-to-trough decline

-9.44%

-8.83%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

0.94%

+2.08%

Volatility

BLDG vs. FLGV - Volatility Comparison

Cambria Global Real Estate ETF (BLDG) has a higher volatility of 4.34% compared to Franklin Liberty U.S. Treasury Bond ETF (FLGV) at 1.45%. This indicates that BLDG's price experiences larger fluctuations and is considered to be riskier than FLGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLDGFLGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

1.45%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

2.53%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

13.34%

4.13%

+9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

5.41%

+9.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

5.19%

+10.41%