PortfoliosLab logoPortfoliosLab logo
CLU.NEO vs. FLUS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLU.NEO vs. FLUS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) and Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CLU.NEO achieves a 8.69% return, which is significantly lower than FLUS.TO's 14.22% return.


CLU.NEO

1D
-0.17%
1M
1.57%
YTD
8.69%
6M
10.48%
1Y
24.65%
3Y*
16.95%
5Y*
9.30%
10Y*
11.02%

FLUS.TO

1D
0.53%
1M
7.72%
YTD
14.22%
6M
8.80%
1Y
27.40%
3Y*
23.36%
5Y*
16.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLU.NEO vs. FLUS.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLU.NEO
iShares US Fundamental Index ETF (CAD-Hedged) Common Class
8.69%15.20%14.82%13.13%-9.37%31.13%3.57%25.41%-11.16%10.20%
FLUS.TO
Franklin U.S. Large Cap Multifactor Index ETF
14.22%10.48%34.58%20.92%-10.01%25.42%8.39%21.78%4.67%8.71%

Correlation

The correlation between CLU.NEO and FLUS.TO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.43

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2017

0.45

Compare stocks, funds, or ETFs

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


Return for Risk

CLU.NEO vs. FLUS.TO — Risk / Return Rank

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

CLU.NEO
CLU.NEO Risk / Return Rank: 8181
Overall Rank
CLU.NEO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CLU.NEO Sortino Ratio Rank: 8585
Sortino Ratio Rank
CLU.NEO Omega Ratio Rank: 8888
Omega Ratio Rank
CLU.NEO Calmar Ratio Rank: 7777
Calmar Ratio Rank
CLU.NEO Martin Ratio Rank: 7878
Martin Ratio Rank

FLUS.TO
FLUS.TO Risk / Return Rank: 6565
Overall Rank
FLUS.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FLUS.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
FLUS.TO Omega Ratio Rank: 7272
Omega Ratio Rank
FLUS.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
FLUS.TO Martin Ratio Rank: 6363
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.

CLU.NEO vs. FLUS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) and Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO). 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.


CLU.NEOFLUS.TODifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.54

1.42

+0.12

Calmar ratioReturn relative to maximum drawdown

3.86

2.98

+0.88

Martin ratioReturn relative to average drawdown

14.84

11.08

+3.76

CLU.NEO vs. FLUS.TO - Sharpe Ratio Comparison

The current CLU.NEO Sharpe Ratio is 2.50, which is comparable to the FLUS.TO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of CLU.NEO and FLUS.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CLU.NEOFLUS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.09

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

1.16

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.95

-0.34

Drawdowns

CLU.NEO vs. FLUS.TO - Drawdown Comparison

The maximum CLU.NEO drawdown since its inception was -39.93%, which is greater than FLUS.TO's maximum drawdown of -28.25%. Use the drawdown chart below to compare losses from any high point for CLU.NEO and FLUS.TO.


Loading charts...

Drawdown Indicators


CLU.NEOFLUS.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.93%

-28.25%

-11.68%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-9.24%

+2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-16.57%

-18.83%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.66%

-19.13%

-1.53%

Max Drawdown (10Y)

Largest decline over 10 years

-39.93%

Current Drawdown

Current decline from peak

-0.70%

0.00%

-0.70%

Average Drawdown

Average peak-to-trough decline

-4.74%

-3.65%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

2.48%

-0.78%

Volatility

CLU.NEO vs. FLUS.TO - Volatility Comparison

The current volatility for iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) is 2.30%, while Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) has a volatility of 3.91%. This indicates that CLU.NEO experiences smaller price fluctuations and is considered to be less risky than FLUS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CLU.NEOFLUS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

3.91%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

7.24%

10.68%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

13.16%

-3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

14.64%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

15.83%

+2.25%

CLU.NEO vs. FLUS.TO - Expense Ratio Comparison

CLU.NEO has a 0.72% expense ratio, which is higher than FLUS.TO's 0.29% expense ratio.


Dividends

CLU.NEO vs. FLUS.TO - Dividend Comparison

CLU.NEO's dividend yield for the trailing twelve months is around 1.20%, more than FLUS.TO's 0.62% yield.


PositionTTM20252024202320222021202020192018201720162015
CLU.NEO
iShares US Fundamental Index ETF (CAD-Hedged) Common Class
1.20%1.31%1.32%1.35%1.63%1.19%1.66%1.46%1.77%1.46%1.63%1.87%
FLUS.TO
Franklin U.S. Large Cap Multifactor Index ETF
0.62%0.73%0.91%1.20%1.72%1.74%1.62%1.83%1.66%0.51%0.00%0.00%

Frequently Asked Questions


CLU.NEO and FLUS.TO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLUS.TO is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLUS.TO is cheaper with a 0.29% expense ratio, compared with 0.72% for CLU.NEO.

CLU.NEO tracks FTSE RAFI US 1000 Canadian Dollar Hedged Index, while FLUS.TO tracks LibertyQ U.S. Large Cap Equity Index. They also come from different issuers: iShares and Franklin. Their fees differ too: 0.72% for CLU.NEO and 0.29% for FLUS.TO.

Portfolio Optimizer

Find the right allocation for CLU.NEO and FLUS.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer