DHT vs. FLKR

Last updated Jul 11, 2026

DHT (DHT Holdings, Inc.) is a stock, while FLKR (Franklin FTSE South Korea ETF) is South Korea Equities fund tracking the FTSE South Korea RIC Capped Index. Over the past 5 years, DHT returned 32.02%/yr vs 17.20%/yr for FLKR. At a 0.20 correlation, their price movements are largely independent.

Performance

DHT vs. FLKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DHT Holdings, Inc. (DHT) and Franklin FTSE South Korea ETF (FLKR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DHT achieves a 54.52% return, which is significantly lower than FLKR's 88.17% return.

DHT

• 1D: 4.90%
• 1M: 6.67%
• 6M: 40.59%
• YTD: 54.52%
• 1Y: 74.34%
• 3Y*: 37.73%
• 5Y*: 32.02%
• 10Y*: 22.43%

FLKR

• 1D: -0.13%
• 1M: -5.67%
• 6M: 69.24%
• YTD: 88.17%
• 1Y: 153.09%
• 3Y*: 45.44%
• 5Y*: 17.20%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DHT vs. FLKR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DHT DHT Holdings, Inc.	54.52%	40.04%	3.58%	24.07%	73.87%	1.41%	-20.52%	118.96%	11.32%	-10.01%
FLKR Franklin FTSE South Korea ETF	88.17%	91.91%	-18.84%	19.16%	-27.50%	-7.54%	42.64%	8.88%	-21.30%	3.00%

Correlation

The correlation between DHT and FLKR is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017	0.20

Return for Risk

DHT vs. FLKR — Risk / Return Rank

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

DHT

DHT Risk / Return Rank: 91
DHT Sharpe Ratio Rank: 93
DHT Sortino Ratio Rank: 90
DHT Omega Ratio Rank: 87
DHT Calmar Ratio Rank: 93
DHT Martin Ratio Rank: 91

FLKR

FLKR Risk / Return Rank: 92
FLKR Sharpe Ratio Rank: 95
FLKR Sortino Ratio Rank: 87
FLKR Omega Ratio Rank: 90
FLKR Calmar Ratio Rank: 95
FLKR Martin Ratio Rank: 94

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.

DHT vs. FLKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DHT Holdings, Inc. (DHT) and Franklin FTSE South Korea ETF (FLKR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DHT	FLKR	Difference
Sharpe ratio: Return per unit of total volatility	2.16	3.07	-0.91
Sortino ratio: Return per unit of downside risk	2.84	3.16	-0.31
Omega ratio: Gain probability vs. loss probability	1.34	1.47	-0.13
Calmar ratio: Return relative to maximum drawdown	4.51	6.61	-2.10
Martin ratio: Return relative to average drawdown	10.76	20.76	-10.00

DHT vs. FLKR - Sharpe Ratio Comparison

The current DHT Sharpe Ratio is 2.16, which is comparable to the FLKR Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of DHT and FLKR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DHT vs. FLKR - Drawdown Comparison

The maximum DHT drawdown since its inception was -97.12%, which is greater than FLKR's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for DHT and FLKR.

Drawdown Indicators

	DHT	FLKR	Difference
Max Drawdown Largest peak-to-trough decline	-97.12%	-50.06%	-47.06%
Max Drawdown (1Y) Largest decline over 1 year	-17.18%	-23.03%	+5.85%
Max Drawdown (3Y) Largest decline over 3 years	-24.96%	-26.39%	+1.43%
Max Drawdown (5Y) Largest decline over 5 years	-34.44%	-48.14%	+13.70%
Max Drawdown (10Y) Largest decline over 10 years	-39.56%	—	—
Current Drawdown Current decline from peak	-64.33%	-16.53%	-47.80%
Average Drawdown Average peak-to-trough decline	-76.31%	-21.93%	-54.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.19%	7.32%	-0.13%

Volatility

DHT vs. FLKR - Volatility Comparison

The current volatility for DHT Holdings, Inc. (DHT) is 16.06%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 24.66%. This indicates that DHT experiences smaller price fluctuations and is considered to be less risky than FLKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DHT	FLKR	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.06%	24.66%	-8.60%
Volatility (6M) Calculated over the trailing 6-month period	29.23%	46.71%	-17.48%
Volatility (1Y) Calculated over the trailing 1-year period	36.01%	49.65%	-13.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.70%	30.98%	+7.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.66%	29.12%	+12.54%

Dividends

DHT vs. FLKR - Dividend Comparison

DHT's dividend yield for the trailing twelve months is around 8.28%, more than FLKR's 2.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DHT DHT Holdings, Inc.	8.28%	6.06%	10.76%	11.72%	1.35%	2.50%	25.81%	2.42%	2.04%	5.57%	17.15%	6.55%
FLKR Franklin FTSE South Korea ETF	2.45%	3.87%	7.08%	2.28%	3.13%	2.12%	0.99%	2.09%	1.86%	1.02%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DHT and FLKR in my portfolio?

DHT and FLKR have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DHT or FLKR?

FLKR has higher volatility (24.66%) compared to DHT (16.06%). In terms of maximum drawdown, DHT dropped -97.12% vs FLKR's -50.06%.

Which has better risk-adjusted returns?

FLKR currently has the higher Sharpe Ratio (3.07 vs 2.16), 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.