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DINT vs. FLEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DINT vs. FLEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Select International ETF (DINT) and Franklin FTSE Eurozone ETF (FLEU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DINT achieves a 5.16% return, which is significantly lower than FLEU's 6.27% return.


DINT

1D
-1.54%
1M
5.23%
YTD
5.16%
6M
9.26%
1Y
23.40%
3Y*
20.43%
5Y*
6.61%
10Y*

FLEU

1D
-0.88%
1M
4.88%
YTD
6.27%
6M
9.17%
1Y
18.35%
3Y*
16.47%
5Y*
11.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DINT vs. FLEU - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DINT
Davis Select International ETF
5.16%32.66%20.56%6.73%-8.56%-14.93%22.78%29.39%-22.38%
FLEU
Franklin FTSE Eurozone ETF
6.27%41.56%2.26%16.21%-9.14%23.27%0.95%26.94%-7.10%

Correlation

The correlation between DINT and FLEU is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.69

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

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2018

0.63

The correlation between DINT and FLEU shifts across timeframes, from 0.63 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.

DINT vs. FLEU - Sectors Allocation Comparison


Sectors
DINT
FLEU

Financial Services

18.6%
24.8%

Industrials

12.5%
21.0%

Consumer Cyclical

10.4%
8.4%

Consumer Defensive

10.1%
5.2%

Basic Materials

6.3%
4.3%

Energy

4.9%
4.0%

Communication Services

4.8%
3.6%

Healthcare

2.9%
5.8%

Real Estate

2.5%
1.2%

Technology

1.9%
14.7%

Utilities

-

7.1%

Financial Services

DINT
18.6%
FLEU
24.8%

Industrials

DINT
12.5%
FLEU
21.0%

Consumer Cyclical

DINT
10.4%
FLEU
8.4%

Consumer Defensive

DINT
10.1%
FLEU
5.2%

Basic Materials

DINT
6.3%
FLEU
4.3%

Energy

DINT
4.9%
FLEU
4.0%

Communication Services

DINT
4.8%
FLEU
3.6%

Healthcare

DINT
2.9%
FLEU
5.8%

Real Estate

DINT
2.5%
FLEU
1.2%

Technology

DINT
1.9%
FLEU
14.7%

Utilities

DINT

-

FLEU
7.1%

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Return for Risk

DINT vs. FLEU — Risk / Return Rank

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

DINT
DINT Risk / Return Rank: 3636
Overall Rank
DINT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DINT Sortino Ratio Rank: 3535
Sortino Ratio Rank
DINT Omega Ratio Rank: 3535
Omega Ratio Rank
DINT Calmar Ratio Rank: 3636
Calmar Ratio Rank
DINT Martin Ratio Rank: 3838
Martin Ratio Rank

FLEU
FLEU Risk / Return Rank: 3030
Overall Rank
FLEU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FLEU Sortino Ratio Rank: 3030
Sortino Ratio Rank
FLEU Omega Ratio Rank: 3030
Omega Ratio Rank
FLEU Calmar Ratio Rank: 2828
Calmar Ratio Rank
FLEU Martin Ratio Rank: 3333
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.

DINT vs. FLEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select International ETF (DINT) and Franklin FTSE Eurozone ETF (FLEU). 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.


DINTFLEUDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratioReturn relative to maximum drawdown

1.80

1.37

+0.42

Martin ratioReturn relative to average drawdown

5.88

4.99

+0.89

DINT vs. FLEU - Sharpe Ratio Comparison

The current DINT Sharpe Ratio is 1.29, which is comparable to the FLEU Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of DINT and FLEU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DINTFLEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.08

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.73

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.57

-0.27

Drawdowns

DINT vs. FLEU - Drawdown Comparison

The maximum DINT drawdown since its inception was -45.12%, which is greater than FLEU's maximum drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for DINT and FLEU.


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Drawdown Indicators


DINTFLEUDifference

Max Drawdown

Largest peak-to-trough decline

-45.12%

-33.94%

-11.18%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-13.41%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-20.50%

-15.67%

-4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-39.96%

-18.67%

-21.29%

Current Drawdown

Current decline from peak

-1.54%

-1.50%

-0.04%

Average Drawdown

Average peak-to-trough decline

-15.21%

-4.71%

-10.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

3.68%

+0.31%

Volatility

DINT vs. FLEU - Volatility Comparison

Davis Select International ETF (DINT) has a higher volatility of 7.11% compared to Franklin FTSE Eurozone ETF (FLEU) at 6.75%. This indicates that DINT's price experiences larger fluctuations and is considered to be riskier than FLEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DINTFLEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

6.75%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

14.78%

14.38%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.26%

17.02%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.32%

16.34%

+6.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.00%

18.25%

+4.75%

DINT vs. FLEU - Expense Ratio Comparison

DINT has a 0.65% expense ratio, which is higher than FLEU's 0.09% expense ratio.


Dividends

DINT vs. FLEU - Dividend Comparison

DINT's dividend yield for the trailing twelve months is around 1.58%, less than FLEU's 2.09% yield.


PositionTTM202520242023202220212020201920182017
DINT
Davis Select International ETF
1.58%1.67%2.34%1.75%0.37%2.15%0.27%2.58%0.41%0.00%
FLEU
Franklin FTSE Eurozone ETF
2.09%2.22%3.18%3.25%21.45%3.03%1.94%6.06%12.17%0.07%

Frequently Asked Questions


DINT and FLEU have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DINT has higher volatility (7.11%) compared to FLEU (6.75%). In terms of maximum drawdown, DINT dropped -45.12% vs FLEU's -33.94%.

On 5-year performance, FLEU leads with 11.81% vs 6.61% for DINT. On fees, FLEU is cheaper at 0.09% per year. On volatility, FLEU has been the lower-risk option at 6.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLEU has performed better with a 11.81% return vs 6.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLEU is cheaper with a 0.09% expense ratio, compared with 0.65% for DINT.

FLEU has the higher dividend yield at 2.09%, compared with 1.58% for DINT.

DINT is categorized as Foreign Large Cap Equities, while FLEU is Europe Equities. They also come from different issuers: Davis Advisers and Franklin Templeton. Their fees differ too: 0.65% for DINT and 0.09% for FLEU.

DINT currently has the higher Sharpe Ratio (1.29 vs 1.08), 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.

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