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DVYA vs. FLEU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DVYA vs. FLEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia/Pacific Dividend ETF (DVYA) and Franklin FTSE Eurozone ETF (FLEU). The values are adjusted to include any dividend payments, if applicable.

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DVYA vs. FLEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DVYA
iShares Asia/Pacific Dividend ETF
9.80%30.22%6.05%13.75%-2.17%3.41%-9.61%14.70%-14.87%3.20%
FLEU
Franklin FTSE Eurozone ETF
-2.81%41.56%2.26%16.21%-9.14%23.27%0.95%26.94%-8.54%-1.24%

Returns By Period

In the year-to-date period, DVYA achieves a 9.80% return, which is significantly higher than FLEU's -2.81% return.


DVYA

1D
2.21%
1M
-6.15%
YTD
9.80%
6M
16.60%
1Y
42.30%
3Y*
19.30%
5Y*
9.83%
10Y*
7.47%

FLEU

1D
3.62%
1M
-9.14%
YTD
-2.81%
6M
1.86%
1Y
21.11%
3Y*
14.33%
5Y*
10.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DVYA vs. FLEU - Expense Ratio Comparison

DVYA has a 0.49% expense ratio, which is higher than FLEU's 0.09% expense ratio.


Return for Risk

DVYA vs. FLEU — Risk / Return Rank

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

DVYA
DVYA Risk / Return Rank: 9595
Overall Rank
DVYA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DVYA Sortino Ratio Rank: 9696
Sortino Ratio Rank
DVYA Omega Ratio Rank: 9696
Omega Ratio Rank
DVYA Calmar Ratio Rank: 9191
Calmar Ratio Rank
DVYA Martin Ratio Rank: 9595
Martin Ratio Rank

FLEU
FLEU Risk / Return Rank: 6464
Overall Rank
FLEU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FLEU Sortino Ratio Rank: 6868
Sortino Ratio Rank
FLEU Omega Ratio Rank: 6464
Omega Ratio Rank
FLEU Calmar Ratio Rank: 6161
Calmar Ratio Rank
FLEU Martin Ratio Rank: 6060
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.

DVYA vs. FLEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) 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.


DVYAFLEUDifference

Sharpe ratio

Return per unit of total volatility

2.60

1.10

+1.49

Sortino ratio

Return per unit of downside risk

3.22

1.66

+1.56

Omega ratio

Gain probability vs. loss probability

1.51

1.23

+0.28

Calmar ratio

Return relative to maximum drawdown

3.13

1.48

+1.65

Martin ratio

Return relative to average drawdown

15.73

5.76

+9.97

DVYA vs. FLEU - Sharpe Ratio Comparison

The current DVYA Sharpe Ratio is 2.60, which is higher than the FLEU Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of DVYA and FLEU, 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


DVYAFLEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

1.10

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.69

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.52

-0.22

Correlation

The correlation between DVYA and FLEU is 0.59, 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.


Dividends

DVYA vs. FLEU - Dividend Comparison

DVYA's dividend yield for the trailing twelve months is around 4.47%, more than FLEU's 2.29% yield.


TTM20252024202320222021202020192018201720162015
DVYA
iShares Asia/Pacific Dividend ETF
4.47%4.71%5.97%6.48%7.29%5.81%3.66%5.52%6.24%4.74%4.79%5.33%
FLEU
Franklin FTSE Eurozone ETF
2.29%2.22%3.18%3.25%21.45%3.03%1.94%6.06%12.17%0.07%0.00%0.00%

Drawdowns

DVYA vs. FLEU - Drawdown Comparison

The maximum DVYA drawdown since its inception was -45.61%, which is greater than FLEU's maximum drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for DVYA and FLEU.


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Drawdown Indicators


DVYAFLEUDifference

Max Drawdown

Largest peak-to-trough decline

-45.61%

-33.94%

-11.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-13.41%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.59%

-18.67%

-6.92%

Max Drawdown (10Y)

Largest decline over 10 years

-45.61%

Current Drawdown

Current decline from peak

-6.15%

-9.92%

+3.77%

Average Drawdown

Average peak-to-trough decline

-10.16%

-4.73%

-5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

3.45%

-0.80%

Volatility

DVYA vs. FLEU - Volatility Comparison

The current volatility for iShares Asia/Pacific Dividend ETF (DVYA) is 6.20%, while Franklin FTSE Eurozone ETF (FLEU) has a volatility of 8.86%. This indicates that DVYA experiences smaller price fluctuations and is considered to be less risky 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


DVYAFLEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

8.86%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

12.19%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

19.25%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

15.91%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

18.16%

-0.58%