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DVYA vs. FLJH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DVYA vs. FLJH

Last updated Jul 15, 2026
Documentation

DVYA (iShares Asia/Pacific Dividend ETF) and FLJH (Franklin FTSE Japan Hedged ETF) are both exchange-traded funds - DVYA is a Asia Pacific Equities fund tracking the Dow Jones Asia/Pacific Select Dividend 30 Index, while FLJH is a Japan Equities fund tracking the FTSE Japan RIC Capped Hedged to USD Net Tax Index. Both are passively managed. Over the past 5 years, DVYA returned 10.48%/yr vs 21.65%/yr for FLJH. A 0.53 correlation means they provide meaningful diversification when combined. DVYA charges 0.49%/yr vs 0.09%/yr for FLJH.

Performance

DVYA vs. FLJH - Performance Comparison

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

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Returns By Period

In the year-to-date period, DVYA achieves a 14.12% return, which is significantly lower than FLJH's 22.67% return.

DVYA

1D
1.32%
1M
1.08%
6M
9.64%
YTD
14.12%
1Y
30.18%
3Y*
20.03%
5Y*
10.48%
10Y*
6.69%

FLJH

1D
1.15%
1M
3.21%
6M
15.93%
YTD
22.67%
1Y
47.07%
3Y*
28.43%
5Y*
21.65%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVYA vs. FLJH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DVYA
iShares Asia/Pacific Dividend ETF		14.12%30.22%6.05%13.75%-2.17%3.41%-9.61%14.70%-14.87%3.69%
FLJH
Franklin FTSE Japan Hedged ETF		22.67%25.26%25.89%36.02%-2.75%12.68%10.65%20.34%-14.66%1.26%

Correlation

The correlation between DVYA and FLJH is 0.51, 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

0.51

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

0.47

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

0.53

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.53

The correlation between DVYA and FLJH has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.

DVYA vs. FLJH - Sectors Allocation Comparison

Sectors
DVYA
FLJH

Financial Services

30.8%
15.8%

Basic Materials

18.3%
4.4%

Consumer Cyclical

11.1%
12.7%

Real Estate

10.0%
3.0%

Industrials

6.7%
25.2%

Energy

4.8%
0.9%

Consumer Defensive

4.7%
4.0%

Communication Services

4.4%
8.0%

Utilities

4.1%
1.2%

Healthcare

3.4%
5.5%

Technology

1.8%
19.4%

Financial Services

DVYA
30.8%
FLJH
15.8%

Basic Materials

DVYA
18.3%
FLJH
4.4%

Consumer Cyclical

DVYA
11.1%
FLJH
12.7%

Real Estate

DVYA
10.0%
FLJH
3.0%

Industrials

DVYA
6.7%
FLJH
25.2%

Energy

DVYA
4.8%
FLJH
0.9%

Consumer Defensive

DVYA
4.7%
FLJH
4.0%

Communication Services

DVYA
4.4%
FLJH
8.0%

Utilities

DVYA
4.1%
FLJH
1.2%

Healthcare

DVYA
3.4%
FLJH
5.5%

Technology

DVYA
1.8%
FLJH
19.4%

Compare stocks, funds, or ETFs

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

iShares Asia/Pacific Dividend ETF

Franklin FTSE Japan Hedged ETF

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Return for Risk

DVYA vs. FLJH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DVYA
DVYA Risk / Return Rank: 8383
Overall Rank
DVYA Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DVYA Sortino Ratio Rank: 8686
Sortino Ratio Rank
DVYA Omega Ratio Rank: 8484
Omega Ratio Rank
DVYA Calmar Ratio Rank: 8383
Calmar Ratio Rank
DVYA Martin Ratio Rank: 7272
Martin Ratio Rank
FLJH
FLJH Risk / Return Rank: 9090
Overall Rank
FLJH Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FLJH Sortino Ratio Rank: 8989
Sortino Ratio Rank
FLJH Omega Ratio Rank: 9090
Omega Ratio Rank
FLJH Calmar Ratio Rank: 9090
Calmar Ratio Rank
FLJH Martin Ratio Rank: 9191
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. FLJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) and Franklin FTSE Japan Hedged ETF (FLJH). 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.

DVYAFLJHDifference
Sharpe ratioReturn per unit of total volatility
2.29
2.47

-0.18

Sortino ratioReturn per unit of downside risk
3.09
3.26

-0.17

Omega ratioGain probability vs. loss probability

1.40

1.45

-0.05

Calmar ratioReturn relative to maximum drawdown

3.51

4.38

-0.87

Martin ratioReturn relative to average drawdown

10.40

16.55

-6.15

DVYA vs. FLJH - Sharpe Ratio Comparison

The current DVYA Sharpe Ratio is 2.29, which is comparable to the FLJH Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of DVYA and FLJH, 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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Drawdowns

DVYA vs. FLJH - Drawdown Comparison

The maximum DVYA drawdown since its inception was -45.61%, which is greater than FLJH's maximum drawdown of -31.51%. Use the drawdown chart below to compare losses from any high point for DVYA and FLJH.

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Drawdown Indicators

DVYAFLJHDifference

Max Drawdown

Largest peak-to-trough decline

-45.61%

-31.51%

-14.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-10.80%

+2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-20.39%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-20.39%

-4.79%

Max Drawdown (10Y)

Largest decline over 10 years

-45.61%

—

—

Current Drawdown

Current decline from peak

-2.46%

-2.10%

-0.36%

Average Drawdown

Average peak-to-trough decline

-10.02%

-5.28%

-4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.85%

+0.06%

Volatility

DVYA vs. FLJH - Volatility Comparison

The current volatility for iShares Asia/Pacific Dividend ETF (DVYA) is 3.02%, while Franklin FTSE Japan Hedged ETF (FLJH) has a volatility of 6.88%. This indicates that DVYA experiences smaller price fluctuations and is considered to be less risky than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DVYAFLJHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

6.88%

-3.86%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

14.95%

-3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

19.18%

-5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

18.72%

-3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

19.88%

-2.48%

DVYA vs. FLJH - Expense Ratio Comparison

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

Dividends

DVYA vs. FLJH - Dividend Comparison

DVYA's dividend yield for the trailing twelve months is around 4.54%, more than FLJH's 2.45% yield.

PositionTTM20252024202320222021202020192018201720162015
DVYA
iShares Asia/Pacific Dividend ETF		4.54%4.71%5.97%6.48%7.29%5.81%3.66%5.52%6.24%4.74%4.79%5.33%
FLJH
Franklin FTSE Japan Hedged ETF		2.45%3.90%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.10%0.00%0.00%

Frequently Asked Questions

DVYA and FLJH have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLJH has higher volatility (6.88%) compared to DVYA (3.02%). In terms of maximum drawdown, DVYA dropped -45.61% vs FLJH's -31.51%.

On 5-year performance, FLJH leads with 21.65% vs 10.48% for DVYA. On fees, FLJH is cheaper at 0.09% per year. On volatility, DVYA has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLJH has performed better with a 21.65% return vs 10.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLJH is cheaper with a 0.09% expense ratio, compared with 0.49% for DVYA.

DVYA has the higher dividend yield at 4.54%, compared with 2.45% for FLJH.

DVYA is categorized as Asia Pacific Equities, while FLJH is Japan Equities. DVYA tracks Dow Jones Asia/Pacific Select Dividend 30 Index, while FLJH tracks FTSE Japan RIC Capped Hedged to USD Net Tax Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.49% for DVYA and 0.09% for FLJH.

FLJH currently has the higher Sharpe Ratio (2.47 vs 2.29), 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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