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EASG vs. FLSW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EASG and FLSW is 0.63, 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.


Performance

EASG vs. FLSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Franklin FTSE Switzerland ETF (FLSW). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%December2025FebruaryMarchAprilMay
60.08%
87.30%
EASG
FLSW

Key characteristics

Sharpe Ratio

EASG:

0.33

FLSW:

1.01

Sortino Ratio

EASG:

0.63

FLSW:

1.60

Omega Ratio

EASG:

1.08

FLSW:

1.21

Calmar Ratio

EASG:

0.39

FLSW:

1.33

Martin Ratio

EASG:

1.04

FLSW:

3.11

Ulcer Index

EASG:

6.00%

FLSW:

5.46%

Daily Std Dev

EASG:

17.49%

FLSW:

15.34%

Max Drawdown

EASG:

-32.06%

FLSW:

-28.16%

Current Drawdown

EASG:

-1.98%

FLSW:

-1.80%

Returns By Period

In the year-to-date period, EASG achieves a 10.00% return, which is significantly lower than FLSW's 16.15% return.


EASG

YTD

10.00%

1M

9.14%

6M

6.45%

1Y

5.71%

5Y*

10.32%

10Y*

N/A

FLSW

YTD

16.15%

1M

8.51%

6M

9.86%

1Y

15.30%

5Y*

10.01%

10Y*

N/A

*Annualized

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EASG vs. FLSW - Expense Ratio Comparison

EASG has a 0.14% expense ratio, which is higher than FLSW's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

EASG vs. FLSW — Risk-Adjusted Performance Rank

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

EASG
The Risk-Adjusted Performance Rank of EASG is 4545
Overall Rank
The Sharpe Ratio Rank of EASG is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of EASG is 4545
Sortino Ratio Rank
The Omega Ratio Rank of EASG is 4343
Omega Ratio Rank
The Calmar Ratio Rank of EASG is 5252
Calmar Ratio Rank
The Martin Ratio Rank of EASG is 4242
Martin Ratio Rank

FLSW
The Risk-Adjusted Performance Rank of FLSW is 8383
Overall Rank
The Sharpe Ratio Rank of FLSW is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FLSW is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FLSW is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FLSW is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FLSW is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EASG vs. FLSW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Franklin FTSE Switzerland ETF (FLSW). 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.


The current EASG Sharpe Ratio is 0.33, which is lower than the FLSW Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of EASG and FLSW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.33
1.01
EASG
FLSW

Dividends

EASG vs. FLSW - Dividend Comparison

EASG's dividend yield for the trailing twelve months is around 2.67%, more than FLSW's 1.75% yield.


TTM2024202320222021202020192018
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
2.67%2.93%2.51%2.47%2.69%1.70%2.94%0.85%
FLSW
Franklin FTSE Switzerland ETF
1.75%2.04%2.36%2.02%1.86%2.28%1.15%2.85%

Drawdowns

EASG vs. FLSW - Drawdown Comparison

The maximum EASG drawdown since its inception was -32.06%, which is greater than FLSW's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for EASG and FLSW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.98%
-1.80%
EASG
FLSW

Volatility

EASG vs. FLSW - Volatility Comparison

Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) has a higher volatility of 4.59% compared to Franklin FTSE Switzerland ETF (FLSW) at 4.35%. This indicates that EASG's price experiences larger fluctuations and is considered to be riskier than FLSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
4.59%
4.35%
EASG
FLSW