ELD vs. FLBR
Compare and contrast key facts about WisdomTree Emerging Markets Local Debt Fund (ELD) and Franklin FTSE Brazil ETF (FLBR).
ELD and FLBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ELD is an actively managed fund by WisdomTree. It was launched on Aug 9, 2010. FLBR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Brazil RIC Capped Index. It was launched on Nov 3, 2017.
Performance
ELD vs. FLBR - Performance Comparison
Loading graphics...
ELD vs. FLBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELD WisdomTree Emerging Markets Local Debt Fund | -1.49% | 21.77% | -4.56% | 14.29% | -9.25% | -9.75% | 1.79% | 12.89% | -7.53% | 2.50% |
FLBR Franklin FTSE Brazil ETF | 25.72% | 45.57% | -27.58% | 33.19% | 10.44% | -16.78% | -20.13% | 28.47% | -2.13% | 2.27% |
Returns By Period
In the year-to-date period, ELD achieves a -1.49% return, which is significantly lower than FLBR's 25.72% return.
ELD
- 1D
- 1.87%
- 1M
- -3.40%
- YTD
- -1.49%
- 6M
- 1.35%
- 1Y
- 13.92%
- 3Y*
- 7.23%
- 5Y*
- 2.73%
- 10Y*
- 2.58%
FLBR
- 1D
- 0.25%
- 1M
- 0.42%
- YTD
- 25.72%
- 6M
- 33.59%
- 1Y
- 55.44%
- 3Y*
- 21.82%
- 5Y*
- 12.82%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ELD vs. FLBR - Expense Ratio Comparison
ELD has a 0.55% expense ratio, which is higher than FLBR's 0.19% expense ratio.
Return for Risk
ELD vs. FLBR — Risk / Return Rank
ELD
FLBR
ELD vs. FLBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Local Debt Fund (ELD) and Franklin FTSE Brazil ETF (FLBR). 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.
| ELD | FLBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 2.14 | -0.67 |
Sortino ratioReturn per unit of downside risk | 2.14 | 2.70 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 4.85 | -3.15 |
Martin ratioReturn relative to average drawdown | 7.32 | 13.62 | -6.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ELD | FLBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 2.14 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.46 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.19 | -0.08 |
Correlation
The correlation between ELD and FLBR is 0.51, 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
ELD vs. FLBR - Dividend Comparison
ELD's dividend yield for the trailing twelve months is around 5.75%, less than FLBR's 6.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELD WisdomTree Emerging Markets Local Debt Fund | 5.75% | 5.38% | 5.75% | 4.85% | 5.29% | 4.98% | 4.70% | 4.92% | 6.30% | 4.68% | 4.86% | 5.57% |
FLBR Franklin FTSE Brazil ETF | 6.13% | 7.71% | 7.68% | 8.84% | 11.99% | 8.71% | 2.32% | 3.42% | 3.72% | 0.42% | 0.00% | 0.00% |
Drawdowns
ELD vs. FLBR - Drawdown Comparison
The maximum ELD drawdown since its inception was -31.92%, smaller than the maximum FLBR drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for ELD and FLBR.
Loading graphics...
Drawdown Indicators
| ELD | FLBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.92% | -57.42% | +25.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -11.69% | +4.54% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -32.74% | +9.18% |
Max Drawdown (10Y)Largest decline over 10 years | -25.15% | — | — |
Current DrawdownCurrent decline from peak | -4.90% | -1.44% | -3.46% |
Average DrawdownAverage peak-to-trough decline | -13.43% | -18.87% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 4.16% | -2.50% |
Volatility
ELD vs. FLBR - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Local Debt Fund (ELD) is 4.33%, while Franklin FTSE Brazil ETF (FLBR) has a volatility of 11.31%. This indicates that ELD experiences smaller price fluctuations and is considered to be less risky than FLBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ELD | FLBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 11.31% | -6.98% |
Volatility (6M)Calculated over the trailing 6-month period | 6.20% | 19.89% | -13.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.62% | 26.02% | -16.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.86% | 27.73% | -16.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.28% | 33.23% | -21.95% |