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ELD vs. FLBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ELD vs. FLBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Local Debt Fund (ELD) and Franklin FTSE Brazil ETF (FLBR). The values are adjusted to include any dividend payments, if applicable.

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ELD vs. FLBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

ELD
ELD Risk / Return Rank: 7373
Overall Rank
ELD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ELD Sortino Ratio Rank: 8080
Sortino Ratio Rank
ELD Omega Ratio Rank: 7575
Omega Ratio Rank
ELD Calmar Ratio Rank: 6464
Calmar Ratio Rank
ELD Martin Ratio Rank: 6868
Martin Ratio Rank

FLBR
FLBR Risk / Return Rank: 9292
Overall Rank
FLBR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLBR Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLBR Omega Ratio Rank: 8989
Omega Ratio Rank
FLBR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLBR Martin Ratio Rank: 9292
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.

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.


ELDFLBRDifference

Sharpe ratio

Return per unit of total volatility

1.47

2.14

-0.67

Sortino ratio

Return per unit of downside risk

2.14

2.70

-0.56

Omega ratio

Gain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratio

Return relative to maximum drawdown

1.70

4.85

-3.15

Martin ratio

Return relative to average drawdown

7.32

13.62

-6.30

ELD vs. FLBR - Sharpe Ratio Comparison

The current ELD Sharpe Ratio is 1.47, which is lower than the FLBR Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of ELD and FLBR, 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


ELDFLBRDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


ELDFLBRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.90%

-1.44%

-3.46%

Average Drawdown

Average peak-to-trough decline

-13.43%

-18.87%

+5.44%

Ulcer Index

Depth 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.


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Volatility by Period


ELDFLBRDifference

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%