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ENOR vs. FLGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ENOR vs. FLGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Norway ETF (ENOR) and Franklin FTSE United Kingdom ETF (FLGB). The values are adjusted to include any dividend payments, if applicable.

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ENOR vs. FLGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENOR
iShares MSCI Norway ETF
26.82%32.00%-2.29%4.80%-12.53%18.69%2.54%12.77%-8.50%-2.25%
FLGB
Franklin FTSE United Kingdom ETF
4.65%33.73%8.77%14.33%-6.00%17.14%-9.47%23.23%-11.60%1.12%

Returns By Period

In the year-to-date period, ENOR achieves a 26.82% return, which is significantly higher than FLGB's 4.65% return.


ENOR

1D
-1.22%
1M
4.35%
YTD
26.82%
6M
26.29%
1Y
44.53%
3Y*
21.87%
5Y*
9.78%
10Y*
10.28%

FLGB

1D
1.61%
1M
-3.89%
YTD
4.65%
6M
10.11%
1Y
27.84%
3Y*
18.04%
5Y*
12.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ENOR vs. FLGB - Expense Ratio Comparison

ENOR has a 0.53% expense ratio, which is higher than FLGB's 0.09% expense ratio.


Return for Risk

ENOR vs. FLGB — Risk / Return Rank

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

ENOR
ENOR Risk / Return Rank: 8989
Overall Rank
ENOR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ENOR Sortino Ratio Rank: 9090
Sortino Ratio Rank
ENOR Omega Ratio Rank: 9090
Omega Ratio Rank
ENOR Calmar Ratio Rank: 8888
Calmar Ratio Rank
ENOR Martin Ratio Rank: 8989
Martin Ratio Rank

FLGB
FLGB Risk / Return Rank: 8383
Overall Rank
FLGB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FLGB Sortino Ratio Rank: 8383
Sortino Ratio Rank
FLGB Omega Ratio Rank: 8383
Omega Ratio Rank
FLGB Calmar Ratio Rank: 8080
Calmar Ratio Rank
FLGB Martin Ratio Rank: 8585
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.

ENOR vs. FLGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Norway ETF (ENOR) and Franklin FTSE United Kingdom ETF (FLGB). 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.


ENORFLGBDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.66

+0.28

Sortino ratio

Return per unit of downside risk

2.63

2.23

+0.40

Omega ratio

Gain probability vs. loss probability

1.40

1.34

+0.06

Calmar ratio

Return relative to maximum drawdown

2.97

2.35

+0.62

Martin ratio

Return relative to average drawdown

12.15

10.37

+1.78

ENOR vs. FLGB - Sharpe Ratio Comparison

The current ENOR Sharpe Ratio is 1.94, which is comparable to the FLGB Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of ENOR and FLGB, 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


ENORFLGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.66

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.74

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.42

-0.17

Correlation

The correlation between ENOR and FLGB is 0.69, 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

ENOR vs. FLGB - Dividend Comparison

ENOR's dividend yield for the trailing twelve months is around 2.33%, less than FLGB's 3.34% yield.


TTM20252024202320222021202020192018201720162015
ENOR
iShares MSCI Norway ETF
2.33%2.96%6.32%5.06%4.02%2.24%2.39%3.15%2.79%2.47%2.96%3.24%
FLGB
Franklin FTSE United Kingdom ETF
3.34%3.50%4.42%3.95%4.23%2.93%2.67%4.30%3.92%0.43%0.00%0.00%

Drawdowns

ENOR vs. FLGB - Drawdown Comparison

The maximum ENOR drawdown since its inception was -55.35%, which is greater than FLGB's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for ENOR and FLGB.


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Drawdown Indicators


ENORFLGBDifference

Max Drawdown

Largest peak-to-trough decline

-55.35%

-42.61%

-12.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.73%

-11.86%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-32.65%

-25.90%

-6.75%

Max Drawdown (10Y)

Largest decline over 10 years

-54.21%

Current Drawdown

Current decline from peak

-1.22%

-5.13%

+3.91%

Average Drawdown

Average peak-to-trough decline

-16.76%

-6.75%

-10.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

2.69%

+1.01%

Volatility

ENOR vs. FLGB - Volatility Comparison

iShares MSCI Norway ETF (ENOR) has a higher volatility of 7.59% compared to Franklin FTSE United Kingdom ETF (FLGB) at 6.64%. This indicates that ENOR's price experiences larger fluctuations and is considered to be riskier than FLGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENORFLGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

6.64%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.36%

10.32%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

23.07%

16.88%

+6.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.27%

16.47%

+5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

18.98%

+5.09%