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EPOL vs. FLGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EPOL vs. FLGB - Performance Comparison

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

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EPOL vs. FLGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPOL
iShares MSCI Poland ETF
4.49%77.34%-2.61%50.70%-24.62%12.21%-8.38%-6.13%-13.76%2.11%
FLGB
Franklin FTSE United Kingdom ETF
4.30%33.73%8.77%14.33%-6.00%17.14%-9.47%23.23%-11.60%1.12%

Returns By Period

The year-to-date returns for both stocks are quite close, with EPOL having a 4.49% return and FLGB slightly lower at 4.30%.


EPOL

1D
0.79%
1M
3.49%
YTD
4.49%
6M
15.84%
1Y
34.32%
3Y*
38.60%
5Y*
18.70%
10Y*
9.11%

FLGB

1D
-0.34%
1M
-1.51%
YTD
4.30%
6M
10.24%
1Y
27.05%
3Y*
17.39%
5Y*
12.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EPOL vs. FLGB - Expense Ratio Comparison

EPOL has a 0.61% expense ratio, which is higher than FLGB's 0.09% expense ratio.


Return for Risk

EPOL vs. FLGB — Risk / Return Rank

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

EPOL
EPOL Risk / Return Rank: 7070
Overall Rank
EPOL Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 7171
Sortino Ratio Rank
EPOL Omega Ratio Rank: 6262
Omega Ratio Rank
EPOL Calmar Ratio Rank: 7878
Calmar Ratio Rank
EPOL Martin Ratio Rank: 7272
Martin Ratio Rank

FLGB
FLGB Risk / Return Rank: 7979
Overall Rank
FLGB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FLGB Sortino Ratio Rank: 8080
Sortino Ratio Rank
FLGB Omega Ratio Rank: 8080
Omega Ratio Rank
FLGB Calmar Ratio Rank: 7474
Calmar Ratio Rank
FLGB Martin Ratio Rank: 8080
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.

EPOL vs. FLGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Poland ETF (EPOL) 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.


EPOLFLGBDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.61

-0.36

Sortino ratio

Return per unit of downside risk

1.89

2.18

-0.29

Omega ratio

Gain probability vs. loss probability

1.24

1.33

-0.08

Calmar ratio

Return relative to maximum drawdown

2.49

2.31

+0.18

Martin ratio

Return relative to average drawdown

8.59

10.11

-1.52

EPOL vs. FLGB - Sharpe Ratio Comparison

The current EPOL Sharpe Ratio is 1.24, which is comparable to the FLGB Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of EPOL 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


EPOLFLGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.61

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.74

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.42

-0.23

Correlation

The correlation between EPOL and FLGB is 0.62, 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

EPOL vs. FLGB - Dividend Comparison

EPOL's dividend yield for the trailing twelve months is around 4.57%, more than FLGB's 3.35% yield.


TTM20252024202320222021202020192018201720162015
EPOL
iShares MSCI Poland ETF
4.57%4.78%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%
FLGB
Franklin FTSE United Kingdom ETF
3.35%3.50%4.42%3.95%4.23%2.93%2.67%4.30%3.92%0.43%0.00%0.00%

Drawdowns

EPOL vs. FLGB - Drawdown Comparison

The maximum EPOL drawdown since its inception was -63.72%, which is greater than FLGB's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for EPOL and FLGB.


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Drawdown Indicators


EPOLFLGBDifference

Max Drawdown

Largest peak-to-trough decline

-63.72%

-42.61%

-21.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-11.21%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-54.21%

-25.90%

-28.31%

Max Drawdown (10Y)

Largest decline over 10 years

-61.41%

Current Drawdown

Current decline from peak

-5.13%

-5.45%

+0.32%

Average Drawdown

Average peak-to-trough decline

-27.15%

-6.75%

-20.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

2.71%

+1.57%

Volatility

EPOL vs. FLGB - Volatility Comparison

iShares MSCI Poland ETF (EPOL) has a higher volatility of 9.25% compared to Franklin FTSE United Kingdom ETF (FLGB) at 6.61%. This indicates that EPOL'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


EPOLFLGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.25%

6.61%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

16.37%

10.28%

+6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

27.75%

16.88%

+10.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.99%

16.47%

+12.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.66%

18.97%

+8.69%