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EWK vs. FLHK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWK and FLHK is 0.45, 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.


-0.50.00.51.00.5

Performance

EWK vs. FLHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Belgium ETF (EWK) and Franklin FTSE Hong Kong ETF (FLHK). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-3.44%
10.53%
EWK
FLHK

Key characteristics

Sharpe Ratio

EWK:

0.53

FLHK:

0.48

Sortino Ratio

EWK:

0.82

FLHK:

0.84

Omega Ratio

EWK:

1.11

FLHK:

1.10

Calmar Ratio

EWK:

0.49

FLHK:

0.26

Martin Ratio

EWK:

1.44

FLHK:

0.95

Ulcer Index

EWK:

5.60%

FLHK:

11.28%

Daily Std Dev

EWK:

15.28%

FLHK:

22.33%

Max Drawdown

EWK:

-74.10%

FLHK:

-41.81%

Current Drawdown

EWK:

-8.56%

FLHK:

-29.62%

Returns By Period

In the year-to-date period, EWK achieves a 4.68% return, which is significantly higher than FLHK's 3.42% return.


EWK

YTD

4.68%

1M

4.65%

6M

-3.45%

1Y

6.77%

5Y*

2.12%

10Y*

3.54%

FLHK

YTD

3.42%

1M

5.14%

6M

10.51%

1Y

7.67%

5Y*

-2.36%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EWK vs. FLHK - Expense Ratio Comparison

EWK has a 0.49% expense ratio, which is higher than FLHK's 0.09% expense ratio.


EWK
iShares MSCI Belgium ETF
Expense ratio chart for EWK: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for FLHK: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

EWK vs. FLHK — Risk-Adjusted Performance Rank

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

EWK
The Risk-Adjusted Performance Rank of EWK is 2020
Overall Rank
The Sharpe Ratio Rank of EWK is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of EWK is 1919
Sortino Ratio Rank
The Omega Ratio Rank of EWK is 2020
Omega Ratio Rank
The Calmar Ratio Rank of EWK is 2525
Calmar Ratio Rank
The Martin Ratio Rank of EWK is 1818
Martin Ratio Rank

FLHK
The Risk-Adjusted Performance Rank of FLHK is 1717
Overall Rank
The Sharpe Ratio Rank of FLHK is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FLHK is 1919
Sortino Ratio Rank
The Omega Ratio Rank of FLHK is 1919
Omega Ratio Rank
The Calmar Ratio Rank of FLHK is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FLHK is 1414
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.

EWK vs. FLHK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Belgium ETF (EWK) and Franklin FTSE Hong Kong ETF (FLHK). 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.


Sharpe ratio
The chart of Sharpe ratio for EWK, currently valued at 0.53, compared to the broader market0.002.004.000.530.48
The chart of Sortino ratio for EWK, currently valued at 0.82, compared to the broader market0.005.0010.000.820.84
The chart of Omega ratio for EWK, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.10
The chart of Calmar ratio for EWK, currently valued at 0.49, compared to the broader market0.005.0010.0015.000.490.26
The chart of Martin ratio for EWK, currently valued at 1.44, compared to the broader market0.0020.0040.0060.0080.00100.001.440.95
EWK
FLHK

The current EWK Sharpe Ratio is 0.53, which is comparable to the FLHK Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of EWK and FLHK, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.53
0.48
EWK
FLHK

Dividends

EWK vs. FLHK - Dividend Comparison

EWK's dividend yield for the trailing twelve months is around 3.11%, less than FLHK's 4.31% yield.


TTM20242023202220212020201920182017201620152014
EWK
iShares MSCI Belgium ETF
3.11%3.25%2.09%2.58%3.63%1.66%2.77%2.77%2.91%1.75%2.06%1.85%
FLHK
Franklin FTSE Hong Kong ETF
4.31%4.46%5.40%3.85%2.81%3.11%3.00%2.59%0.25%0.00%0.00%0.00%

Drawdowns

EWK vs. FLHK - Drawdown Comparison

The maximum EWK drawdown since its inception was -74.10%, which is greater than FLHK's maximum drawdown of -41.81%. Use the drawdown chart below to compare losses from any high point for EWK and FLHK. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.56%
-29.62%
EWK
FLHK

Volatility

EWK vs. FLHK - Volatility Comparison

iShares MSCI Belgium ETF (EWK) has a higher volatility of 8.73% compared to Franklin FTSE Hong Kong ETF (FLHK) at 4.84%. This indicates that EWK's price experiences larger fluctuations and is considered to be riskier than FLHK 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%14.00%SeptemberOctoberNovemberDecember2025February
8.73%
4.84%
EWK
FLHK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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