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EWQ vs. FLGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWQ vs. FLGB - Performance Comparison

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

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EWQ vs. FLGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWQ
iShares MSCI France ETF
-2.53%28.90%-5.63%21.71%-12.05%21.43%2.86%26.69%-12.90%-0.02%
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, EWQ achieves a -2.53% return, which is significantly lower than FLGB's 4.65% return.


EWQ

1D
1.08%
1M
-5.84%
YTD
-2.53%
6M
-0.94%
1Y
12.55%
3Y*
8.13%
5Y*
7.69%
10Y*
9.12%

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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EWQ vs. FLGB - Expense Ratio Comparison

EWQ has a 0.50% expense ratio, which is higher than FLGB's 0.09% expense ratio.


Return for Risk

EWQ vs. FLGB — Risk / Return Rank

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

EWQ
EWQ Risk / Return Rank: 3434
Overall Rank
EWQ Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EWQ Sortino Ratio Rank: 3535
Sortino Ratio Rank
EWQ Omega Ratio Rank: 3232
Omega Ratio Rank
EWQ Calmar Ratio Rank: 3636
Calmar Ratio Rank
EWQ Martin Ratio Rank: 3636
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.

EWQ vs. FLGB - Risk-Adjusted Trends Comparison

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


EWQFLGBDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.66

-1.00

Sortino ratio

Return per unit of downside risk

1.06

2.23

-1.17

Omega ratio

Gain probability vs. loss probability

1.14

1.34

-0.20

Calmar ratio

Return relative to maximum drawdown

0.96

2.35

-1.39

Martin ratio

Return relative to average drawdown

3.44

10.37

-6.93

EWQ vs. FLGB - Sharpe Ratio Comparison

The current EWQ Sharpe Ratio is 0.66, which is lower than the FLGB Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of EWQ 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


EWQFLGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.66

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.74

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.42

-0.15

Correlation

The correlation between EWQ and FLGB is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EWQ vs. FLGB - Dividend Comparison

EWQ's dividend yield for the trailing twelve months is around 2.70%, less than FLGB's 3.34% yield.


TTM20252024202320222021202020192018201720162015
EWQ
iShares MSCI France ETF
2.70%2.63%3.31%2.73%3.23%3.79%1.02%2.44%2.90%1.90%2.84%2.25%
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

EWQ vs. FLGB - Drawdown Comparison

The maximum EWQ drawdown since its inception was -61.41%, which is greater than FLGB's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for EWQ and FLGB.


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Drawdown Indicators


EWQFLGBDifference

Max Drawdown

Largest peak-to-trough decline

-61.41%

-42.61%

-18.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-11.86%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-31.46%

-25.90%

-5.56%

Max Drawdown (10Y)

Largest decline over 10 years

-39.23%

Current Drawdown

Current decline from peak

-9.31%

-5.13%

-4.18%

Average Drawdown

Average peak-to-trough decline

-16.13%

-6.75%

-9.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

2.69%

+1.16%

Volatility

EWQ vs. FLGB - Volatility Comparison

iShares MSCI France ETF (EWQ) has a higher volatility of 7.43% compared to Franklin FTSE United Kingdom ETF (FLGB) at 6.64%. This indicates that EWQ'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


EWQFLGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

6.64%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

10.32%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

19.08%

16.88%

+2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.57%

16.47%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

18.98%

+1.73%