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EWS vs. FLGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWS and FLGR is 0.59, 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.


-0.50.00.51.00.6

Performance

EWS vs. FLGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Singapore ETF (EWS) and Franklin FTSE Germany ETF (FLGR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
18.52%
20.13%
EWS
FLGR

Key characteristics

Sharpe Ratio

EWS:

2.05

FLGR:

0.94

Sortino Ratio

EWS:

2.83

FLGR:

1.37

Omega Ratio

EWS:

1.38

FLGR:

1.16

Calmar Ratio

EWS:

1.55

FLGR:

0.95

Martin Ratio

EWS:

11.10

FLGR:

4.13

Ulcer Index

EWS:

2.69%

FLGR:

3.22%

Daily Std Dev

EWS:

14.53%

FLGR:

14.12%

Max Drawdown

EWS:

-75.20%

FLGR:

-46.11%

Current Drawdown

EWS:

-3.83%

FLGR:

-5.69%

Returns By Period

In the year-to-date period, EWS achieves a 21.71% return, which is significantly higher than FLGR's 11.43% return.


EWS

YTD

21.71%

1M

-2.06%

6M

17.50%

1Y

27.15%

5Y*

2.52%

10Y*

2.46%

FLGR

YTD

11.43%

1M

2.32%

6M

6.38%

1Y

11.99%

5Y*

5.09%

10Y*

N/A

Compare stocks, funds, or ETFs

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


EWS vs. FLGR - Expense Ratio Comparison

EWS has a 0.50% expense ratio, which is higher than FLGR's 0.09% expense ratio.


EWS
iShares MSCI Singapore ETF
Expense ratio chart for EWS: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FLGR: 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

EWS vs. FLGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Singapore ETF (EWS) and Franklin FTSE Germany ETF (FLGR). 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 EWS, currently valued at 2.05, compared to the broader market0.002.004.002.050.94
The chart of Sortino ratio for EWS, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.0010.002.831.37
The chart of Omega ratio for EWS, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.16
The chart of Calmar ratio for EWS, currently valued at 1.55, compared to the broader market0.005.0010.0015.001.550.95
The chart of Martin ratio for EWS, currently valued at 11.10, compared to the broader market0.0020.0040.0060.0080.00100.0011.104.13
EWS
FLGR

The current EWS Sharpe Ratio is 2.05, which is higher than the FLGR Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of EWS and FLGR, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.05
0.94
EWS
FLGR

Dividends

EWS vs. FLGR - Dividend Comparison

EWS's dividend yield for the trailing twelve months is around 4.29%, more than FLGR's 2.38% yield.


TTM20232022202120202019201820172016201520142013
EWS
iShares MSCI Singapore ETF
4.29%6.49%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%3.35%3.77%
FLGR
Franklin FTSE Germany ETF
2.38%2.99%3.50%2.67%2.61%2.52%3.06%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EWS vs. FLGR - Drawdown Comparison

The maximum EWS drawdown since its inception was -75.20%, which is greater than FLGR's maximum drawdown of -46.11%. Use the drawdown chart below to compare losses from any high point for EWS and FLGR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.83%
-5.69%
EWS
FLGR

Volatility

EWS vs. FLGR - Volatility Comparison

iShares MSCI Singapore ETF (EWS) has a higher volatility of 3.89% compared to Franklin FTSE Germany ETF (FLGR) at 3.59%. This indicates that EWS's price experiences larger fluctuations and is considered to be riskier than FLGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.89%
3.59%
EWS
FLGR
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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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