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

Key characteristics


EWSFLGR
YTD Return2.51%4.29%
1Y Return4.22%9.41%
3Y Return (Ann)-2.20%-0.92%
5Y Return (Ann)-1.10%4.66%
Sharpe Ratio0.260.69
Daily Std Dev15.82%14.23%
Max Drawdown-75.21%-46.11%
Current Drawdown-11.50%-6.75%

Correlation

-0.50.00.51.00.6

The correlation between EWS and FLGR is 0.60, 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.

Performance

EWS vs. FLGR - Performance Comparison

In the year-to-date period, EWS achieves a 2.51% return, which is significantly lower than FLGR's 4.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%December2024FebruaryMarchAprilMay
-0.17%
12.43%
EWS
FLGR

Compare stocks, funds, or ETFs

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


iShares MSCI Singapore ETF

Franklin FTSE Germany ETF

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.


EWS
Sharpe ratio
The chart of Sharpe ratio for EWS, currently valued at 0.26, compared to the broader market-1.000.001.002.003.004.005.000.26
Sortino ratio
The chart of Sortino ratio for EWS, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.000.48
Omega ratio
The chart of Omega ratio for EWS, currently valued at 1.06, compared to the broader market0.501.001.502.002.501.06
Calmar ratio
The chart of Calmar ratio for EWS, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.000.18
Martin ratio
The chart of Martin ratio for EWS, currently valued at 0.56, compared to the broader market0.0020.0040.0060.0080.000.56
FLGR
Sharpe ratio
The chart of Sharpe ratio for FLGR, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.005.000.69
Sortino ratio
The chart of Sortino ratio for FLGR, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.001.08
Omega ratio
The chart of Omega ratio for FLGR, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for FLGR, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.000.39
Martin ratio
The chart of Martin ratio for FLGR, currently valued at 1.76, compared to the broader market0.0020.0040.0060.0080.001.76

EWS vs. FLGR - Sharpe Ratio Comparison

The current EWS Sharpe Ratio is 0.26, which is lower than the FLGR Sharpe Ratio of 0.69. The chart below compares the 12-month rolling Sharpe Ratio of EWS and FLGR.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.26
0.69
EWS
FLGR

Dividends

EWS vs. FLGR - Dividend Comparison

EWS's dividend yield for the trailing twelve months is around 6.34%, more than FLGR's 2.87% yield.


TTM20232022202120202019201820172016201520142013
EWS
iShares MSCI Singapore ETF
6.34%6.50%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
2.87%2.99%3.50%2.68%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 -75.21%, 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.


-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-11.50%
-6.75%
EWS
FLGR

Volatility

EWS vs. FLGR - Volatility Comparison

iShares MSCI Singapore ETF (EWS) has a higher volatility of 4.88% compared to Franklin FTSE Germany ETF (FLGR) at 4.31%. 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.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.88%
4.31%
EWS
FLGR