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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.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
16.16%
7.71%
EWS
FLGR

Key characteristics

Sharpe Ratio

EWS:

2.27

FLGR:

1.47

Sortino Ratio

EWS:

3.06

FLGR:

2.11

Omega Ratio

EWS:

1.42

FLGR:

1.25

Calmar Ratio

EWS:

1.68

FLGR:

1.63

Martin Ratio

EWS:

14.79

FLGR:

6.34

Ulcer Index

EWS:

2.19%

FLGR:

3.40%

Daily Std Dev

EWS:

14.31%

FLGR:

14.63%

Max Drawdown

EWS:

-75.20%

FLGR:

-46.11%

Current Drawdown

EWS:

-1.58%

FLGR:

-0.24%

Returns By Period

In the year-to-date period, EWS achieves a 2.01% return, which is significantly lower than FLGR's 6.55% return.


EWS

YTD

2.01%

1M

2.34%

6M

16.16%

1Y

31.52%

5Y*

2.95%

10Y*

2.72%

FLGR

YTD

6.55%

1M

5.78%

6M

7.71%

1Y

20.73%

5Y*

6.19%

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.


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 Rank

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

EWS
The Risk-Adjusted Performance Rank of EWS is 7979
Overall Rank
The Sharpe Ratio Rank of EWS is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of EWS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of EWS is 8585
Omega Ratio Rank
The Calmar Ratio Rank of EWS is 5656
Calmar Ratio Rank
The Martin Ratio Rank of EWS is 8787
Martin Ratio Rank

FLGR
The Risk-Adjusted Performance Rank of FLGR is 5656
Overall Rank
The Sharpe Ratio Rank of FLGR is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FLGR is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FLGR is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FLGR is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FLGR is 5555
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.

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 2.27, compared to the broader market0.002.004.002.271.47
The chart of Sortino ratio for EWS, currently valued at 3.06, compared to the broader market0.005.0010.0015.003.062.11
The chart of Omega ratio for EWS, currently valued at 1.42, compared to the broader market1.002.003.001.421.25
The chart of Calmar ratio for EWS, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.001.681.63
The chart of Martin ratio for EWS, currently valued at 14.79, compared to the broader market0.0020.0040.0060.0080.00100.0014.796.34
EWS
FLGR

The current EWS Sharpe Ratio is 2.27, which is higher than the FLGR Sharpe Ratio of 1.47. 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
2.27
1.47
EWS
FLGR

Dividends

EWS vs. FLGR - Dividend Comparison

EWS's dividend yield for the trailing twelve months is around 4.19%, more than FLGR's 2.25% yield.


TTM20242023202220212020201920182017201620152014
EWS
iShares MSCI Singapore ETF
4.19%4.28%6.49%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%3.35%
FLGR
Franklin FTSE Germany ETF
2.25%2.40%2.99%3.50%2.67%2.61%2.52%3.06%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%AugustSeptemberOctoberNovemberDecember2025
-1.58%
-0.24%
EWS
FLGR

Volatility

EWS vs. FLGR - Volatility Comparison

The current volatility for iShares MSCI Singapore ETF (EWS) is 5.00%, while Franklin FTSE Germany ETF (FLGR) has a volatility of 5.60%. This indicates that EWS experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
5.00%
5.60%
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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