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EWU vs. FLGB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWU and FLGB is 0.94, 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.


-0.50.00.51.00.9

Performance

EWU vs. FLGB - Performance Comparison

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

-8.00%-6.00%-4.00%-2.00%0.00%2.00%SeptemberOctoberNovemberDecember2025February
-0.23%
1.71%
EWU
FLGB

Key characteristics

Sharpe Ratio

EWU:

1.38

FLGB:

1.54

Sortino Ratio

EWU:

1.93

FLGB:

2.16

Omega Ratio

EWU:

1.23

FLGB:

1.26

Calmar Ratio

EWU:

1.71

FLGB:

2.09

Martin Ratio

EWU:

4.48

FLGB:

5.61

Ulcer Index

EWU:

3.66%

FLGB:

3.25%

Daily Std Dev

EWU:

11.92%

FLGB:

11.90%

Max Drawdown

EWU:

-63.99%

FLGB:

-42.61%

Current Drawdown

EWU:

-0.94%

FLGB:

-0.81%

Returns By Period

The year-to-date returns for both investments are quite close, with EWU having a 7.82% return and FLGB slightly higher at 7.83%.


EWU

YTD

7.82%

1M

3.89%

6M

1.45%

1Y

16.50%

5Y*

6.12%

10Y*

3.55%

FLGB

YTD

7.83%

1M

4.01%

6M

3.31%

1Y

18.35%

5Y*

6.79%

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.


EWU vs. FLGB - Expense Ratio Comparison

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


EWU
iShares MSCI United Kingdom ETF
Expense ratio chart for EWU: 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 FLGB: 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

EWU vs. FLGB — Risk-Adjusted Performance Rank

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

EWU
The Risk-Adjusted Performance Rank of EWU is 5353
Overall Rank
The Sharpe Ratio Rank of EWU is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of EWU is 5555
Sortino Ratio Rank
The Omega Ratio Rank of EWU is 5252
Omega Ratio Rank
The Calmar Ratio Rank of EWU is 5858
Calmar Ratio Rank
The Martin Ratio Rank of EWU is 4545
Martin Ratio Rank

FLGB
The Risk-Adjusted Performance Rank of FLGB is 6161
Overall Rank
The Sharpe Ratio Rank of FLGB is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FLGB is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FLGB is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FLGB is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FLGB is 5353
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.

EWU vs. FLGB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom ETF (EWU) 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.


Sharpe ratio
The chart of Sharpe ratio for EWU, currently valued at 1.38, compared to the broader market0.002.004.001.381.54
The chart of Sortino ratio for EWU, currently valued at 1.93, compared to the broader market-2.000.002.004.006.008.0010.0012.001.932.16
The chart of Omega ratio for EWU, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.26
The chart of Calmar ratio for EWU, currently valued at 1.71, compared to the broader market0.005.0010.0015.001.712.09
The chart of Martin ratio for EWU, currently valued at 4.48, compared to the broader market0.0020.0040.0060.0080.00100.004.485.61
EWU
FLGB

The current EWU Sharpe Ratio is 1.38, which is comparable to the FLGB Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of EWU 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.38
1.54
EWU
FLGB

Dividends

EWU vs. FLGB - Dividend Comparison

EWU's dividend yield for the trailing twelve months is around 3.85%, less than FLGB's 4.10% yield.


TTM20242023202220212020201920182017201620152014
EWU
iShares MSCI United Kingdom ETF
3.85%4.16%4.14%3.42%4.35%2.48%4.13%4.98%3.91%3.97%4.11%7.59%
FLGB
Franklin FTSE United Kingdom ETF
4.10%4.42%3.95%4.24%2.93%2.67%4.30%3.92%0.44%0.00%0.00%0.00%

Drawdowns

EWU vs. FLGB - Drawdown Comparison

The maximum EWU drawdown since its inception was -63.99%, which is greater than FLGB's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for EWU and FLGB. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.94%
-0.81%
EWU
FLGB

Volatility

EWU vs. FLGB - Volatility Comparison

iShares MSCI United Kingdom ETF (EWU) and Franklin FTSE United Kingdom ETF (FLGB) have volatilities of 3.16% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2025February
3.16%
3.10%
EWU
FLGB
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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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