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EWU vs. FLGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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EWU vs. FLGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWU
iShares MSCI United Kingdom ETF
5.39%34.95%6.74%12.40%-4.39%18.19%-11.80%21.29%-14.30%4.07%
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, EWU achieves a 5.39% return, which is significantly higher than FLGB's 4.65% return.


EWU

1D
1.73%
1M
-3.68%
YTD
5.39%
6M
11.17%
1Y
28.77%
3Y*
17.49%
5Y*
12.27%
10Y*
8.23%

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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EWU vs. FLGB - Expense Ratio Comparison

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


Return for Risk

EWU vs. FLGB — Risk / Return Rank

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

EWU
EWU Risk / Return Rank: 8484
Overall Rank
EWU Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EWU Sortino Ratio Rank: 8383
Sortino Ratio Rank
EWU Omega Ratio Rank: 8484
Omega Ratio Rank
EWU Calmar Ratio Rank: 8282
Calmar Ratio Rank
EWU Martin Ratio Rank: 8686
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.

EWU vs. FLGB - Risk-Adjusted Trends 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.


EWUFLGBDifference

Sharpe ratio

Return per unit of total volatility

1.72

1.66

+0.07

Sortino ratio

Return per unit of downside risk

2.26

2.23

+0.03

Omega ratio

Gain probability vs. loss probability

1.34

1.34

0.00

Calmar ratio

Return relative to maximum drawdown

2.44

2.35

+0.09

Martin ratio

Return relative to average drawdown

10.73

10.37

+0.36

EWU vs. FLGB - Sharpe Ratio Comparison

The current EWU Sharpe Ratio is 1.72, which is comparable to the FLGB Sharpe Ratio of 1.66. 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.


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Sharpe Ratios by Period


EWUFLGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.66

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.74

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.42

-0.16

Correlation

The correlation between EWU and FLGB is 0.95, 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

EWU vs. FLGB - Dividend Comparison

EWU's dividend yield for the trailing twelve months is around 3.54%, more than FLGB's 3.34% yield.


TTM20252024202320222021202020192018201720162015
EWU
iShares MSCI United Kingdom ETF
3.54%3.73%4.16%4.14%3.43%4.35%2.48%4.13%4.98%3.91%3.97%4.11%
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

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.


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Drawdown Indicators


EWUFLGBDifference

Max Drawdown

Largest peak-to-trough decline

-63.99%

-42.61%

-21.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-11.86%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.91%

-25.90%

+0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-43.33%

Current Drawdown

Current decline from peak

-4.79%

-5.13%

+0.34%

Average Drawdown

Average peak-to-trough decline

-14.22%

-6.75%

-7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.69%

-0.02%

Volatility

EWU vs. FLGB - Volatility Comparison

iShares MSCI United Kingdom ETF (EWU) and Franklin FTSE United Kingdom ETF (FLGB) have volatilities of 6.76% and 6.64%, 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.


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Volatility by Period


EWUFLGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

6.64%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

10.32%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

16.88%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

16.47%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

18.98%

-0.17%