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EWY vs. FLKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWY and FLKR is 0.96, 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.


-0.50.00.51.01.0

Performance

EWY vs. FLKR - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-19.53%
-16.56%
EWY
FLKR

Key characteristics

Sharpe Ratio

EWY:

-0.66

FLKR:

-0.60

Sortino Ratio

EWY:

-0.81

FLKR:

-0.73

Omega Ratio

EWY:

0.90

FLKR:

0.91

Calmar Ratio

EWY:

-0.37

FLKR:

-0.34

Martin Ratio

EWY:

-1.70

FLKR:

-1.58

Ulcer Index

EWY:

8.88%

FLKR:

8.56%

Daily Std Dev

EWY:

22.88%

FLKR:

22.45%

Max Drawdown

EWY:

-74.14%

FLKR:

-50.06%

Current Drawdown

EWY:

-40.93%

FLKR:

-40.45%

Returns By Period

In the year-to-date period, EWY achieves a -18.22% return, which is significantly lower than FLKR's -16.90% return.


EWY

YTD

-18.22%

1M

-6.62%

6M

-17.70%

1Y

-16.42%

5Y*

-1.55%

10Y*

1.37%

FLKR

YTD

-16.90%

1M

-6.36%

6M

-17.11%

1Y

-14.92%

5Y*

-0.97%

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.


EWY vs. FLKR - Expense Ratio Comparison

EWY has a 0.59% expense ratio, which is higher than FLKR's 0.09% expense ratio.


EWY
iShares MSCI South Korea ETF
Expense ratio chart for EWY: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for FLKR: 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

EWY vs. FLKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Korea ETF (EWY) and Franklin FTSE South Korea ETF (FLKR). 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 EWY, currently valued at -0.66, compared to the broader market0.002.004.00-0.66-0.60
The chart of Sortino ratio for EWY, currently valued at -0.81, compared to the broader market-2.000.002.004.006.008.0010.00-0.81-0.73
The chart of Omega ratio for EWY, currently valued at 0.90, compared to the broader market0.501.001.502.002.503.000.900.91
The chart of Calmar ratio for EWY, currently valued at -0.37, compared to the broader market0.005.0010.0015.00-0.37-0.34
The chart of Martin ratio for EWY, currently valued at -1.70, compared to the broader market0.0020.0040.0060.0080.00100.00-1.70-1.58
EWY
FLKR

The current EWY Sharpe Ratio is -0.66, which is comparable to the FLKR Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of EWY and FLKR, 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 Ratio-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.66
-0.60
EWY
FLKR

Dividends

EWY vs. FLKR - Dividend Comparison

EWY's dividend yield for the trailing twelve months is around 2.48%, less than FLKR's 6.58% yield.


TTM20232022202120202019201820172016201520142013
EWY
iShares MSCI South Korea ETF
2.48%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%1.20%1.39%
FLKR
Franklin FTSE South Korea ETF
6.58%2.29%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%0.00%0.00%

Drawdowns

EWY vs. FLKR - Drawdown Comparison

The maximum EWY drawdown since its inception was -74.14%, which is greater than FLKR's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for EWY and FLKR. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%JulyAugustSeptemberOctoberNovemberDecember
-40.93%
-40.45%
EWY
FLKR

Volatility

EWY vs. FLKR - Volatility Comparison

iShares MSCI South Korea ETF (EWY) and Franklin FTSE South Korea ETF (FLKR) have volatilities of 6.10% and 5.99%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.10%
5.99%
EWY
FLKR
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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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