EZM vs. FLQM
Compare and contrast key facts about WisdomTree U.S. MidCap Fund (EZM) and Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM).
EZM and FLQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EZM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S Mid Cap Index. It was launched on Feb 23, 2007. FLQM is a passively managed fund by Franklin Templeton that tracks the performance of the LibertyQ U.S. Mid Cap Equity Index. It was launched on Apr 26, 2017. Both EZM and FLQM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EZM or FLQM.
Performance
EZM vs. FLQM - Performance Comparison
Returns By Period
In the year-to-date period, EZM achieves a 18.20% return, which is significantly lower than FLQM's 21.59% return.
EZM
18.20%
8.01%
14.33%
31.58%
12.19%
9.64%
FLQM
21.59%
5.47%
12.68%
32.16%
13.90%
N/A
Key characteristics
| EZM | FLQM | |
|---|---|---|
| Sharpe Ratio | 1.76 | 2.56 |
| Sortino Ratio | 2.54 | 3.64 |
| Omega Ratio | 1.31 | 1.44 |
| Calmar Ratio | 3.60 | 4.79 |
| Martin Ratio | 9.45 | 12.97 |
| Ulcer Index | 3.34% | 2.48% |
| Daily Std Dev | 17.93% | 12.56% |
| Max Drawdown | -59.58% | -37.26% |
| Current Drawdown | 0.00% | 0.00% |
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EZM vs. FLQM - Expense Ratio Comparison
EZM has a 0.38% expense ratio, which is higher than FLQM's 0.30% expense ratio.
Correlation
The correlation between EZM and FLQM is 0.83, 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.
Risk-Adjusted Performance
EZM vs. FLQM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Fund (EZM) and Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM). 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.
Dividends
EZM vs. FLQM - Dividend Comparison
EZM's dividend yield for the trailing twelve months is around 1.42%, more than FLQM's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZM WisdomTree U.S. MidCap Fund | 1.42% | 1.25% | 1.57% | 1.09% | 1.67% | 1.34% | 1.57% | 1.14% | 1.55% | 1.30% | 1.16% | 0.99% |
FLQM Franklin LibertyQ U.S. Mid Cap Equity ETF | 1.21% | 1.27% | 1.33% | 1.05% | 1.09% | 1.36% | 1.45% | 1.14% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EZM vs. FLQM - Drawdown Comparison
The maximum EZM drawdown since its inception was -59.58%, which is greater than FLQM's maximum drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for EZM and FLQM. For additional features, visit the drawdowns tool.
Volatility
EZM vs. FLQM - Volatility Comparison
WisdomTree U.S. MidCap Fund (EZM) has a higher volatility of 6.68% compared to Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) at 4.01%. This indicates that EZM's price experiences larger fluctuations and is considered to be riskier than FLQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.