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FKU vs. FLGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKU vs. FLGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust United Kingdom AlphaDEX Fund (FKU) and Franklin FTSE Germany ETF (FLGR). The values are adjusted to include any dividend payments, if applicable.

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FKU vs. FLGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKU
First Trust United Kingdom AlphaDEX Fund
1.02%37.97%8.06%20.59%-24.12%20.55%-6.01%32.90%-16.21%2.59%
FLGR
Franklin FTSE Germany ETF
-5.28%36.67%10.63%24.22%-21.96%5.40%12.11%19.99%-21.50%-0.27%

Returns By Period

In the year-to-date period, FKU achieves a 1.02% return, which is significantly higher than FLGR's -5.28% return.


FKU

1D
1.80%
1M
-6.54%
YTD
1.02%
6M
6.60%
1Y
31.63%
3Y*
19.20%
5Y*
8.06%
10Y*
6.93%

FLGR

1D
1.54%
1M
-6.28%
YTD
-5.28%
6M
-4.34%
1Y
10.13%
3Y*
15.65%
5Y*
6.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKU vs. FLGR - Expense Ratio Comparison

FKU has a 0.80% expense ratio, which is higher than FLGR's 0.09% expense ratio.


Return for Risk

FKU vs. FLGR — Risk / Return Rank

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

FKU
FKU Risk / Return Rank: 8080
Overall Rank
FKU Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FKU Sortino Ratio Rank: 8383
Sortino Ratio Rank
FKU Omega Ratio Rank: 8181
Omega Ratio Rank
FKU Calmar Ratio Rank: 7676
Calmar Ratio Rank
FKU Martin Ratio Rank: 7676
Martin Ratio Rank

FLGR
FLGR Risk / Return Rank: 2727
Overall Rank
FLGR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FLGR Sortino Ratio Rank: 2828
Sortino Ratio Rank
FLGR Omega Ratio Rank: 2727
Omega Ratio Rank
FLGR Calmar Ratio Rank: 2929
Calmar Ratio Rank
FLGR Martin Ratio Rank: 2727
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.

FKU vs. FLGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust United Kingdom AlphaDEX Fund (FKU) 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.


FKUFLGRDifference

Sharpe ratio

Return per unit of total volatility

1.65

0.50

+1.15

Sortino ratio

Return per unit of downside risk

2.27

0.86

+1.41

Omega ratio

Gain probability vs. loss probability

1.32

1.11

+0.21

Calmar ratio

Return relative to maximum drawdown

2.25

0.73

+1.53

Martin ratio

Return relative to average drawdown

8.93

2.27

+6.66

FKU vs. FLGR - Sharpe Ratio Comparison

The current FKU Sharpe Ratio is 1.65, which is higher than the FLGR Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FKU 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.


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Sharpe Ratios by Period


FKUFLGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.50

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.33

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.25

+0.07

Correlation

The correlation between FKU and FLGR is 0.66, 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.


Dividends

FKU vs. FLGR - Dividend Comparison

FKU's dividend yield for the trailing twelve months is around 2.85%, more than FLGR's 1.82% yield.


TTM20252024202320222021202020192018201720162015
FKU
First Trust United Kingdom AlphaDEX Fund
2.85%2.89%4.07%3.82%5.55%2.98%1.48%3.34%5.12%2.93%2.60%2.64%
FLGR
Franklin FTSE Germany ETF
1.82%1.72%2.40%2.99%3.50%2.67%2.61%2.52%3.06%0.00%0.00%0.00%

Drawdowns

FKU vs. FLGR - Drawdown Comparison

The maximum FKU drawdown since its inception was -54.39%, which is greater than FLGR's maximum drawdown of -46.21%. Use the drawdown chart below to compare losses from any high point for FKU and FLGR.


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Drawdown Indicators


FKUFLGRDifference

Max Drawdown

Largest peak-to-trough decline

-54.39%

-46.21%

-8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-14.44%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-41.84%

-43.54%

+1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-54.39%

Current Drawdown

Current decline from peak

-9.34%

-9.72%

+0.38%

Average Drawdown

Average peak-to-trough decline

-10.87%

-12.51%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

4.62%

-1.03%

Volatility

FKU vs. FLGR - Volatility Comparison

The current volatility for First Trust United Kingdom AlphaDEX Fund (FKU) is 7.81%, while Franklin FTSE Germany ETF (FLGR) has a volatility of 8.23%. This indicates that FKU 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.


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Volatility by Period


FKUFLGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

8.23%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

12.44%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.21%

20.18%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.70%

20.10%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.36%

21.43%

+2.93%