PortfoliosLab logo
FLAU vs. BCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLAU and BCD is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

FLAU vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Australia ETF (FLAU) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
53.85%
64.52%
FLAU
BCD

Key characteristics

Sharpe Ratio

FLAU:

0.31

BCD:

0.34

Sortino Ratio

FLAU:

0.59

BCD:

0.55

Omega Ratio

FLAU:

1.08

BCD:

1.07

Calmar Ratio

FLAU:

0.30

BCD:

0.21

Martin Ratio

FLAU:

0.99

BCD:

0.84

Ulcer Index

FLAU:

6.68%

BCD:

5.13%

Daily Std Dev

FLAU:

21.55%

BCD:

12.81%

Max Drawdown

FLAU:

-45.73%

BCD:

-29.79%

Current Drawdown

FLAU:

-8.05%

BCD:

-11.17%

Returns By Period

In the year-to-date period, FLAU achieves a 3.19% return, which is significantly lower than BCD's 5.08% return.


FLAU

YTD

3.19%

1M

3.38%

6M

-3.46%

1Y

7.98%

5Y*

13.33%

10Y*

N/A

BCD

YTD

5.08%

1M

-2.37%

6M

4.17%

1Y

3.98%

5Y*

16.18%

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.


FLAU vs. BCD - Expense Ratio Comparison

FLAU has a 0.09% expense ratio, which is lower than BCD's 0.29% expense ratio.


Expense ratio chart for BCD: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BCD: 0.29%
Expense ratio chart for FLAU: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLAU: 0.09%

Risk-Adjusted Performance

FLAU vs. BCD — Risk-Adjusted Performance Rank

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

FLAU
The Risk-Adjusted Performance Rank of FLAU is 4444
Overall Rank
The Sharpe Ratio Rank of FLAU is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FLAU is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FLAU is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FLAU is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FLAU is 4141
Martin Ratio Rank

BCD
The Risk-Adjusted Performance Rank of BCD is 3939
Overall Rank
The Sharpe Ratio Rank of BCD is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of BCD is 4242
Sortino Ratio Rank
The Omega Ratio Rank of BCD is 3838
Omega Ratio Rank
The Calmar Ratio Rank of BCD is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BCD is 3737
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.

FLAU vs. BCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.


The chart of Sharpe ratio for FLAU, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.00
FLAU: 0.31
BCD: 0.34
The chart of Sortino ratio for FLAU, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.00
FLAU: 0.59
BCD: 0.55
The chart of Omega ratio for FLAU, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
FLAU: 1.08
BCD: 1.07
The chart of Calmar ratio for FLAU, currently valued at 0.30, compared to the broader market0.002.004.006.008.0010.0012.00
FLAU: 0.30
BCD: 0.21
The chart of Martin ratio for FLAU, currently valued at 0.99, compared to the broader market0.0020.0040.0060.00
FLAU: 0.99
BCD: 0.84

The current FLAU Sharpe Ratio is 0.31, which is comparable to the BCD Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FLAU and BCD, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.31
0.34
FLAU
BCD

Dividends

FLAU vs. BCD - Dividend Comparison

FLAU's dividend yield for the trailing twelve months is around 3.26%, less than BCD's 3.43% yield.


TTM20242023202220212020201920182017
FLAU
Franklin FTSE Australia ETF
3.26%3.37%3.62%5.91%5.14%2.18%4.37%4.35%0.18%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
3.43%3.60%4.51%5.21%8.30%1.29%1.56%1.59%0.07%

Drawdowns

FLAU vs. BCD - Drawdown Comparison

The maximum FLAU drawdown since its inception was -45.73%, which is greater than BCD's maximum drawdown of -29.79%. Use the drawdown chart below to compare losses from any high point for FLAU and BCD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-8.05%
-11.17%
FLAU
BCD

Volatility

FLAU vs. BCD - Volatility Comparison

Franklin FTSE Australia ETF (FLAU) has a higher volatility of 14.42% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 7.17%. This indicates that FLAU's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.42%
7.17%
FLAU
BCD