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

Correlation

The correlation between FLAU and BCD is 0.41, 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.


-0.50.00.51.00.4

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.

45.00%50.00%55.00%60.00%65.00%JulyAugustSeptemberOctoberNovemberDecember
49.81%
52.63%
FLAU
BCD

Key characteristics

Sharpe Ratio

FLAU:

0.33

BCD:

0.27

Sortino Ratio

FLAU:

0.57

BCD:

0.45

Omega Ratio

FLAU:

1.07

BCD:

1.05

Calmar Ratio

FLAU:

0.53

BCD:

0.13

Martin Ratio

FLAU:

1.60

BCD:

0.60

Ulcer Index

FLAU:

3.47%

BCD:

4.86%

Daily Std Dev

FLAU:

16.92%

BCD:

10.86%

Max Drawdown

FLAU:

-45.73%

BCD:

-29.79%

Current Drawdown

FLAU:

-10.46%

BCD:

-17.59%

Returns By Period

In the year-to-date period, FLAU achieves a 2.30% return, which is significantly lower than BCD's 3.53% return.


FLAU

YTD

2.30%

1M

-6.02%

6M

-0.24%

1Y

3.44%

5Y*

5.80%

10Y*

N/A

BCD

YTD

3.53%

1M

-1.22%

6M

-3.74%

1Y

2.23%

5Y*

9.63%

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.


FLAU vs. BCD - Expense Ratio Comparison

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


BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
Expense ratio chart for BCD: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for FLAU: 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

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.


Sharpe ratio
The chart of Sharpe ratio for FLAU, currently valued at 0.33, compared to the broader market0.002.004.000.330.27
The chart of Sortino ratio for FLAU, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.0010.000.570.45
The chart of Omega ratio for FLAU, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.05
The chart of Calmar ratio for FLAU, currently valued at 0.53, compared to the broader market0.005.0010.0015.000.530.13
The chart of Martin ratio for FLAU, currently valued at 1.60, compared to the broader market0.0020.0040.0060.0080.00100.001.600.60
FLAU
BCD

The current FLAU Sharpe Ratio is 0.33, which is comparable to the BCD Sharpe Ratio of 0.27. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.33
0.27
FLAU
BCD

Dividends

FLAU vs. BCD - Dividend Comparison

FLAU's dividend yield for the trailing twelve months is around 1.20%, while BCD has not paid dividends to shareholders.


TTM2023202220212020201920182017
FLAU
Franklin FTSE Australia ETF
1.20%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
0.00%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%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.46%
-17.59%
FLAU
BCD

Volatility

FLAU vs. BCD - Volatility Comparison

Franklin FTSE Australia ETF (FLAU) has a higher volatility of 5.00% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 2.68%. 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.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.00%
2.68%
FLAU
BCD
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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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