FLAU vs. DVYA
Compare and contrast key facts about Franklin FTSE Australia ETF (FLAU) and iShares Asia/Pacific Dividend ETF (DVYA).
FLAU and DVYA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLAU is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Australia RIC Capped Index. It was launched on Nov 2, 2017. DVYA is a passively managed fund by iShares that tracks the performance of the Dow Jones Asia/Pacific Select Dividend 30 Index. It was launched on Feb 23, 2012. Both FLAU and DVYA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLAU vs. DVYA - Performance Comparison
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FLAU vs. DVYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLAU Franklin FTSE Australia ETF | 4.69% | 15.95% | 1.81% | 12.58% | -5.58% | 9.90% | 11.00% | 23.38% | -10.17% | 1.89% |
DVYA iShares Asia/Pacific Dividend ETF | 9.80% | 30.22% | 6.05% | 13.75% | -2.17% | 3.41% | -9.61% | 14.70% | -14.87% | 3.20% |
Returns By Period
In the year-to-date period, FLAU achieves a 4.69% return, which is significantly lower than DVYA's 9.80% return.
FLAU
- 1D
- 2.03%
- 1M
- -8.16%
- YTD
- 4.69%
- 6M
- 4.27%
- 1Y
- 23.09%
- 3Y*
- 10.77%
- 5Y*
- 6.69%
- 10Y*
- —
DVYA
- 1D
- 2.21%
- 1M
- -6.15%
- YTD
- 9.80%
- 6M
- 16.60%
- 1Y
- 42.30%
- 3Y*
- 19.30%
- 5Y*
- 9.83%
- 10Y*
- 7.47%
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FLAU vs. DVYA - Expense Ratio Comparison
FLAU has a 0.09% expense ratio, which is lower than DVYA's 0.49% expense ratio.
Return for Risk
FLAU vs. DVYA — Risk / Return Rank
FLAU
DVYA
FLAU vs. DVYA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) and iShares Asia/Pacific Dividend ETF (DVYA). 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.
| FLAU | DVYA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 2.60 | -1.47 |
Sortino ratioReturn per unit of downside risk | 1.60 | 3.22 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.51 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 3.13 | -1.36 |
Martin ratioReturn relative to average drawdown | 6.97 | 15.73 | -8.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLAU | DVYA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 2.60 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.66 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.29 | +0.02 |
Correlation
The correlation between FLAU and DVYA is 0.77, 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.
Dividends
FLAU vs. DVYA - Dividend Comparison
FLAU's dividend yield for the trailing twelve months is around 3.11%, less than DVYA's 4.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLAU Franklin FTSE Australia ETF | 3.11% | 3.25% | 3.37% | 3.62% | 5.91% | 5.14% | 2.18% | 4.37% | 4.34% | 0.18% | 0.00% | 0.00% |
DVYA iShares Asia/Pacific Dividend ETF | 4.47% | 4.71% | 5.97% | 6.48% | 7.29% | 5.81% | 3.66% | 5.52% | 6.24% | 4.74% | 4.79% | 5.33% |
Drawdowns
FLAU vs. DVYA - Drawdown Comparison
The maximum FLAU drawdown since its inception was -45.73%, roughly equal to the maximum DVYA drawdown of -45.61%. Use the drawdown chart below to compare losses from any high point for FLAU and DVYA.
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Drawdown Indicators
| FLAU | DVYA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.73% | -45.61% | -0.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -13.34% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -24.68% | -25.59% | +0.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.61% | — |
Current DrawdownCurrent decline from peak | -8.18% | -6.15% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -6.87% | -10.16% | +3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.65% | +0.60% |
Volatility
FLAU vs. DVYA - Volatility Comparison
Franklin FTSE Australia ETF (FLAU) has a higher volatility of 7.98% compared to iShares Asia/Pacific Dividend ETF (DVYA) at 6.20%. This indicates that FLAU's price experiences larger fluctuations and is considered to be riskier than DVYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLAU | DVYA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.98% | 6.20% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 12.46% | 10.04% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.57% | 16.38% | +4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 15.02% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.66% | 17.58% | +6.08% |