FLAU vs. DVYA

Last updated Jun 4, 2026

FLAU (Franklin FTSE Australia ETF) and DVYA (iShares Asia/Pacific Dividend ETF) are both Asia Pacific Equities funds - FLAU tracks the FTSE Australia RIC Capped Index while DVYA tracks the Dow Jones Asia/Pacific Select Dividend 30 Index. Both are passively managed. Over the past 5 years, FLAU returned 5.98%/yr vs 9.88%/yr for DVYA. A 0.77 correlation means they provide meaningful diversification when combined. FLAU charges 0.09%/yr vs 0.49%/yr for DVYA.

Performance

FLAU vs. DVYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Australia ETF (FLAU) and iShares Asia/Pacific Dividend ETF (DVYA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLAU achieves a 10.47% return, which is significantly lower than DVYA's 13.35% return.

FLAU

• 1D: -1.17%
• 1M: 1.12%
• YTD: 10.47%
• 6M: 12.59%
• 1Y: 16.61%
• 3Y*: 12.97%
• 5Y*: 5.98%
• 10Y*: —

DVYA

• 1D: -0.86%
• 1M: 0.51%
• YTD: 13.35%
• 6M: 13.63%
• 1Y: 39.49%
• 3Y*: 21.73%
• 5Y*: 9.88%
• 10Y*: 7.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLAU vs. DVYA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLAU Franklin FTSE Australia ETF	10.47%	15.95%	1.81%	12.58%	-5.58%	9.90%	11.00%	23.38%	-10.17%	1.89%
DVYA iShares Asia/Pacific Dividend ETF	13.35%	30.22%	6.05%	13.75%	-2.17%	3.41%	-9.61%	14.70%	-14.87%	3.20%

Correlation

The correlation between FLAU and DVYA is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Nov 7, 2017	0.77

The correlation between FLAU and DVYA has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

FLAU vs. DVYA - Sectors Allocation Comparison

Sectors	FLAU	DVYA
Financial Services	36.0%	30.9%
Basic Materials	26.2%	16.1%
Consumer Cyclical	6.6%	10.9%
Real Estate	6.4%	10.6%
Industrials	6.4%	7.1%
Energy	5.7%	5.0%
Healthcare	4.9%	3.5%
Consumer Defensive	3.7%	5.2%
Communication Services	1.7%	4.7%
Technology	1.2%	1.6%
Utilities	0.8%	4.5%

Return for Risk

FLAU vs. DVYA — Risk / Return Rank

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

FLAU

FLAU Risk / Return Rank: 29
FLAU Sharpe Ratio Rank: 27
FLAU Sortino Ratio Rank: 27
FLAU Omega Ratio Rank: 26
FLAU Calmar Ratio Rank: 34
FLAU Martin Ratio Rank: 34

DVYA

DVYA Risk / Return Rank: 85
DVYA Sharpe Ratio Rank: 89
DVYA Sortino Ratio Rank: 88
DVYA Omega Ratio Rank: 85
DVYA Calmar Ratio Rank: 84
DVYA Martin Ratio Rank: 82

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.

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 ratio Return per unit of total volatility	1.00	3.05	-2.05
Sortino ratio Return per unit of downside risk	1.47	4.06	-2.60
Omega ratio Gain probability vs. loss probability	1.18	1.53	-0.35
Calmar ratio Return relative to maximum drawdown	1.67	4.59	-2.93
Martin ratio Return relative to average drawdown	5.15	16.66	-11.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLAU vs. DVYA - Sharpe Ratio Comparison

The current FLAU Sharpe Ratio is 1.00, which is lower than the DVYA Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of FLAU and DVYA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FLAU	DVYA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	3.05	-2.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.66	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.30	+0.03

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.

Drawdown Indicators

	FLAU	DVYA	Difference
Max Drawdown Largest peak-to-trough decline	-45.73%	-45.61%	-0.12%
Max Drawdown (1Y) Largest decline over 1 year	-10.01%	-8.64%	-1.37%
Max Drawdown (3Y) Largest decline over 3 years	-22.03%	-19.15%	-2.88%
Max Drawdown (5Y) Largest decline over 5 years	-24.68%	-25.37%	+0.69%
Max Drawdown (10Y) Largest decline over 10 years	—	-45.61%	—
Current Drawdown Current decline from peak	-3.11%	-3.11%	0.00%
Average Drawdown Average peak-to-trough decline	-6.79%	-10.06%	+3.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	2.38%	+0.85%

Volatility

FLAU vs. DVYA - Volatility Comparison

Franklin FTSE Australia ETF (FLAU) has a higher volatility of 5.45% compared to iShares Asia/Pacific Dividend ETF (DVYA) at 3.94%. 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.

Volatility by Period

	FLAU	DVYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.45%	3.94%	+1.51%
Volatility (6M) Calculated over the trailing 6-month period	13.66%	10.44%	+3.22%
Volatility (1Y) Calculated over the trailing 1-year period	16.63%	13.00%	+3.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.61%	15.08%	+4.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.58%	17.55%	+6.03%

FLAU vs. DVYA - Expense Ratio Comparison

FLAU has a 0.09% expense ratio, which is lower than DVYA's 0.49% expense ratio.

Dividends

FLAU vs. DVYA - Dividend Comparison

FLAU's dividend yield for the trailing twelve months is around 2.94%, less than DVYA's 4.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DVYA iShares Asia/Pacific Dividend ETF	4.33%	4.71%	5.97%	6.48%	7.29%	5.81%	3.66%	5.52%	6.24%	4.74%	4.79%	5.33%
FLAU Franklin FTSE Australia ETF	2.94%	3.25%	3.37%	3.62%	5.91%	5.14%	2.18%	4.37%	4.34%	0.18%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FLAU and DVYA in my portfolio?

FLAU and DVYA have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLAU or DVYA?

FLAU has higher volatility (5.45%) compared to DVYA (3.94%). In terms of maximum drawdown, FLAU dropped -45.73% vs DVYA's -45.61%.

Which ETF is better, FLAU or DVYA?

On 5-year performance, DVYA leads with 9.88% vs 5.98% for FLAU. On fees, FLAU is cheaper at 0.09% per year. On volatility, DVYA has been the lower-risk option at 3.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FLAU or DVYA?

Over the 5-year period, DVYA has performed better with a 9.88% return vs 5.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FLAU or DVYA?

FLAU is cheaper with a 0.09% expense ratio, compared with 0.49% for DVYA.

Which ETF pays a higher dividend yield, FLAU or DVYA?

DVYA has the higher dividend yield at 4.33%, compared with 2.94% for FLAU.

What is the main difference between FLAU and DVYA?

FLAU tracks FTSE Australia RIC Capped Index, while DVYA tracks Dow Jones Asia/Pacific Select Dividend 30 Index. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.09% for FLAU and 0.49% for DVYA.

Which has better risk-adjusted returns?

DVYA currently has the higher Sharpe Ratio (3.05 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.