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FLAU vs. DVYA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FLAU vs. DVYA

Last updated Jun 24, 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 5.96%/yr vs 9.58%/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.

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Returns By Period

In the year-to-date period, FLAU achieves a 8.11% return, which is significantly lower than DVYA's 9.67% return.

FLAU

1D
-1.87%
1M
-0.86%
YTD
8.11%
6M
6.54%
1Y
13.67%
3Y*
12.44%
5Y*
5.96%
10Y*
—

DVYA

1D
-1.07%
1M
-4.07%
YTD
9.67%
6M
8.25%
1Y
33.07%
3Y*
20.84%
5Y*
9.58%
10Y*
7.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLAU vs. DVYA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FLAU
Franklin FTSE Australia ETF		8.11%15.95%1.81%12.58%-5.58%9.90%11.00%23.38%-10.17%1.89%
DVYA
iShares Asia/Pacific Dividend ETF		9.67%30.22%6.05%13.75%-2.17%3.41%-9.61%14.70%-14.87%3.69%

Correlation

The correlation between FLAU and DVYA is 0.82, 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

0.82

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 6, 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

37.1%
30.8%

Basic Materials

26.6%
18.3%

Consumer Cyclical

6.6%
11.1%

Real Estate

6.0%
10.0%

Industrials

5.6%
6.7%

Energy

4.8%
4.8%

Healthcare

4.3%
3.4%

Consumer Defensive

3.7%
4.7%

Communication Services

1.9%
4.4%

Technology

1.8%
1.8%

Utilities

1.6%
4.1%

Financial Services

FLAU
37.1%
DVYA
30.8%

Basic Materials

FLAU
26.6%
DVYA
18.3%

Consumer Cyclical

FLAU
6.6%
DVYA
11.1%

Real Estate

FLAU
6.0%
DVYA
10.0%

Industrials

FLAU
5.6%
DVYA
6.7%

Energy

FLAU
4.8%
DVYA
4.8%

Healthcare

FLAU
4.3%
DVYA
3.4%

Consumer Defensive

FLAU
3.7%
DVYA
4.7%

Communication Services

FLAU
1.9%
DVYA
4.4%

Technology

FLAU
1.8%
DVYA
1.8%

Utilities

FLAU
1.6%
DVYA
4.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Franklin FTSE Australia ETF

iShares Asia/Pacific Dividend ETF

Often compared with FLAU:
FLAU vs. EWAFLAU vs. FLBRFLAU vs. FLGBFLAU vs. EPIFLAU vs. PEYFLAU vs. BCDFLAU vs. QQQ
Often compared with DVYA:
DVYA vs. VYMDVYA vs. DVYEDVYA vs. IDVDVYA vs. CNDVYA vs. BBCADVYA vs. EPDPXDVYA vs. DVY

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: 2525
Overall Rank
FLAU Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 2222
Sortino Ratio Rank
FLAU Omega Ratio Rank: 2222
Omega Ratio Rank
FLAU Calmar Ratio Rank: 2929
Calmar Ratio Rank
FLAU Martin Ratio Rank: 3030
Martin Ratio Rank
DVYA
DVYA Risk / Return Rank: 7878
Overall Rank
DVYA Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DVYA Sortino Ratio Rank: 8080
Sortino Ratio Rank
DVYA Omega Ratio Rank: 7878
Omega Ratio Rank
DVYA Calmar Ratio Rank: 7878
Calmar Ratio Rank
DVYA Martin Ratio Rank: 7272
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.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

FLAUDVYADifference
Sharpe ratioReturn per unit of total volatility
0.80
2.50

-1.70

Sortino ratioReturn per unit of downside risk
1.20
3.35

-2.15

Omega ratioGain probability vs. loss probability

1.15

1.43

-0.29

Calmar ratioReturn relative to maximum drawdown

1.37

3.84

-2.47

Martin ratioReturn relative to average drawdown

4.07

12.70

-8.64

FLAU vs. DVYA - Sharpe Ratio Comparison

The current FLAU Sharpe Ratio is 0.80, which is lower than the DVYA Sharpe Ratio of 2.50. 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.

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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

FLAUDVYADifference

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%

-25.18%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.61%

—

Current Drawdown

Current decline from peak

-5.18%

-6.26%

+1.08%

Average Drawdown

Average peak-to-trough decline

-6.77%

-10.04%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.61%

+0.76%

Volatility

FLAU vs. DVYA - Volatility Comparison

Franklin FTSE Australia ETF (FLAU) has a higher volatility of 5.73% compared to iShares Asia/Pacific Dividend ETF (DVYA) at 4.20%. 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

FLAUDVYADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

4.20%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

11.04%

+3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.20%

13.36%

+3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.69%

15.16%

+4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.57%

17.48%

+6.09%

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 1.71%, less than DVYA's 4.73% yield.

PositionTTM20252024202320222021202020192018201720162015
DVYA
iShares Asia/Pacific Dividend ETF		4.73%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		1.71%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

FLAU and DVYA have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLAU has higher volatility (5.73%) compared to DVYA (4.20%). In terms of maximum drawdown, FLAU dropped -45.73% vs DVYA's -45.61%.

On 5-year performance, DVYA leads with 9.58% vs 5.96% for FLAU. On fees, FLAU is cheaper at 0.09% per year. On volatility, DVYA has been the lower-risk option at 4.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DVYA has performed better with a 9.58% return vs 5.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

DVYA has the higher dividend yield at 4.73%, compared with 1.71% for FLAU.

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.

DVYA currently has the higher Sharpe Ratio (2.50 vs 0.80), 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.

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