FLAU vs. EPI
Compare and contrast key facts about Franklin FTSE Australia ETF (FLAU) and WisdomTree India Earnings Fund (EPI).
FLAU and EPI 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. EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008. Both FLAU and EPI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLAU or EPI.
Key characteristics
| FLAU | EPI | |
|---|---|---|
| YTD Return | 7.23% | 11.61% |
| 1Y Return | 19.80% | 21.64% |
| 3Y Return (Ann) | 4.17% | 8.21% |
| 5Y Return (Ann) | 7.14% | 15.73% |
| Sharpe Ratio | 1.37 | 1.41 |
| Sortino Ratio | 2.00 | 1.77 |
| Omega Ratio | 1.24 | 1.28 |
| Calmar Ratio | 1.84 | 2.34 |
| Martin Ratio | 7.72 | 8.39 |
| Ulcer Index | 3.06% | 2.78% |
| Daily Std Dev | 17.25% | 16.54% |
| Max Drawdown | -45.73% | -66.21% |
| Current Drawdown | -6.15% | -9.96% |
Correlation
The correlation between FLAU and EPI is 0.48, 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.
Performance
FLAU vs. EPI - Performance Comparison
In the year-to-date period, FLAU achieves a 7.23% return, which is significantly lower than EPI's 11.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLAU vs. EPI - Expense Ratio Comparison
FLAU has a 0.09% expense ratio, which is lower than EPI's 0.84% expense ratio.
Risk-Adjusted Performance
FLAU vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) and WisdomTree India Earnings Fund (EPI). 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.
Dividends
FLAU vs. EPI - Dividend Comparison
FLAU's dividend yield for the trailing twelve months is around 2.97%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLAU Franklin FTSE Australia ETF | 2.97% | 3.62% | 5.91% | 5.14% | 2.18% | 4.37% | 4.35% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
Drawdowns
FLAU vs. EPI - Drawdown Comparison
The maximum FLAU drawdown since its inception was -45.73%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for FLAU and EPI. For additional features, visit the drawdowns tool.
Volatility
FLAU vs. EPI - Volatility Comparison
Franklin FTSE Australia ETF (FLAU) has a higher volatility of 5.04% compared to WisdomTree India Earnings Fund (EPI) at 3.96%. This indicates that FLAU's price experiences larger fluctuations and is considered to be riskier than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.