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

Correlation

The correlation between FLAU and EWA is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FLAU vs. EWA - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
53.98%
46.92%
FLAU
EWA

Key characteristics

Sharpe Ratio

FLAU:

0.37

EWA:

0.34

Sortino Ratio

FLAU:

0.67

EWA:

0.63

Omega Ratio

FLAU:

1.09

EWA:

1.09

Calmar Ratio

FLAU:

0.36

EWA:

0.34

Martin Ratio

FLAU:

1.20

EWA:

1.11

Ulcer Index

FLAU:

6.67%

EWA:

6.66%

Daily Std Dev

FLAU:

21.57%

EWA:

21.77%

Max Drawdown

FLAU:

-45.73%

EWA:

-66.98%

Current Drawdown

FLAU:

-7.97%

EWA:

-8.07%

Returns By Period

In the year-to-date period, FLAU achieves a 3.29% return, which is significantly higher than EWA's 2.72% return.


FLAU

YTD

3.29%

1M

3.11%

6M

-3.85%

1Y

7.64%

5Y*

13.37%

10Y*

N/A

EWA

YTD

2.72%

1M

2.94%

6M

-4.10%

1Y

7.10%

5Y*

12.75%

10Y*

4.62%

*Annualized

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. EWA - Expense Ratio Comparison

FLAU has a 0.09% expense ratio, which is lower than EWA's 0.50% expense ratio.


Expense ratio chart for EWA: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWA: 0.50%
Expense ratio chart for FLAU: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLAU: 0.09%

Risk-Adjusted Performance

FLAU vs. EWA — Risk-Adjusted Performance Rank

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

FLAU
The Risk-Adjusted Performance Rank of FLAU is 4949
Overall Rank
The Sharpe Ratio Rank of FLAU is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FLAU is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FLAU is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FLAU is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FLAU is 4646
Martin Ratio Rank

EWA
The Risk-Adjusted Performance Rank of EWA is 4949
Overall Rank
The Sharpe Ratio Rank of EWA is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of EWA is 5050
Sortino Ratio Rank
The Omega Ratio Rank of EWA is 4848
Omega Ratio Rank
The Calmar Ratio Rank of EWA is 5151
Calmar Ratio Rank
The Martin Ratio Rank of EWA is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLAU vs. EWA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) and iShares MSCI-Australia ETF (EWA). 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.


The chart of Sharpe ratio for FLAU, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.00
FLAU: 0.37
EWA: 0.34
The chart of Sortino ratio for FLAU, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.00
FLAU: 0.67
EWA: 0.63
The chart of Omega ratio for FLAU, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
FLAU: 1.09
EWA: 1.09
The chart of Calmar ratio for FLAU, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.0012.00
FLAU: 0.36
EWA: 0.34
The chart of Martin ratio for FLAU, currently valued at 1.20, compared to the broader market0.0020.0040.0060.00
FLAU: 1.20
EWA: 1.11

The current FLAU Sharpe Ratio is 0.37, which is comparable to the EWA Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FLAU and EWA, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.37
0.34
FLAU
EWA

Dividends

FLAU vs. EWA - Dividend Comparison

FLAU's dividend yield for the trailing twelve months is around 3.26%, less than EWA's 3.61% yield.


TTM20242023202220212020201920182017201620152014
FLAU
Franklin FTSE Australia ETF
3.26%3.37%3.62%5.91%5.14%2.18%4.37%4.35%0.18%0.00%0.00%0.00%
EWA
iShares MSCI-Australia ETF
3.61%3.71%3.72%5.28%5.08%2.02%3.97%6.11%4.44%4.03%5.48%4.92%

Drawdowns

FLAU vs. EWA - Drawdown Comparison

The maximum FLAU drawdown since its inception was -45.73%, smaller than the maximum EWA drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for FLAU and EWA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-7.97%
-8.07%
FLAU
EWA

Volatility

FLAU vs. EWA - Volatility Comparison

Franklin FTSE Australia ETF (FLAU) and iShares MSCI-Australia ETF (EWA) have volatilities of 14.43% and 14.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.43%
14.77%
FLAU
EWA