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FLAU vs. FLBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLAU vs. FLBL - Performance Comparison

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

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FLAU vs. FLBL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLAU
Franklin FTSE Australia ETF
5.99%15.95%1.81%12.58%-5.58%9.90%11.00%23.38%-10.24%
FLBL
Franklin Liberty Senior Loan ETF
-0.69%3.59%8.26%14.83%-2.69%4.35%2.17%7.67%-1.63%

Returns By Period

In the year-to-date period, FLAU achieves a 5.99% return, which is significantly higher than FLBL's -0.69% return.


FLAU

1D
1.24%
1M
-6.28%
YTD
5.99%
6M
4.75%
1Y
22.89%
3Y*
11.22%
5Y*
6.95%
10Y*

FLBL

1D
0.07%
1M
1.52%
YTD
-0.69%
6M
-0.66%
1Y
2.75%
3Y*
6.85%
5Y*
5.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLAU vs. FLBL - Expense Ratio Comparison

FLAU has a 0.09% expense ratio, which is lower than FLBL's 0.45% expense ratio.


Return for Risk

FLAU vs. FLBL — Risk / Return Rank

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

FLAU
FLAU Risk / Return Rank: 6464
Overall Rank
FLAU Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 5959
Sortino Ratio Rank
FLAU Omega Ratio Rank: 6262
Omega Ratio Rank
FLAU Calmar Ratio Rank: 7070
Calmar Ratio Rank
FLAU Martin Ratio Rank: 6969
Martin Ratio Rank

FLBL
FLBL Risk / Return Rank: 3232
Overall Rank
FLBL Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FLBL Sortino Ratio Rank: 3030
Sortino Ratio Rank
FLBL Omega Ratio Rank: 3939
Omega Ratio Rank
FLBL Calmar Ratio Rank: 3131
Calmar Ratio Rank
FLBL Martin Ratio Rank: 3030
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. FLBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) and Franklin Liberty Senior Loan ETF (FLBL). 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.


FLAUFLBLDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.64

+0.48

Sortino ratio

Return per unit of downside risk

1.59

0.93

+0.66

Omega ratio

Gain probability vs. loss probability

1.24

1.16

+0.07

Calmar ratio

Return relative to maximum drawdown

1.92

0.79

+1.13

Martin ratio

Return relative to average drawdown

7.51

2.63

+4.88

FLAU vs. FLBL - Sharpe Ratio Comparison

The current FLAU Sharpe Ratio is 1.12, which is higher than the FLBL Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FLAU and FLBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLAUFLBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.64

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

1.35

-0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.77

-0.46

Correlation

The correlation between FLAU and FLBL is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLAU vs. FLBL - Dividend Comparison

FLAU's dividend yield for the trailing twelve months is around 3.07%, less than FLBL's 7.46% yield.


TTM202520242023202220212020201920182017
FLAU
Franklin FTSE Australia ETF
3.07%3.25%3.37%3.62%5.91%5.14%2.18%4.37%4.34%0.18%
FLBL
Franklin Liberty Senior Loan ETF
7.46%7.24%8.05%8.37%5.53%3.57%3.22%3.97%2.21%0.00%

Drawdowns

FLAU vs. FLBL - Drawdown Comparison

The maximum FLAU drawdown since its inception was -45.73%, which is greater than FLBL's maximum drawdown of -19.52%. Use the drawdown chart below to compare losses from any high point for FLAU and FLBL.


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Drawdown Indicators


FLAUFLBLDifference

Max Drawdown

Largest peak-to-trough decline

-45.73%

-19.52%

-26.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-3.26%

-9.56%

Max Drawdown (5Y)

Largest decline over 5 years

-24.68%

-6.80%

-17.88%

Current Drawdown

Current decline from peak

-7.05%

-1.49%

-5.56%

Average Drawdown

Average peak-to-trough decline

-6.87%

-1.01%

-5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

1.00%

+2.28%

Volatility

FLAU vs. FLBL - Volatility Comparison

Franklin FTSE Australia ETF (FLAU) has a higher volatility of 7.71% compared to Franklin Liberty Senior Loan ETF (FLBL) at 1.11%. This indicates that FLAU's price experiences larger fluctuations and is considered to be riskier than FLBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLAUFLBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

1.11%

+6.60%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

2.23%

+10.28%

Volatility (1Y)

Calculated over the trailing 1-year period

20.60%

4.29%

+16.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.51%

3.88%

+15.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.66%

5.77%

+17.89%