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

Correlation

The correlation between FLAU and FLBR 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.


-0.50.00.51.00.5

Performance

FLAU vs. FLBR - Performance Comparison

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

0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
49.81%
-9.80%
FLAU
FLBR

Key characteristics

Sharpe Ratio

FLAU:

0.33

FLBR:

-1.20

Sortino Ratio

FLAU:

0.57

FLBR:

-1.66

Omega Ratio

FLAU:

1.07

FLBR:

0.81

Calmar Ratio

FLAU:

0.53

FLBR:

-0.84

Martin Ratio

FLAU:

1.60

FLBR:

-1.97

Ulcer Index

FLAU:

3.47%

FLBR:

13.28%

Daily Std Dev

FLAU:

16.92%

FLBR:

21.78%

Max Drawdown

FLAU:

-45.73%

FLBR:

-57.42%

Current Drawdown

FLAU:

-10.46%

FLBR:

-31.13%

Returns By Period

In the year-to-date period, FLAU achieves a 2.30% return, which is significantly higher than FLBR's -28.25% return.


FLAU

YTD

2.30%

1M

-6.02%

6M

-0.24%

1Y

3.44%

5Y*

5.80%

10Y*

N/A

FLBR

YTD

-28.25%

1M

-13.27%

6M

-11.58%

1Y

-27.14%

5Y*

-6.35%

10Y*

N/A

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. FLBR - Expense Ratio Comparison

FLAU has a 0.09% expense ratio, which is lower than FLBR's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FLBR
Franklin FTSE Brazil ETF
Expense ratio chart for FLBR: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for FLAU: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

FLAU vs. FLBR - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FLAU, currently valued at 0.33, compared to the broader market0.002.004.000.33-1.20
The chart of Sortino ratio for FLAU, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.0010.000.57-1.66
The chart of Omega ratio for FLAU, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.070.81
The chart of Calmar ratio for FLAU, currently valued at 0.53, compared to the broader market0.005.0010.0015.000.53-0.84
The chart of Martin ratio for FLAU, currently valued at 1.60, compared to the broader market0.0020.0040.0060.0080.00100.001.60-1.97
FLAU
FLBR

The current FLAU Sharpe Ratio is 0.33, which is higher than the FLBR Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of FLAU and FLBR, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.33
-1.20
FLAU
FLBR

Dividends

FLAU vs. FLBR - Dividend Comparison

FLAU's dividend yield for the trailing twelve months is around 1.20%, less than FLBR's 3.59% yield.


TTM2023202220212020201920182017
FLAU
Franklin FTSE Australia ETF
1.20%3.62%5.91%5.14%2.18%4.37%4.35%0.18%
FLBR
Franklin FTSE Brazil ETF
3.59%8.84%11.99%8.71%2.32%3.41%3.72%0.42%

Drawdowns

FLAU vs. FLBR - Drawdown Comparison

The maximum FLAU drawdown since its inception was -45.73%, smaller than the maximum FLBR drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FLAU and FLBR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.46%
-31.13%
FLAU
FLBR

Volatility

FLAU vs. FLBR - Volatility Comparison

The current volatility for Franklin FTSE Australia ETF (FLAU) is 5.00%, while Franklin FTSE Brazil ETF (FLBR) has a volatility of 10.17%. This indicates that FLAU experiences smaller price fluctuations and is considered to be less risky than FLBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.00%
10.17%
FLAU
FLBR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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