FLAU vs. PEY
Compare and contrast key facts about Franklin FTSE Australia ETF (FLAU) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY).
FLAU and PEY 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. PEY is a passively managed fund by Invesco that tracks the performance of the NASDAQ US Dividend Achievers 50 Index. It was launched on Dec 9, 2004. Both FLAU and PEY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLAU vs. PEY - Performance Comparison
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FLAU vs. PEY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLAU Franklin FTSE Australia ETF | 5.99% | 15.95% | 1.81% | 12.58% | -5.58% | 9.90% | 11.00% | 23.38% | -10.17% | 1.89% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 5.88% | 0.56% | 5.25% | 7.29% | 2.45% | 26.15% | -3.85% | 24.76% | -7.49% | 4.06% |
Returns By Period
The year-to-date returns for both stocks are quite close, with FLAU having a 5.99% return and PEY slightly lower at 5.88%.
FLAU
- 1D
- 1.24%
- 1M
- -6.28%
- YTD
- 5.99%
- 6M
- 4.75%
- 1Y
- 22.89%
- 3Y*
- 11.22%
- 5Y*
- 6.95%
- 10Y*
- —
PEY
- 1D
- -0.32%
- 1M
- -0.81%
- YTD
- 5.88%
- 6M
- 3.22%
- 1Y
- 4.59%
- 3Y*
- 7.32%
- 5Y*
- 5.59%
- 10Y*
- 8.63%
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FLAU vs. PEY - Expense Ratio Comparison
FLAU has a 0.09% expense ratio, which is lower than PEY's 0.54% expense ratio.
Return for Risk
FLAU vs. PEY — Risk / Return Rank
FLAU
PEY
FLAU vs. PEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). 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.
| FLAU | PEY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.26 | +0.86 |
Sortino ratioReturn per unit of downside risk | 1.59 | 0.49 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.06 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 0.33 | +1.59 |
Martin ratioReturn relative to average drawdown | 7.51 | 0.98 | +6.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLAU | PEY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.26 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.34 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.27 | +0.05 |
Correlation
The correlation between FLAU and PEY is 0.56, 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.
Dividends
FLAU vs. PEY - Dividend Comparison
FLAU's dividend yield for the trailing twelve months is around 3.07%, less than PEY's 4.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 4.68% | 4.85% | 4.44% | 4.58% | 4.22% | 3.83% | 4.30% | 3.78% | 4.33% | 3.21% | 3.12% | 3.44% |
Drawdowns
FLAU vs. PEY - Drawdown Comparison
The maximum FLAU drawdown since its inception was -45.73%, smaller than the maximum PEY drawdown of -72.81%. Use the drawdown chart below to compare losses from any high point for FLAU and PEY.
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Drawdown Indicators
| FLAU | PEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.73% | -72.81% | +27.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -13.28% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -24.68% | -17.90% | -6.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.55% | — |
Current DrawdownCurrent decline from peak | -7.05% | -3.71% | -3.34% |
Average DrawdownAverage peak-to-trough decline | -6.87% | -12.97% | +6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 4.45% | -1.17% |
Volatility
FLAU vs. PEY - Volatility Comparison
Franklin FTSE Australia ETF (FLAU) has a higher volatility of 7.71% compared to Invesco High Yield Equity Dividend Achievers™ ETF (PEY) at 3.24%. This indicates that FLAU's price experiences larger fluctuations and is considered to be riskier than PEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLAU | PEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 3.24% | +4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.51% | 9.86% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 17.84% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 16.38% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.66% | 18.90% | +4.76% |