FLAU vs. SCHY
Compare and contrast key facts about Franklin FTSE Australia ETF (FLAU) and Schwab International Dividend Equity ETF (SCHY).
FLAU and SCHY 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. SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021. Both FLAU and SCHY 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. SCHY - Performance Comparison
Loading graphics...
FLAU vs. SCHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FLAU Franklin FTSE Australia ETF | 5.99% | 15.95% | 1.81% | 12.58% | -5.58% | 0.10% |
SCHY Schwab International Dividend Equity ETF | 7.07% | 33.98% | -1.79% | 14.27% | -9.43% | 4.08% |
Returns By Period
In the year-to-date period, FLAU achieves a 5.99% return, which is significantly lower than SCHY's 7.07% return.
FLAU
- 1D
- 1.24%
- 1M
- -6.28%
- YTD
- 5.99%
- 6M
- 4.75%
- 1Y
- 22.89%
- 3Y*
- 11.22%
- 5Y*
- 6.95%
- 10Y*
- —
SCHY
- 1D
- 0.25%
- 1M
- -4.32%
- YTD
- 7.07%
- 6M
- 14.73%
- 1Y
- 29.70%
- 3Y*
- 15.16%
- 5Y*
- —
- 10Y*
- —
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. SCHY - Expense Ratio Comparison
FLAU has a 0.09% expense ratio, which is lower than SCHY's 0.14% 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%.
Return for Risk
FLAU vs. SCHY — Risk / Return Rank
FLAU
SCHY
FLAU vs. SCHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) and Schwab International Dividend Equity ETF (SCHY). 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 | SCHY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 2.14 | -1.02 |
Sortino ratioReturn per unit of downside risk | 1.59 | 2.83 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.41 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 3.29 | -1.37 |
Martin ratioReturn relative to average drawdown | 7.51 | 12.05 | -4.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FLAU | SCHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 2.14 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.67 | -0.35 |
Correlation
The correlation between FLAU and SCHY is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FLAU vs. SCHY - Dividend Comparison
FLAU's dividend yield for the trailing twelve months is around 3.07%, less than SCHY's 3.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHY Schwab International Dividend Equity ETF | 3.47% | 3.55% | 4.64% | 3.97% | 3.67% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FLAU vs. SCHY - Drawdown Comparison
The maximum FLAU drawdown since its inception was -45.73%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for FLAU and SCHY.
Loading graphics...
Drawdown Indicators
| FLAU | SCHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.73% | -24.04% | -21.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -9.11% | -3.71% |
Max Drawdown (5Y)Largest decline over 5 years | -24.68% | — | — |
Current DrawdownCurrent decline from peak | -7.05% | -5.90% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -6.87% | -5.00% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.49% | +0.79% |
Volatility
FLAU vs. SCHY - Volatility Comparison
Franklin FTSE Australia ETF (FLAU) has a higher volatility of 7.71% compared to Schwab International Dividend Equity ETF (SCHY) at 5.39%. This indicates that FLAU's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FLAU | SCHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 5.39% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.51% | 9.04% | +3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 13.95% | +6.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 13.24% | +6.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.66% | 13.24% | +10.42% |