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FLBL vs. DADS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLBL vs. DADS - Performance Comparison

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

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Returns By Period

In the year-to-date period, FLBL achieves a 0.91% return, which is significantly lower than DADS's 14.37% return.


FLBL

1D
0.00%
1M
0.45%
YTD
0.91%
6M
0.70%
1Y
2.39%
3Y*
7.36%
5Y*
5.21%
10Y*

DADS

1D
-0.89%
1M
4.49%
YTD
14.37%
6M
9.44%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLBL vs. DADS - Yearly Performance Comparison


2026 (YTD)2025
FLBL
Franklin Liberty Senior Loan ETF
0.91%0.32%
DADS
Digital Asset Debt Strategy ETF
14.37%-3.41%

Correlation

The correlation between FLBL and DADS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 6, 2025

0.35

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Return for Risk

FLBL vs. DADS — Risk / Return Rank

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

FLBL
FLBL Risk / Return Rank: 2323
Overall Rank
FLBL Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FLBL Sortino Ratio Rank: 2424
Sortino Ratio Rank
FLBL Omega Ratio Rank: 2626
Omega Ratio Rank
FLBL Calmar Ratio Rank: 1818
Calmar Ratio Rank
FLBL Martin Ratio Rank: 2121
Martin Ratio Rank

DADS
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.

FLBL vs. DADS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Senior Loan ETF (FLBL) and Digital Asset Debt Strategy ETF (DADS). 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.


FLBLDADSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

0.75

Martin ratioReturn relative to average drawdown

2.54

FLBL vs. DADS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLBLDADSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.73

+0.07

Drawdowns

FLBL vs. DADS - Drawdown Comparison

The maximum FLBL drawdown since its inception was -19.52%, which is greater than DADS's maximum drawdown of -17.07%. Use the drawdown chart below to compare losses from any high point for FLBL and DADS.


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Drawdown Indicators


FLBLDADSDifference

Max Drawdown

Largest peak-to-trough decline

-19.52%

-17.07%

-2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-6.80%

Current Drawdown

Current decline from peak

-0.09%

-2.77%

+2.68%

Average Drawdown

Average peak-to-trough decline

-1.00%

-7.63%

+6.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

Volatility

FLBL vs. DADS - Volatility Comparison


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Volatility by Period


FLBLDADSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

2.60%

17.58%

-14.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.86%

17.58%

-13.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

17.58%

-11.86%

FLBL vs. DADS - Expense Ratio Comparison

FLBL has a 0.45% expense ratio, which is lower than DADS's 1.04% expense ratio.


Dividends

FLBL vs. DADS - Dividend Comparison

FLBL's dividend yield for the trailing twelve months is around 7.58%, more than DADS's 2.76% yield.


PositionTTM20252024202320222021202020192018
DADS
Digital Asset Debt Strategy ETF
2.76%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLBL
Franklin Liberty Senior Loan ETF
7.58%7.24%8.05%8.37%5.53%3.57%3.22%3.97%2.21%

Frequently Asked Questions


FLBL and DADS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLBL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLBL is cheaper with a 0.45% expense ratio, compared with 1.04% for DADS.

FLBL has the higher dividend yield at 7.58%, compared with 2.76% for DADS.

They also come from different issuers: Franklin Templeton and Alphabit. Their fees differ too: 0.45% for FLBL and 1.04% for DADS.

Portfolio Optimizer

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