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FLBL vs. FLOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLBL and FLOT is 0.21, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

FLBL vs. FLOT - Performance Comparison

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

20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
36.93%
22.95%
FLBL
FLOT

Key characteristics

Sharpe Ratio

FLBL:

1.49

FLOT:

2.49

Sortino Ratio

FLBL:

2.08

FLOT:

3.13

Omega Ratio

FLBL:

1.47

FLOT:

2.20

Calmar Ratio

FLBL:

1.48

FLOT:

3.39

Martin Ratio

FLBL:

9.65

FLOT:

26.53

Ulcer Index

FLBL:

0.60%

FLOT:

0.20%

Daily Std Dev

FLBL:

3.90%

FLOT:

2.14%

Max Drawdown

FLBL:

-19.52%

FLOT:

-13.54%

Current Drawdown

FLBL:

-0.50%

FLOT:

-0.04%

Returns By Period

In the year-to-date period, FLBL achieves a 0.23% return, which is significantly lower than FLOT's 1.19% return.


FLBL

YTD

0.23%

1M

0.21%

6M

1.71%

1Y

5.78%

5Y*

6.60%

10Y*

N/A

FLOT

YTD

1.19%

1M

0.10%

6M

2.21%

1Y

5.33%

5Y*

3.65%

10Y*

2.52%

*Annualized

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FLBL vs. FLOT - Expense Ratio Comparison

FLBL has a 0.45% expense ratio, which is higher than FLOT's 0.20% expense ratio.


Expense ratio chart for FLBL: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLBL: 0.45%
Expense ratio chart for FLOT: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLOT: 0.20%

Risk-Adjusted Performance

FLBL vs. FLOT — Risk-Adjusted Performance Rank

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

FLBL
The Risk-Adjusted Performance Rank of FLBL is 9191
Overall Rank
The Sharpe Ratio Rank of FLBL is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FLBL is 8989
Sortino Ratio Rank
The Omega Ratio Rank of FLBL is 9696
Omega Ratio Rank
The Calmar Ratio Rank of FLBL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FLBL is 9393
Martin Ratio Rank

FLOT
The Risk-Adjusted Performance Rank of FLOT is 9797
Overall Rank
The Sharpe Ratio Rank of FLOT is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FLOT is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FLOT is 9999
Omega Ratio Rank
The Calmar Ratio Rank of FLOT is 9696
Calmar Ratio Rank
The Martin Ratio Rank of FLOT is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLBL vs. FLOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Senior Loan ETF (FLBL) and iShares Floating Rate Bond ETF (FLOT). 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.


The chart of Sharpe ratio for FLBL, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.00
FLBL: 1.49
FLOT: 2.49
The chart of Sortino ratio for FLBL, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.00
FLBL: 2.08
FLOT: 3.13
The chart of Omega ratio for FLBL, currently valued at 1.47, compared to the broader market0.501.001.502.00
FLBL: 1.47
FLOT: 2.20
The chart of Calmar ratio for FLBL, currently valued at 1.48, compared to the broader market0.002.004.006.008.0010.0012.00
FLBL: 1.48
FLOT: 3.39
The chart of Martin ratio for FLBL, currently valued at 9.65, compared to the broader market0.0020.0040.0060.00
FLBL: 9.65
FLOT: 26.53

The current FLBL Sharpe Ratio is 1.49, which is lower than the FLOT Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of FLBL and FLOT, 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 Ratio0.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
1.49
2.49
FLBL
FLOT

Dividends

FLBL vs. FLOT - Dividend Comparison

FLBL's dividend yield for the trailing twelve months is around 7.60%, more than FLOT's 5.52% yield.


TTM20242023202220212020201920182017201620152014
FLBL
Franklin Liberty Senior Loan ETF
7.60%8.05%8.37%5.53%3.57%3.22%3.97%2.21%0.00%0.00%0.00%0.00%
FLOT
iShares Floating Rate Bond ETF
5.52%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%0.44%

Drawdowns

FLBL vs. FLOT - Drawdown Comparison

The maximum FLBL drawdown since its inception was -19.52%, which is greater than FLOT's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for FLBL and FLOT. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.50%
-0.04%
FLBL
FLOT

Volatility

FLBL vs. FLOT - Volatility Comparison

Franklin Liberty Senior Loan ETF (FLBL) has a higher volatility of 3.55% compared to iShares Floating Rate Bond ETF (FLOT) at 2.05%. This indicates that FLBL's price experiences larger fluctuations and is considered to be riskier than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
3.55%
2.05%
FLBL
FLOT