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FLBR vs. CRAK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLBR vs. CRAK - Performance Comparison

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

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FLBR vs. CRAK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLBR
Franklin FTSE Brazil ETF
25.72%45.57%-27.58%33.19%10.44%-16.78%-20.13%28.47%-2.13%2.27%
CRAK
VanEck Oil Refiners ETF
29.10%39.11%-15.05%13.73%19.10%10.90%-11.22%9.15%-10.46%7.58%

Returns By Period

In the year-to-date period, FLBR achieves a 25.72% return, which is significantly lower than CRAK's 29.10% return.


FLBR

1D
0.25%
1M
0.42%
YTD
25.72%
6M
33.59%
1Y
55.44%
3Y*
21.82%
5Y*
12.82%
10Y*

CRAK

1D
-1.98%
1M
4.65%
YTD
29.10%
6M
33.54%
1Y
71.28%
3Y*
19.41%
5Y*
15.61%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLBR vs. CRAK - Expense Ratio Comparison

FLBR has a 0.19% expense ratio, which is lower than CRAK's 0.60% expense ratio.


Return for Risk

FLBR vs. CRAK — Risk / Return Rank

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

FLBR
FLBR Risk / Return Rank: 9292
Overall Rank
FLBR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLBR Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLBR Omega Ratio Rank: 8989
Omega Ratio Rank
FLBR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLBR Martin Ratio Rank: 9292
Martin Ratio Rank

CRAK
CRAK Risk / Return Rank: 9797
Overall Rank
CRAK Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CRAK Sortino Ratio Rank: 9898
Sortino Ratio Rank
CRAK Omega Ratio Rank: 9797
Omega Ratio Rank
CRAK Calmar Ratio Rank: 9696
Calmar Ratio Rank
CRAK Martin Ratio Rank: 9797
Martin Ratio Rank
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.

FLBR vs. CRAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil ETF (FLBR) and VanEck Oil Refiners ETF (CRAK). 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.


FLBRCRAKDifference

Sharpe ratio

Return per unit of total volatility

2.14

3.41

-1.27

Sortino ratio

Return per unit of downside risk

2.70

4.16

-1.46

Omega ratio

Gain probability vs. loss probability

1.38

1.62

-0.25

Calmar ratio

Return relative to maximum drawdown

4.85

4.77

+0.08

Martin ratio

Return relative to average drawdown

13.62

20.58

-6.96

FLBR vs. CRAK - Sharpe Ratio Comparison

The current FLBR Sharpe Ratio is 2.14, which is lower than the CRAK Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of FLBR and CRAK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLBRCRAKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

3.41

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.77

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.53

-0.34

Correlation

The correlation between FLBR and CRAK 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.


Dividends

FLBR vs. CRAK - Dividend Comparison

FLBR's dividend yield for the trailing twelve months is around 6.13%, more than CRAK's 1.56% yield.


TTM20252024202320222021202020192018201720162015
FLBR
Franklin FTSE Brazil ETF
6.13%7.71%7.68%8.84%11.99%8.71%2.32%3.42%3.72%0.42%0.00%0.00%
CRAK
VanEck Oil Refiners ETF
1.56%2.02%5.60%3.65%3.08%2.40%2.64%1.49%2.42%1.66%3.42%0.47%

Drawdowns

FLBR vs. CRAK - Drawdown Comparison

The maximum FLBR drawdown since its inception was -57.42%, roughly equal to the maximum CRAK drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for FLBR and CRAK.


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Drawdown Indicators


FLBRCRAKDifference

Max Drawdown

Largest peak-to-trough decline

-57.42%

-58.80%

+1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-15.07%

+3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-35.61%

+2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-58.80%

Current Drawdown

Current decline from peak

-1.44%

-1.98%

+0.54%

Average Drawdown

Average peak-to-trough decline

-18.87%

-12.63%

-6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

3.49%

+0.67%

Volatility

FLBR vs. CRAK - Volatility Comparison

Franklin FTSE Brazil ETF (FLBR) has a higher volatility of 11.31% compared to VanEck Oil Refiners ETF (CRAK) at 5.81%. This indicates that FLBR's price experiences larger fluctuations and is considered to be riskier than CRAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLBRCRAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.31%

5.81%

+5.50%

Volatility (6M)

Calculated over the trailing 6-month period

19.89%

13.42%

+6.47%

Volatility (1Y)

Calculated over the trailing 1-year period

26.02%

20.99%

+5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.73%

20.45%

+7.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.23%

22.11%

+11.12%