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FLBR vs. ECH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLBR vs. ECH - Performance Comparison

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

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FLBR vs. ECH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLBR
Franklin FTSE Brazil ETF
25.41%45.57%-27.58%33.19%10.44%-16.78%-20.13%28.47%-2.13%2.27%
ECH
iShares MSCI Chile ETF
-1.58%65.41%-8.67%9.01%25.12%-19.80%-7.13%-17.79%-18.98%2.69%

Returns By Period

In the year-to-date period, FLBR achieves a 25.41% return, which is significantly higher than ECH's -1.58% return.


FLBR

1D
4.41%
1M
-0.75%
YTD
25.41%
6M
32.35%
1Y
56.32%
3Y*
21.72%
5Y*
12.76%
10Y*

ECH

1D
3.87%
1M
-8.60%
YTD
-1.58%
6M
21.06%
1Y
36.70%
3Y*
15.12%
5Y*
7.45%
10Y*
3.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLBR vs. ECH - Expense Ratio Comparison

FLBR has a 0.19% expense ratio, which is lower than ECH's 0.59% expense ratio.


Return for Risk

FLBR vs. ECH — Risk / Return Rank

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

FLBR
FLBR Risk / Return Rank: 9393
Overall Rank
FLBR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FLBR Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLBR Omega Ratio Rank: 9191
Omega Ratio Rank
FLBR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLBR Martin Ratio Rank: 9393
Martin Ratio Rank

ECH
ECH Risk / Return Rank: 7373
Overall Rank
ECH Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ECH Sortino Ratio Rank: 7878
Sortino Ratio Rank
ECH Omega Ratio Rank: 7272
Omega Ratio Rank
ECH Calmar Ratio Rank: 7474
Calmar Ratio Rank
ECH Martin Ratio Rank: 6262
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. ECH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil ETF (FLBR) and iShares MSCI Chile ETF (ECH). 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.


FLBRECHDifference

Sharpe ratio

Return per unit of total volatility

2.18

1.45

+0.72

Sortino ratio

Return per unit of downside risk

2.73

1.96

+0.77

Omega ratio

Gain probability vs. loss probability

1.38

1.26

+0.12

Calmar ratio

Return relative to maximum drawdown

4.77

1.88

+2.89

Martin ratio

Return relative to average drawdown

13.39

5.97

+7.41

FLBR vs. ECH - Sharpe Ratio Comparison

The current FLBR Sharpe Ratio is 2.18, which is higher than the ECH Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FLBR and ECH, 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


FLBRECHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

1.45

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.27

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.05

+0.14

Correlation

The correlation between FLBR and ECH is 0.51, 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. ECH - Dividend Comparison

FLBR's dividend yield for the trailing twelve months is around 6.15%, more than ECH's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FLBR
Franklin FTSE Brazil ETF
6.15%7.71%7.68%8.84%11.99%8.71%2.32%3.42%3.72%0.42%0.00%0.00%
ECH
iShares MSCI Chile ETF
2.05%2.01%3.12%4.77%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%

Drawdowns

FLBR vs. ECH - Drawdown Comparison

The maximum FLBR drawdown since its inception was -57.42%, smaller than the maximum ECH drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for FLBR and ECH.


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Drawdown Indicators


FLBRECHDifference

Max Drawdown

Largest peak-to-trough decline

-57.42%

-74.08%

+16.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-19.65%

+7.96%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-37.17%

+4.43%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

Current Drawdown

Current decline from peak

-1.69%

-26.87%

+25.18%

Average Drawdown

Average peak-to-trough decline

-18.88%

-37.65%

+18.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

6.19%

-2.03%

Volatility

FLBR vs. ECH - Volatility Comparison

Franklin FTSE Brazil ETF (FLBR) has a higher volatility of 12.43% compared to iShares MSCI Chile ETF (ECH) at 10.98%. This indicates that FLBR's price experiences larger fluctuations and is considered to be riskier than ECH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLBRECHDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.43%

10.98%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

19.89%

18.99%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

26.03%

25.34%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.75%

27.84%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.23%

27.05%

+6.18%