FLBR vs. EWZ
Compare and contrast key facts about Franklin FTSE Brazil ETF (FLBR) and iShares MSCI Brazil ETF (EWZ).
FLBR and EWZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLBR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Brazil RIC Capped Index. It was launched on Nov 3, 2017. EWZ is a passively managed fund by iShares that tracks the performance of the MSCI Brazil 25/50 Index. It was launched on Jul 10, 2000. Both FLBR and EWZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLBR or EWZ.
Performance
FLBR vs. EWZ - Performance Comparison
Returns By Period
In the year-to-date period, FLBR achieves a -17.49% return, which is significantly higher than EWZ's -19.39% return.
FLBR
-17.49%
-2.70%
-9.74%
-12.27%
-1.88%
N/A
EWZ
-19.39%
-3.26%
-10.37%
-14.58%
-2.34%
-0.21%
Key characteristics
| FLBR | EWZ | |
|---|---|---|
| Sharpe Ratio | -0.53 | -0.63 |
| Sortino Ratio | -0.64 | -0.80 |
| Omega Ratio | 0.93 | 0.91 |
| Calmar Ratio | -0.46 | -0.28 |
| Martin Ratio | -0.91 | -1.01 |
| Ulcer Index | 11.73% | 12.72% |
| Daily Std Dev | 20.15% | 20.27% |
| Max Drawdown | -57.42% | -77.27% |
| Current Drawdown | -20.80% | -45.84% |
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FLBR vs. EWZ - Expense Ratio Comparison
FLBR has a 0.19% expense ratio, which is lower than EWZ's 0.59% expense ratio.
Correlation
The correlation between FLBR and EWZ is 0.97, 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.
Risk-Adjusted Performance
FLBR vs. EWZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil ETF (FLBR) and iShares MSCI Brazil ETF (EWZ). 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.
Dividends
FLBR vs. EWZ - Dividend Comparison
FLBR's dividend yield for the trailing twelve months is around 7.40%, less than EWZ's 7.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLBR Franklin FTSE Brazil ETF | 7.40% | 8.84% | 11.99% | 8.71% | 2.32% | 3.41% | 3.72% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
EWZ iShares MSCI Brazil ETF | 7.83% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% | 3.78% | 3.23% |
Drawdowns
FLBR vs. EWZ - Drawdown Comparison
The maximum FLBR drawdown since its inception was -57.42%, smaller than the maximum EWZ drawdown of -77.27%. Use the drawdown chart below to compare losses from any high point for FLBR and EWZ. For additional features, visit the drawdowns tool.
Volatility
FLBR vs. EWZ - Volatility Comparison
Franklin FTSE Brazil ETF (FLBR) and iShares MSCI Brazil ETF (EWZ) have volatilities of 5.57% and 5.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.