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FLBR vs. FLSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLBR vs. FLSW - Performance Comparison

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

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FLBR vs. FLSW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLBR
Franklin FTSE Brazil ETF
25.41%45.57%-27.58%33.19%10.44%-16.78%-20.13%28.47%-6.87%
FLSW
Franklin FTSE Switzerland ETF
-2.21%32.92%-1.77%16.79%-18.14%20.82%13.25%31.66%-7.85%

Returns By Period

In the year-to-date period, FLBR achieves a 25.41% return, which is significantly higher than FLSW's -2.21% return.


FLBR

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

FLSW

1D
2.29%
1M
-10.00%
YTD
-2.21%
6M
5.90%
1Y
16.22%
3Y*
11.56%
5Y*
8.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLBR vs. FLSW - Expense Ratio Comparison

FLBR has a 0.19% expense ratio, which is higher than FLSW's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FLBR vs. FLSW — 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

FLSW
FLSW Risk / Return Rank: 5151
Overall Rank
FLSW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FLSW Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLSW Omega Ratio Rank: 5151
Omega Ratio Rank
FLSW Calmar Ratio Rank: 4444
Calmar Ratio Rank
FLSW Martin Ratio Rank: 4646
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. FLSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil ETF (FLBR) and Franklin FTSE Switzerland ETF (FLSW). 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.


FLBRFLSWDifference

Sharpe ratio

Return per unit of total volatility

2.18

0.99

+1.18

Sortino ratio

Return per unit of downside risk

2.73

1.46

+1.27

Omega ratio

Gain probability vs. loss probability

1.38

1.19

+0.19

Calmar ratio

Return relative to maximum drawdown

4.77

1.08

+3.69

Martin ratio

Return relative to average drawdown

13.39

4.21

+9.18

FLBR vs. FLSW - Sharpe Ratio Comparison

The current FLBR Sharpe Ratio is 2.18, which is higher than the FLSW Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of FLBR and FLSW, 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


FLBRFLSWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

0.99

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.52

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.54

-0.35

Correlation

The correlation between FLBR and FLSW is 0.37, 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.


Dividends

FLBR vs. FLSW - Dividend Comparison

FLBR's dividend yield for the trailing twelve months is around 6.15%, more than FLSW's 2.17% yield.


TTM202520242023202220212020201920182017
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%
FLSW
Franklin FTSE Switzerland ETF
2.17%2.12%2.04%2.36%2.02%1.86%2.28%1.15%2.86%0.00%

Drawdowns

FLBR vs. FLSW - Drawdown Comparison

The maximum FLBR drawdown since its inception was -57.42%, which is greater than FLSW's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for FLBR and FLSW.


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Drawdown Indicators


FLBRFLSWDifference

Max Drawdown

Largest peak-to-trough decline

-57.42%

-28.16%

-29.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-13.38%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-28.16%

-4.58%

Current Drawdown

Current decline from peak

-1.69%

-10.00%

+8.31%

Average Drawdown

Average peak-to-trough decline

-18.88%

-5.97%

-12.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

3.43%

+0.73%

Volatility

FLBR vs. FLSW - Volatility Comparison

Franklin FTSE Brazil ETF (FLBR) has a higher volatility of 12.43% compared to Franklin FTSE Switzerland ETF (FLSW) at 6.41%. This indicates that FLBR's price experiences larger fluctuations and is considered to be riskier than FLSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLBRFLSWDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.43%

6.41%

+6.02%

Volatility (6M)

Calculated over the trailing 6-month period

19.89%

10.64%

+9.25%

Volatility (1Y)

Calculated over the trailing 1-year period

26.03%

16.53%

+9.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.75%

15.50%

+12.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.23%

16.84%

+16.39%