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FLBR vs. ILF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLBR and ILF is 0.92, 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.


-0.50.00.51.00.9

Performance

FLBR vs. ILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Brazil ETF (FLBR) and iShares Latin American 40 ETF (ILF). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-9.92%
-6.86%
FLBR
ILF

Key characteristics

Sharpe Ratio

FLBR:

-1.19

ILF:

-1.09

Sortino Ratio

FLBR:

-1.63

ILF:

-1.44

Omega Ratio

FLBR:

0.81

ILF:

0.83

Calmar Ratio

FLBR:

-0.83

ILF:

-0.57

Martin Ratio

FLBR:

-1.93

ILF:

-1.91

Ulcer Index

FLBR:

13.51%

ILF:

10.21%

Daily Std Dev

FLBR:

21.97%

ILF:

17.97%

Max Drawdown

FLBR:

-57.42%

ILF:

-67.48%

Current Drawdown

FLBR:

-31.22%

ILF:

-33.42%

Returns By Period

In the year-to-date period, FLBR achieves a -28.34% return, which is significantly lower than ILF's -21.75% return.


FLBR

YTD

-28.34%

1M

-12.84%

6M

-13.29%

1Y

-27.24%

5Y*

-6.37%

10Y*

N/A

ILF

YTD

-21.75%

1M

-7.82%

6M

-10.58%

1Y

-20.88%

5Y*

-2.58%

10Y*

0.58%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLBR vs. ILF - Expense Ratio Comparison

FLBR has a 0.19% expense ratio, which is lower than ILF's 0.48% expense ratio.


ILF
iShares Latin American 40 ETF
Expense ratio chart for ILF: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for FLBR: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

FLBR vs. ILF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil ETF (FLBR) and iShares Latin American 40 ETF (ILF). 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.


Sharpe ratio
The chart of Sharpe ratio for FLBR, currently valued at -1.19, compared to the broader market0.002.004.00-1.19-1.09
The chart of Sortino ratio for FLBR, currently valued at -1.63, compared to the broader market-2.000.002.004.006.008.0010.00-1.63-1.44
The chart of Omega ratio for FLBR, currently valued at 0.81, compared to the broader market0.501.001.502.002.503.000.810.83
The chart of Calmar ratio for FLBR, currently valued at -0.83, compared to the broader market0.005.0010.0015.00-0.83-0.83
The chart of Martin ratio for FLBR, currently valued at -1.93, compared to the broader market0.0020.0040.0060.0080.00100.00-1.93-1.91
FLBR
ILF

The current FLBR Sharpe Ratio is -1.19, which is comparable to the ILF Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of FLBR and ILF, 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 Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-1.19
-1.09
FLBR
ILF

Dividends

FLBR vs. ILF - Dividend Comparison

FLBR's dividend yield for the trailing twelve months is around 3.59%, less than ILF's 7.31% yield.


TTM20232022202120202019201820172016201520142013
FLBR
Franklin FTSE Brazil ETF
3.59%8.84%11.99%8.71%2.32%3.41%3.72%0.42%0.00%0.00%0.00%0.00%
ILF
iShares Latin American 40 ETF
7.31%4.61%12.72%8.47%1.88%3.09%3.12%1.81%1.59%3.25%2.32%3.32%

Drawdowns

FLBR vs. ILF - Drawdown Comparison

The maximum FLBR drawdown since its inception was -57.42%, smaller than the maximum ILF drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for FLBR and ILF. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-31.22%
-22.47%
FLBR
ILF

Volatility

FLBR vs. ILF - Volatility Comparison

Franklin FTSE Brazil ETF (FLBR) has a higher volatility of 10.82% compared to iShares Latin American 40 ETF (ILF) at 6.98%. This indicates that FLBR's price experiences larger fluctuations and is considered to be riskier than ILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.82%
6.98%
FLBR
ILF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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