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FLCA vs. EWC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCA and EWC is 0.70, 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.


Performance

FLCA vs. EWC - Performance Comparison

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

50.00%60.00%70.00%80.00%90.00%December2025FebruaryMarchAprilMay
84.90%
72.94%
FLCA
EWC

Key characteristics

Sharpe Ratio

FLCA:

0.92

EWC:

0.86

Sortino Ratio

FLCA:

1.41

EWC:

1.36

Omega Ratio

FLCA:

1.19

EWC:

1.18

Calmar Ratio

FLCA:

1.28

EWC:

1.18

Martin Ratio

FLCA:

5.02

EWC:

4.56

Ulcer Index

FLCA:

3.20%

EWC:

3.36%

Daily Std Dev

FLCA:

16.95%

EWC:

16.95%

Max Drawdown

FLCA:

-41.51%

EWC:

-60.75%

Current Drawdown

FLCA:

-0.33%

EWC:

-0.09%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLCA having a 6.50% return and EWC slightly lower at 6.33%.


FLCA

YTD

6.50%

1M

7.65%

6M

4.17%

1Y

15.47%

5Y*

15.00%

10Y*

N/A

EWC

YTD

6.33%

1M

8.37%

6M

4.15%

1Y

14.50%

5Y*

14.28%

10Y*

6.32%

*Annualized

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FLCA vs. EWC - Expense Ratio Comparison

FLCA has a 0.09% expense ratio, which is lower than EWC's 0.49% expense ratio.


Risk-Adjusted Performance

FLCA vs. EWC — Risk-Adjusted Performance Rank

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

FLCA
The Risk-Adjusted Performance Rank of FLCA is 8383
Overall Rank
The Sharpe Ratio Rank of FLCA is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCA is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FLCA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FLCA is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FLCA is 8585
Martin Ratio Rank

EWC
The Risk-Adjusted Performance Rank of EWC is 8181
Overall Rank
The Sharpe Ratio Rank of EWC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of EWC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of EWC is 7777
Omega Ratio Rank
The Calmar Ratio Rank of EWC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EWC is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLCA vs. EWC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and iShares MSCI Canada ETF (EWC). 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.


The current FLCA Sharpe Ratio is 0.92, which is comparable to the EWC Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FLCA and EWC, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.92
0.86
FLCA
EWC

Dividends

FLCA vs. EWC - Dividend Comparison

FLCA's dividend yield for the trailing twelve months is around 2.34%, more than EWC's 2.10% yield.


TTM20242023202220212020201920182017201620152014
FLCA
Franklin FTSE Canada ETF
2.34%2.50%2.49%2.20%2.03%2.50%2.29%3.02%0.09%0.00%0.00%0.00%
EWC
iShares MSCI Canada ETF
2.10%2.23%2.27%2.34%1.85%2.09%2.16%2.65%1.97%1.75%2.34%2.15%

Drawdowns

FLCA vs. EWC - Drawdown Comparison

The maximum FLCA drawdown since its inception was -41.51%, smaller than the maximum EWC drawdown of -60.75%. Use the drawdown chart below to compare losses from any high point for FLCA and EWC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.33%
-0.09%
FLCA
EWC

Volatility

FLCA vs. EWC - Volatility Comparison

Franklin FTSE Canada ETF (FLCA) and iShares MSCI Canada ETF (EWC) have volatilities of 4.71% and 4.56%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
4.71%
4.56%
FLCA
EWC