FLCA vs. SCHH
Compare and contrast key facts about Franklin FTSE Canada ETF (FLCA) and Schwab US REIT ETF (SCHH).
FLCA and SCHH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLCA is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Canada RIC Capped Index. It was launched on Nov 2, 2017. SCHH is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Jan 13, 2011. Both FLCA and SCHH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLCA vs. SCHH - Performance Comparison
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FLCA vs. SCHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCA Franklin FTSE Canada ETF | 1.33% | 34.62% | 13.02% | 14.71% | -11.93% | 28.67% | 6.31% | 28.42% | -15.55% | 2.49% |
SCHH Schwab US REIT ETF | 3.43% | 2.20% | 4.99% | 11.18% | -24.99% | 41.07% | -14.81% | 22.85% | -4.26% | 1.59% |
Returns By Period
In the year-to-date period, FLCA achieves a 1.33% return, which is significantly lower than SCHH's 3.43% return.
FLCA
- 1D
- 2.58%
- 1M
- -5.39%
- YTD
- 1.33%
- 6M
- 8.99%
- 1Y
- 34.16%
- 3Y*
- 19.55%
- 5Y*
- 12.33%
- 10Y*
- —
SCHH
- 1D
- 1.51%
- 1M
- -6.18%
- YTD
- 3.43%
- 6M
- 1.24%
- 1Y
- 3.01%
- 3Y*
- 6.64%
- 5Y*
- 3.44%
- 10Y*
- 3.25%
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FLCA vs. SCHH - Expense Ratio Comparison
FLCA has a 0.09% expense ratio, which is higher than SCHH's 0.07% 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
FLCA vs. SCHH — Risk / Return Rank
FLCA
SCHH
FLCA vs. SCHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and Schwab US REIT ETF (SCHH). 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.
| FLCA | SCHH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 0.19 | +1.86 |
Sortino ratioReturn per unit of downside risk | 2.73 | 0.37 | +2.36 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.05 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 3.27 | 0.33 | +2.94 |
Martin ratioReturn relative to average drawdown | 15.36 | 1.28 | +14.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLCA | SCHH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 0.19 | +1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.18 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.32 | +0.25 |
Correlation
The correlation between FLCA and SCHH is 0.50, 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
FLCA vs. SCHH - Dividend Comparison
FLCA's dividend yield for the trailing twelve months is around 1.83%, less than SCHH's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCA Franklin FTSE Canada ETF | 1.83% | 1.85% | 2.50% | 2.49% | 2.20% | 2.02% | 2.49% | 2.29% | 3.03% | 0.09% | 0.00% | 0.00% |
SCHH Schwab US REIT ETF | 3.03% | 3.04% | 3.22% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.64% | 2.22% | 2.81% | 2.48% |
Drawdowns
FLCA vs. SCHH - Drawdown Comparison
The maximum FLCA drawdown since its inception was -41.51%, smaller than the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for FLCA and SCHH.
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Drawdown Indicators
| FLCA | SCHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.51% | -44.22% | +2.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -12.40% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -24.23% | -33.28% | +9.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.22% | — |
Current DrawdownCurrent decline from peak | -5.85% | -7.46% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -9.54% | +3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 3.14% | -0.87% |
Volatility
FLCA vs. SCHH - Volatility Comparison
Franklin FTSE Canada ETF (FLCA) has a higher volatility of 5.85% compared to Schwab US REIT ETF (SCHH) at 4.59%. This indicates that FLCA's price experiences larger fluctuations and is considered to be riskier than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLCA | SCHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 4.59% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 9.30% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 16.22% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.68% | 18.71% | -2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.15% | 20.97% | -1.82% |