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FLCA vs. XIU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLCA vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Canada ETF (FLCA) and iShares S&P/TSX 60 Index ETF (XIU.TO). The values are adjusted to include any dividend payments, if applicable.

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FLCA vs. XIU.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLCA
Franklin FTSE Canada ETF
2.36%34.62%13.02%14.71%-11.93%28.67%6.31%28.42%-15.55%2.49%
XIU.TO
iShares S&P/TSX 60 Index ETF
2.33%35.07%11.20%14.40%-12.61%29.00%7.38%27.89%-14.98%2.52%
Different Trading Currencies

FLCA is traded in USD, while XIU.TO is traded in CAD. To make them comparable, the XIU.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLCA achieves a 2.36% return, which is significantly higher than XIU.TO's 1.73% return.


FLCA

1D
1.02%
1M
-4.87%
YTD
2.36%
6M
10.16%
1Y
34.23%
3Y*
19.96%
5Y*
12.56%
10Y*

XIU.TO

1D
0.00%
1M
-5.36%
YTD
1.73%
6M
8.93%
1Y
33.63%
3Y*
18.80%
5Y*
11.91%
10Y*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLCA vs. XIU.TO - Expense Ratio Comparison

FLCA has a 0.09% expense ratio, which is lower than XIU.TO's 0.18% expense ratio. Despite the difference, 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. XIU.TO — Risk / Return Rank

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

FLCA
FLCA Risk / Return Rank: 9191
Overall Rank
FLCA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FLCA Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLCA Omega Ratio Rank: 9090
Omega Ratio Rank
FLCA Calmar Ratio Rank: 9191
Calmar Ratio Rank
FLCA Martin Ratio Rank: 9494
Martin Ratio Rank

XIU.TO
XIU.TO Risk / Return Rank: 9191
Overall Rank
XIU.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 9393
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9393
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.

FLCA vs. XIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and iShares S&P/TSX 60 Index ETF (XIU.TO). 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.


FLCAXIU.TODifference

Sharpe ratio

Return per unit of total volatility

2.06

2.09

-0.04

Sortino ratio

Return per unit of downside risk

2.73

2.80

-0.07

Omega ratio

Gain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratio

Return relative to maximum drawdown

3.33

3.25

+0.07

Martin ratio

Return relative to average drawdown

15.48

15.94

-0.46

FLCA vs. XIU.TO - Sharpe Ratio Comparison

The current FLCA Sharpe Ratio is 2.06, which is comparable to the XIU.TO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of FLCA and XIU.TO, 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


FLCAXIU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

2.09

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.72

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.54

+0.03

Correlation

The correlation between FLCA and XIU.TO is 0.90, 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.


Dividends

FLCA vs. XIU.TO - Dividend Comparison

FLCA's dividend yield for the trailing twelve months is around 1.81%, less than XIU.TO's 2.33% yield.


TTM20252024202320222021202020192018201720162015
FLCA
Franklin FTSE Canada ETF
1.81%1.85%2.50%2.49%2.20%2.02%2.49%2.29%3.03%0.09%0.00%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF
2.33%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Drawdowns

FLCA vs. XIU.TO - Drawdown Comparison

The maximum FLCA drawdown since its inception was -41.51%, roughly equal to the maximum XIU.TO drawdown of -41.24%. Use the drawdown chart below to compare losses from any high point for FLCA and XIU.TO.


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Drawdown Indicators


FLCAXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-41.51%

-52.31%

+10.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-10.79%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-16.36%

-7.87%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

Current Drawdown

Current decline from peak

-4.89%

-3.36%

-1.53%

Average Drawdown

Average peak-to-trough decline

-6.00%

-11.69%

+5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.22%

+0.08%

Volatility

FLCA vs. XIU.TO - Volatility Comparison

Franklin FTSE Canada ETF (FLCA) has a higher volatility of 5.71% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 5.35%. This indicates that FLCA's price experiences larger fluctuations and is considered to be riskier than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCAXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

5.35%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

10.88%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.75%

16.18%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

16.60%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

18.56%

+0.58%