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FLCH vs. ASHR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLCH vs. ASHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China ETF (FLCH) and Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR). The values are adjusted to include any dividend payments, if applicable.

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FLCH vs. ASHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLCH
Franklin FTSE China ETF
-5.92%32.55%18.00%-11.21%-22.74%-20.87%30.09%24.32%-19.52%0.91%
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
-0.64%27.02%11.95%-12.52%-27.52%-1.57%36.29%36.50%-28.45%1.52%

Returns By Period

In the year-to-date period, FLCH achieves a -5.92% return, which is significantly lower than ASHR's -0.64% return.


FLCH

1D
1.77%
1M
-5.53%
YTD
-5.92%
6M
-12.58%
1Y
7.42%
3Y*
7.50%
5Y*
-4.91%
10Y*

ASHR

1D
1.33%
1M
-4.25%
YTD
-0.64%
6M
1.30%
1Y
25.74%
3Y*
5.52%
5Y*
-2.00%
10Y*
4.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLCH vs. ASHR - Expense Ratio Comparison

FLCH has a 0.19% expense ratio, which is lower than ASHR's 0.65% expense ratio.


Return for Risk

FLCH vs. ASHR — Risk / Return Rank

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

FLCH
FLCH Risk / Return Rank: 2222
Overall Rank
FLCH Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 2222
Sortino Ratio Rank
FLCH Omega Ratio Rank: 2323
Omega Ratio Rank
FLCH Calmar Ratio Rank: 2222
Calmar Ratio Rank
FLCH Martin Ratio Rank: 2121
Martin Ratio Rank

ASHR
ASHR Risk / Return Rank: 8080
Overall Rank
ASHR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ASHR Sortino Ratio Rank: 7777
Sortino Ratio Rank
ASHR Omega Ratio Rank: 7676
Omega Ratio Rank
ASHR Calmar Ratio Rank: 8282
Calmar Ratio Rank
ASHR Martin Ratio Rank: 8686
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.

FLCH vs. ASHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR). 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.


FLCHASHRDifference

Sharpe ratio

Return per unit of total volatility

0.32

1.39

-1.06

Sortino ratio

Return per unit of downside risk

0.59

1.90

-1.31

Omega ratio

Gain probability vs. loss probability

1.08

1.27

-0.19

Calmar ratio

Return relative to maximum drawdown

0.41

2.16

-1.75

Martin ratio

Return relative to average drawdown

1.20

9.57

-8.37

FLCH vs. ASHR - Sharpe Ratio Comparison

The current FLCH Sharpe Ratio is 0.32, which is lower than the ASHR Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FLCH and ASHR, 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


FLCHASHRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.39

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.08

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.20

-0.18

Correlation

The correlation between FLCH and ASHR is 0.78, 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

FLCH vs. ASHR - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.51%, more than ASHR's 2.32% yield.


TTM20252024202320222021202020192018201720162015
FLCH
Franklin FTSE China ETF
2.51%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%0.00%0.00%
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
2.32%2.31%1.13%2.48%1.13%0.88%0.81%0.98%1.32%0.84%0.73%30.13%

Drawdowns

FLCH vs. ASHR - Drawdown Comparison

The maximum FLCH drawdown since its inception was -62.09%, which is greater than ASHR's maximum drawdown of -51.30%. Use the drawdown chart below to compare losses from any high point for FLCH and ASHR.


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Drawdown Indicators


FLCHASHRDifference

Max Drawdown

Largest peak-to-trough decline

-62.09%

-51.30%

-10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-17.18%

-11.41%

-5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-56.06%

-46.44%

-9.62%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

Current Drawdown

Current decline from peak

-33.69%

-23.87%

-9.82%

Average Drawdown

Average peak-to-trough decline

-30.49%

-29.34%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.96%

2.67%

+3.29%

Volatility

FLCH vs. ASHR - Volatility Comparison

Franklin FTSE China ETF (FLCH) has a higher volatility of 6.95% compared to Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) at 5.81%. This indicates that FLCH's price experiences larger fluctuations and is considered to be riskier than ASHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCHASHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

5.81%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.95%

11.30%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

23.03%

18.63%

+4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.59%

23.85%

+5.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.07%

24.13%

+3.94%