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FLCH vs. CXSE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCH and CXSE 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.


-0.50.00.51.0
Correlation: 0.5

Performance

FLCH vs. CXSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China ETF (FLCH) and WisdomTree China ex-State-Owned Enterprises Fund (CXSE). The values are adjusted to include any dividend payments, if applicable.

-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%NovemberDecember2025FebruaryMarchApril
-6.70%
-16.53%
FLCH
CXSE

Key characteristics

Sharpe Ratio

FLCH:

0.93

CXSE:

0.70

Sortino Ratio

FLCH:

1.48

CXSE:

1.23

Omega Ratio

FLCH:

1.20

CXSE:

1.16

Calmar Ratio

FLCH:

0.58

CXSE:

0.38

Martin Ratio

FLCH:

2.36

CXSE:

1.60

Ulcer Index

FLCH:

13.53%

CXSE:

16.00%

Daily Std Dev

FLCH:

34.27%

CXSE:

36.52%

Max Drawdown

FLCH:

-62.09%

CXSE:

-70.01%

Current Drawdown

FLCH:

-41.02%

CXSE:

-57.91%

Returns By Period

In the year-to-date period, FLCH achieves a 10.92% return, which is significantly higher than CXSE's 7.80% return.


FLCH

YTD

10.92%

1M

-5.30%

6M

6.44%

1Y

28.72%

5Y*

-0.24%

10Y*

N/A

CXSE

YTD

7.80%

1M

-5.43%

6M

0.79%

1Y

22.22%

5Y*

-3.33%

10Y*

1.12%

*Annualized

Compare stocks, funds, or ETFs

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


FLCH vs. CXSE - Expense Ratio Comparison

FLCH has a 0.19% expense ratio, which is lower than CXSE's 0.32% expense ratio.


Expense ratio chart for CXSE: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CXSE: 0.32%
Expense ratio chart for FLCH: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLCH: 0.19%

Risk-Adjusted Performance

FLCH vs. CXSE — Risk-Adjusted Performance Rank

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

FLCH
The Risk-Adjusted Performance Rank of FLCH is 7575
Overall Rank
The Sharpe Ratio Rank of FLCH is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCH is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FLCH is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FLCH is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FLCH is 6666
Martin Ratio Rank

CXSE
The Risk-Adjusted Performance Rank of CXSE is 6565
Overall Rank
The Sharpe Ratio Rank of CXSE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of CXSE is 7575
Sortino Ratio Rank
The Omega Ratio Rank of CXSE is 7474
Omega Ratio Rank
The Calmar Ratio Rank of CXSE is 5454
Calmar Ratio Rank
The Martin Ratio Rank of CXSE is 5454
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.

FLCH vs. CXSE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and WisdomTree China ex-State-Owned Enterprises Fund (CXSE). 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 chart of Sharpe ratio for FLCH, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.00
FLCH: 0.93
CXSE: 0.70
The chart of Sortino ratio for FLCH, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.00
FLCH: 1.48
CXSE: 1.23
The chart of Omega ratio for FLCH, currently valued at 1.20, compared to the broader market0.501.001.502.00
FLCH: 1.20
CXSE: 1.16
The chart of Calmar ratio for FLCH, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.0012.00
FLCH: 0.58
CXSE: 0.38
The chart of Martin ratio for FLCH, currently valued at 2.36, compared to the broader market0.0020.0040.0060.00
FLCH: 2.36
CXSE: 1.60

The current FLCH Sharpe Ratio is 0.93, which is higher than the CXSE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FLCH and CXSE, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.93
0.70
FLCH
CXSE

Dividends

FLCH vs. CXSE - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.59%, more than CXSE's 1.58% yield.


TTM20242023202220212020201920182017201620152014
FLCH
Franklin FTSE China ETF
2.59%2.88%3.46%2.69%1.49%0.91%1.98%1.93%0.00%0.00%0.00%0.00%
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
1.58%1.70%1.71%1.55%0.86%0.54%0.96%1.49%1.24%1.39%1.02%2.29%

Drawdowns

FLCH vs. CXSE - Drawdown Comparison

The maximum FLCH drawdown since its inception was -62.09%, smaller than the maximum CXSE drawdown of -70.01%. Use the drawdown chart below to compare losses from any high point for FLCH and CXSE. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%NovemberDecember2025FebruaryMarchApril
-41.02%
-57.91%
FLCH
CXSE

Volatility

FLCH vs. CXSE - Volatility Comparison

Franklin FTSE China ETF (FLCH) and WisdomTree China ex-State-Owned Enterprises Fund (CXSE) have volatilities of 14.23% and 14.77%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.23%
14.77%
FLCH
CXSE