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

Correlation

The correlation between FLCH and KWEB is 0.92, 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.


-0.50.00.51.00.9

Performance

FLCH vs. KWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China ETF (FLCH) and KraneShares CSI China Internet ETF (KWEB). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-16.06%
-40.13%
FLCH
KWEB

Key characteristics

Sharpe Ratio

FLCH:

0.65

KWEB:

0.41

Sortino Ratio

FLCH:

1.15

KWEB:

0.92

Omega Ratio

FLCH:

1.15

KWEB:

1.11

Calmar Ratio

FLCH:

0.34

KWEB:

0.22

Martin Ratio

FLCH:

1.95

KWEB:

1.26

Ulcer Index

FLCH:

10.59%

KWEB:

13.10%

Daily Std Dev

FLCH:

31.83%

KWEB:

39.94%

Max Drawdown

FLCH:

-62.09%

KWEB:

-80.92%

Current Drawdown

FLCH:

-46.93%

KWEB:

-67.53%

Returns By Period

In the year-to-date period, FLCH achieves a 17.76% return, which is significantly higher than KWEB's 14.08% return.


FLCH

YTD

17.76%

1M

-1.05%

6M

9.50%

1Y

19.24%

5Y*

-3.47%

10Y*

N/A

KWEB

YTD

14.08%

1M

-0.12%

6M

6.99%

1Y

15.08%

5Y*

-7.13%

10Y*

0.58%

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. KWEB - Expense Ratio Comparison

FLCH has a 0.19% expense ratio, which is lower than KWEB's 0.76% expense ratio.


KWEB
KraneShares CSI China Internet ETF
Expense ratio chart for KWEB: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for FLCH: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

FLCH vs. KWEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and KraneShares CSI China Internet ETF (KWEB). 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.


Sharpe ratio
The chart of Sharpe ratio for FLCH, currently valued at 0.65, compared to the broader market0.002.004.000.650.41
The chart of Sortino ratio for FLCH, currently valued at 1.15, compared to the broader market-2.000.002.004.006.008.0010.001.150.92
The chart of Omega ratio for FLCH, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.11
The chart of Calmar ratio for FLCH, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.340.22
The chart of Martin ratio for FLCH, currently valued at 1.95, compared to the broader market0.0020.0040.0060.0080.00100.001.951.26
FLCH
KWEB

The current FLCH Sharpe Ratio is 0.65, which is higher than the KWEB Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FLCH and KWEB, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.65
0.41
FLCH
KWEB

Dividends

FLCH vs. KWEB - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 0.63%, less than KWEB's 3.58% yield.


TTM20232022202120202019201820172016201520142013
FLCH
Franklin FTSE China ETF
0.63%3.46%2.69%1.49%0.91%1.98%1.93%0.00%0.00%0.00%0.00%0.00%
KWEB
KraneShares CSI China Internet ETF
3.58%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%0.31%

Drawdowns

FLCH vs. KWEB - Drawdown Comparison

The maximum FLCH drawdown since its inception was -62.09%, smaller than the maximum KWEB drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for FLCH and KWEB. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-46.93%
-67.53%
FLCH
KWEB

Volatility

FLCH vs. KWEB - Volatility Comparison

The current volatility for Franklin FTSE China ETF (FLCH) is 10.14%, while KraneShares CSI China Internet ETF (KWEB) has a volatility of 13.19%. This indicates that FLCH experiences smaller price fluctuations and is considered to be less risky than KWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.14%
13.19%
FLCH
KWEB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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