FLCH vs. SI=F

Last updated Jun 13, 2026

FLCH (Franklin FTSE China ETF) is China Equities fund tracking the FTSE China RIC Capped Index, while SI=F (Silver Futures) is an asset. At a correlation of -0.07, they often move in opposite directions.

Performance

FLCH vs. SI=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China ETF (FLCH) and Silver Futures (SI=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

FLCH

• 1D: 0.83%
• 1M: -6.11%
• YTD: -8.28%
• 6M: -9.10%
• 1Y: 3.67%
• 3Y*: 9.03%
• 5Y*: -5.07%
• 10Y*: —

SI=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLCH vs. SI=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FLCH Franklin FTSE China ETF	-8.28%	32.55%	18.00%	-11.21%	-19.19%
SI=F Silver Futures	0.00%	0.00%	0.00%	0.00%	1.09%

Correlation

The correlation between FLCH and SI=F is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	-0.07

Return for Risk

FLCH vs. SI=F — Risk / Return Rank

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

FLCH

FLCH Risk / Return Rank: 11
FLCH Sharpe Ratio Rank: 11
FLCH Sortino Ratio Rank: 11
FLCH Omega Ratio Rank: 11
FLCH Calmar Ratio Rank: 11
FLCH Martin Ratio Rank: 11

SI=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SI=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Silver Futures (SI=F). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FLCH	SI=F	Difference
Sharpe ratio: Return per unit of total volatility	0.10	—	—
Sortino ratio: Return per unit of downside risk	0.28	—	—
Omega ratio: Gain probability vs. loss probability	1.03	—	—
Calmar ratio: Return relative to maximum drawdown	0.12	—	—
Martin ratio: Return relative to average drawdown	0.25	—	—

Drawdowns

Drawdown Indicators

	FLCH	SI=F	Difference
Max Drawdown Largest peak-to-trough decline	-62.09%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-17.14%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-25.43%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-55.78%	—	—
Current Drawdown Current decline from peak	-35.34%	—	—
Average Drawdown Average peak-to-trough decline	-30.53%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	7.87%	—	—

Volatility

Volatility by Period

	FLCH	SI=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.86%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.26%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.60%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.88%	—	—

Frequently Asked Questions

Can I hold both FLCH and SI=F in my portfolio?

FLCH and SI=F have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.