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FLEE vs. EWG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLEE and EWG is 0.89, 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

FLEE vs. EWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Europe ETF (FLEE) and iShares MSCI Germany ETF (EWG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-3.55%
5.68%
FLEE
EWG

Key characteristics

Sharpe Ratio

FLEE:

0.70

EWG:

1.31

Sortino Ratio

FLEE:

1.03

EWG:

1.86

Omega Ratio

FLEE:

1.12

EWG:

1.22

Calmar Ratio

FLEE:

0.79

EWG:

1.33

Martin Ratio

FLEE:

1.95

EWG:

5.62

Ulcer Index

FLEE:

4.49%

EWG:

3.41%

Daily Std Dev

FLEE:

12.48%

EWG:

14.66%

Max Drawdown

FLEE:

-37.27%

EWG:

-67.57%

Current Drawdown

FLEE:

-8.14%

EWG:

-2.30%

Returns By Period

In the year-to-date period, FLEE achieves a 2.57% return, which is significantly lower than EWG's 4.18% return.


FLEE

YTD

2.57%

1M

2.71%

6M

-3.55%

1Y

7.70%

5Y*

5.56%

10Y*

N/A

EWG

YTD

4.18%

1M

3.59%

6M

5.67%

1Y

17.55%

5Y*

4.86%

10Y*

4.31%

*Annualized

Compare stocks, funds, or ETFs

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


FLEE vs. EWG - Expense Ratio Comparison

FLEE has a 0.09% expense ratio, which is lower than EWG's 0.49% expense ratio.


EWG
iShares MSCI Germany ETF
Expense ratio chart for EWG: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for FLEE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

FLEE vs. EWG — Risk-Adjusted Performance Rank

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

FLEE
The Risk-Adjusted Performance Rank of FLEE is 2727
Overall Rank
The Sharpe Ratio Rank of FLEE is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEE is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FLEE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FLEE is 3636
Calmar Ratio Rank
The Martin Ratio Rank of FLEE is 2323
Martin Ratio Rank

EWG
The Risk-Adjusted Performance Rank of EWG is 4949
Overall Rank
The Sharpe Ratio Rank of EWG is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of EWG is 4949
Sortino Ratio Rank
The Omega Ratio Rank of EWG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of EWG is 4949
Calmar Ratio Rank
The Martin Ratio Rank of EWG is 4949
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.

FLEE vs. EWG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) and iShares MSCI Germany ETF (EWG). 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 FLEE, currently valued at 0.70, compared to the broader market0.002.004.000.701.31
The chart of Sortino ratio for FLEE, currently valued at 1.03, compared to the broader market0.005.0010.001.031.86
The chart of Omega ratio for FLEE, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.22
The chart of Calmar ratio for FLEE, currently valued at 0.79, compared to the broader market0.005.0010.0015.0020.000.791.33
The chart of Martin ratio for FLEE, currently valued at 1.95, compared to the broader market0.0020.0040.0060.0080.00100.001.955.62
FLEE
EWG

The current FLEE Sharpe Ratio is 0.70, which is lower than the EWG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of FLEE and EWG, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.70
1.31
FLEE
EWG

Dividends

FLEE vs. EWG - Dividend Comparison

FLEE's dividend yield for the trailing twelve months is around 3.83%, more than EWG's 2.29% yield.


TTM20242023202220212020201920182017201620152014
FLEE
Franklin FTSE Europe ETF
3.83%3.93%2.57%3.48%3.60%1.88%3.02%3.85%0.02%0.00%0.00%0.00%
EWG
iShares MSCI Germany ETF
2.29%2.38%2.56%3.24%2.70%2.10%2.51%2.93%2.06%2.35%1.93%2.30%

Drawdowns

FLEE vs. EWG - Drawdown Comparison

The maximum FLEE drawdown since its inception was -37.27%, smaller than the maximum EWG drawdown of -67.57%. Use the drawdown chart below to compare losses from any high point for FLEE and EWG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.14%
-2.30%
FLEE
EWG

Volatility

FLEE vs. EWG - Volatility Comparison

The current volatility for Franklin FTSE Europe ETF (FLEE) is 3.74%, while iShares MSCI Germany ETF (EWG) has a volatility of 4.38%. This indicates that FLEE experiences smaller price fluctuations and is considered to be less risky than EWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.74%
4.38%
FLEE
EWG
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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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