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FLEE vs. FEUZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLEE vs. FEUZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Europe ETF (FLEE) and First Trust Eurozone AlphaDEX ETF (FEUZ). The values are adjusted to include any dividend payments, if applicable.

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FLEE vs. FEUZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLEE
Franklin FTSE Europe ETF
0.66%35.76%2.03%20.46%-15.22%16.84%5.33%24.41%-14.97%1.47%
FEUZ
First Trust Eurozone AlphaDEX ETF
3.19%56.34%1.64%17.24%-19.83%11.93%5.04%22.06%-20.61%0.83%

Returns By Period

In the year-to-date period, FLEE achieves a 0.66% return, which is significantly lower than FEUZ's 3.19% return.


FLEE

1D
1.16%
1M
-4.88%
YTD
0.66%
6M
5.51%
1Y
22.67%
3Y*
14.95%
5Y*
9.41%
10Y*

FEUZ

1D
1.73%
1M
-4.44%
YTD
3.19%
6M
7.86%
1Y
39.85%
3Y*
20.65%
5Y*
9.97%
10Y*
9.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLEE vs. FEUZ - Expense Ratio Comparison

FLEE has a 0.09% expense ratio, which is lower than FEUZ's 0.80% expense ratio.


Return for Risk

FLEE vs. FEUZ — Risk / Return Rank

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

FLEE
FLEE Risk / Return Rank: 6868
Overall Rank
FLEE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FLEE Sortino Ratio Rank: 7070
Sortino Ratio Rank
FLEE Omega Ratio Rank: 6666
Omega Ratio Rank
FLEE Calmar Ratio Rank: 6767
Calmar Ratio Rank
FLEE Martin Ratio Rank: 6565
Martin Ratio Rank

FEUZ
FEUZ Risk / Return Rank: 8787
Overall Rank
FEUZ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FEUZ Sortino Ratio Rank: 8888
Sortino Ratio Rank
FEUZ Omega Ratio Rank: 8888
Omega Ratio Rank
FEUZ Calmar Ratio Rank: 8787
Calmar Ratio Rank
FEUZ Martin Ratio Rank: 8989
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.

FLEE vs. FEUZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) and First Trust Eurozone AlphaDEX ETF (FEUZ). 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.


FLEEFEUZDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.70

-0.40

Sortino ratio

Return per unit of downside risk

1.83

2.53

-0.69

Omega ratio

Gain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratio

Return relative to maximum drawdown

1.82

2.89

-1.07

Martin ratio

Return relative to average drawdown

6.95

11.85

-4.90

FLEE vs. FEUZ - Sharpe Ratio Comparison

The current FLEE Sharpe Ratio is 1.29, which is comparable to the FEUZ Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of FLEE and FEUZ, 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


FLEEFEUZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.70

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.46

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.41

+0.01

Correlation

The correlation between FLEE and FEUZ is 0.81, 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

FLEE vs. FEUZ - Dividend Comparison

FLEE's dividend yield for the trailing twelve months is around 2.74%, more than FEUZ's 2.56% yield.


TTM20252024202320222021202020192018201720162015
FLEE
Franklin FTSE Europe ETF
2.74%2.76%3.93%2.57%3.48%3.61%1.88%3.02%3.85%0.02%0.00%0.00%
FEUZ
First Trust Eurozone AlphaDEX ETF
2.56%2.81%2.01%2.95%3.14%2.52%1.46%1.93%2.46%1.29%2.12%1.09%

Drawdowns

FLEE vs. FEUZ - Drawdown Comparison

The maximum FLEE drawdown since its inception was -37.27%, smaller than the maximum FEUZ drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for FLEE and FEUZ.


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Drawdown Indicators


FLEEFEUZDifference

Max Drawdown

Largest peak-to-trough decline

-37.27%

-48.08%

+10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-13.92%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-31.62%

-38.64%

+7.02%

Max Drawdown (10Y)

Largest decline over 10 years

-48.08%

Current Drawdown

Current decline from peak

-7.54%

-6.81%

-0.73%

Average Drawdown

Average peak-to-trough decline

-7.18%

-10.62%

+3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.40%

-0.16%

Volatility

FLEE vs. FEUZ - Volatility Comparison

The current volatility for Franklin FTSE Europe ETF (FLEE) is 7.19%, while First Trust Eurozone AlphaDEX ETF (FEUZ) has a volatility of 8.64%. This indicates that FLEE experiences smaller price fluctuations and is considered to be less risky than FEUZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLEEFEUZDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

8.64%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

12.64%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

23.62%

-6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

21.83%

-4.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.92%

21.66%

-2.74%