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

Correlation

The correlation between FLEE and FLEH is 0.62, 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: 0.6

Performance

FLEE vs. FLEH - Performance Comparison

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

40.00%45.00%50.00%55.00%60.00%NovemberDecember2025FebruaryMarchApril
57.73%
48.13%
FLEE
FLEH

Key characteristics

Returns By Period


FLEE

YTD

14.57%

1M

0.18%

6M

7.46%

1Y

12.92%

5Y*

13.65%

10Y*

N/A

FLEH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FLEE vs. FLEH - Expense Ratio Comparison

Both FLEE and FLEH have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for FLEE: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLEE: 0.09%
Expense ratio chart for FLEH: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLEH: 0.09%

Risk-Adjusted Performance

FLEE vs. FLEH — 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 7575
Overall Rank
The Sharpe Ratio Rank of FLEE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEE is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FLEE is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FLEE is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FLEE is 7171
Martin Ratio Rank

FLEH
The Risk-Adjusted Performance Rank of FLEH is 6161
Overall Rank
The Sharpe Ratio Rank of FLEH is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEH is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FLEH is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FLEH is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FLEH is 9898
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. FLEH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) and Franklin FTSE Europe Hedged ETF (FLEH). 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 FLEE, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.00
FLEE: 0.82
The chart of Sortino ratio for FLEE, currently valued at 1.24, compared to the broader market-2.000.002.004.006.008.00
FLEE: 1.24
The chart of Omega ratio for FLEE, currently valued at 1.17, compared to the broader market0.501.001.502.00
FLEE: 1.17
The chart of Calmar ratio for FLEE, currently valued at 0.96, compared to the broader market0.002.004.006.008.0010.0012.00
FLEE: 0.96
FLEH: 0.00
The chart of Martin ratio for FLEE, currently valued at 2.80, compared to the broader market0.0020.0040.0060.00
FLEE: 2.80


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.82
1.00
FLEE
FLEH

Dividends

FLEE vs. FLEH - Dividend Comparison

FLEE's dividend yield for the trailing twelve months is around 3.43%, while FLEH has not paid dividends to shareholders.


TTM20242023202220212020201920182017
FLEE
Franklin FTSE Europe ETF
3.43%3.93%2.57%3.48%3.60%1.88%3.02%3.85%0.02%
FLEH
Franklin FTSE Europe Hedged ETF
0.00%1.88%3.25%1.84%3.03%1.94%6.06%12.17%0.07%

Drawdowns

FLEE vs. FLEH - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.40%
-0.91%
FLEE
FLEH

Volatility

FLEE vs. FLEH - Volatility Comparison

Franklin FTSE Europe ETF (FLEE) has a higher volatility of 11.36% compared to Franklin FTSE Europe Hedged ETF (FLEH) at 0.00%. This indicates that FLEE's price experiences larger fluctuations and is considered to be riskier than FLEH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.36%
0
FLEE
FLEH