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

Correlation

The correlation between FLEH and BKLN is 0.47, 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.


-0.50.00.51.00.5

Performance

FLEH vs. BKLN - Performance Comparison

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

30.00%35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
48.13%
33.71%
FLEH
BKLN

Key characteristics

Returns By Period


FLEH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BKLN

YTD

7.85%

1M

0.19%

6M

4.45%

1Y

8.05%

5Y*

4.21%

10Y*

3.75%

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FLEH vs. BKLN - Expense Ratio Comparison

FLEH has a 0.09% expense ratio, which is lower than BKLN's 0.65% expense ratio.


BKLN
Invesco Senior Loan ETF
Expense ratio chart for BKLN: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for FLEH: 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

FLEH vs. BKLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe Hedged ETF (FLEH) and Invesco Senior Loan ETF (BKLN). 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 FLEH, currently valued at 0.47, compared to the broader market0.002.004.000.473.63
The chart of Sortino ratio for FLEH, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.0010.000.705.46
The chart of Omega ratio for FLEH, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.95
The chart of Calmar ratio for FLEH, currently valued at 0.41, compared to the broader market0.005.0010.0015.000.414.99
The chart of Martin ratio for FLEH, currently valued at 2.13, compared to the broader market0.0020.0040.0060.0080.00100.002.1341.57
FLEH
BKLN


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.47
3.63
FLEH
BKLN

Dividends

FLEH vs. BKLN - Dividend Comparison

FLEH has not paid dividends to shareholders, while BKLN's dividend yield for the trailing twelve months is around 7.82%.


TTM20232022202120202019201820172016201520142013
FLEH
Franklin FTSE Europe Hedged ETF
1.88%3.25%1.84%3.03%1.94%6.06%12.17%0.07%0.00%0.00%0.00%0.00%
BKLN
Invesco Senior Loan ETF
7.82%8.59%4.93%3.11%3.56%4.86%4.51%3.51%4.55%4.11%4.12%4.39%

Drawdowns

FLEH vs. BKLN - Drawdown Comparison


-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.91%
-0.24%
FLEH
BKLN

Volatility

FLEH vs. BKLN - Volatility Comparison

The current volatility for Franklin FTSE Europe Hedged ETF (FLEH) is 0.00%, while Invesco Senior Loan ETF (BKLN) has a volatility of 0.36%. This indicates that FLEH experiences smaller price fluctuations and is considered to be less risky than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%JulyAugustSeptemberOctoberNovemberDecember0
0.36%
FLEH
BKLN
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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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