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FLEH vs. FGDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLEH vs. FGDL - Performance Comparison

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

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Returns By Period

In the year-to-date period, FLEH achieves a 6.27% return, which is significantly higher than FGDL's 2.43% return.


FLEH

1D
-0.88%
1M
4.88%
YTD
6.27%
6M
9.17%
1Y
18.35%
3Y*
16.47%
5Y*
11.81%
10Y*

FGDL

1D
-1.09%
1M
-1.94%
YTD
2.43%
6M
4.89%
1Y
31.70%
3Y*
31.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLEH vs. FGDL - Yearly Performance Comparison


2026 (YTD)2025202420232022
FLEH
Franklin FTSE Europe Hedged ETF
6.27%41.56%2.26%16.21%4.52%
FGDL
Franklin Responsibly Sourced Gold ETF
2.43%64.15%27.31%12.92%0.91%

Correlation

The correlation between FLEH and FGDL is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2022

0.25

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Return for Risk

FLEH vs. FGDL — Risk / Return Rank

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

FLEH
FLEH Risk / Return Rank: 3030
Overall Rank
FLEH Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FLEH Sortino Ratio Rank: 3030
Sortino Ratio Rank
FLEH Omega Ratio Rank: 3030
Omega Ratio Rank
FLEH Calmar Ratio Rank: 2828
Calmar Ratio Rank
FLEH Martin Ratio Rank: 3333
Martin Ratio Rank

FGDL
FGDL Risk / Return Rank: 3131
Overall Rank
FGDL Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FGDL Sortino Ratio Rank: 2929
Sortino Ratio Rank
FGDL Omega Ratio Rank: 3535
Omega Ratio Rank
FGDL Calmar Ratio Rank: 3333
Calmar Ratio Rank
FGDL Martin Ratio Rank: 2828
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.

FLEH vs. FGDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe Hedged ETF (FLEH) and Franklin Responsibly Sourced Gold ETF (FGDL). 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.


FLEHFGDLDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.20

1.24

-0.03

Calmar ratioReturn relative to maximum drawdown

1.37

1.66

-0.28

Martin ratioReturn relative to average drawdown

4.99

4.03

+0.96

FLEH vs. FGDL - Sharpe Ratio Comparison

The current FLEH Sharpe Ratio is 1.08, which is comparable to the FGDL Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FLEH and FGDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FLEHFGDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.19

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.35

-0.78

Drawdowns

FLEH vs. FGDL - Drawdown Comparison

The maximum FLEH drawdown since its inception was -33.94%, which is greater than FGDL's maximum drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for FLEH and FGDL.


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Drawdown Indicators


FLEHFGDLDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-19.23%

-14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-19.23%

+5.82%

Max Drawdown (3Y)

Largest decline over 3 years

-15.67%

-19.23%

+3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

Current Drawdown

Current decline from peak

-1.50%

-18.16%

+16.66%

Average Drawdown

Average peak-to-trough decline

-4.71%

-3.83%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

7.88%

-4.20%

Volatility

FLEH vs. FGDL - Volatility Comparison

Franklin FTSE Europe Hedged ETF (FLEH) has a higher volatility of 6.75% compared to Franklin Responsibly Sourced Gold ETF (FGDL) at 5.61%. This indicates that FLEH's price experiences larger fluctuations and is considered to be riskier than FGDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLEHFGDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

5.61%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.38%

23.18%

-8.80%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

26.78%

-9.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

19.03%

-2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

19.03%

-0.78%

FLEH vs. FGDL - Expense Ratio Comparison

FLEH has a 0.09% expense ratio, which is lower than FGDL's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLEH vs. FGDL - Dividend Comparison

FLEH's dividend yield for the trailing twelve months is around 2.09%, while FGDL has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
FGDL
Franklin Responsibly Sourced Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLEH
Franklin FTSE Europe Hedged ETF
2.09%2.22%3.18%3.25%21.45%3.03%1.94%6.06%12.17%0.07%

Frequently Asked Questions


FLEH and FGDL have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLEH has higher volatility (6.75%) compared to FGDL (5.61%). In terms of maximum drawdown, FLEH dropped -33.94% vs FGDL's -19.23%.

On 3-year performance, FGDL leads with 31.32% vs 16.47% for FLEH. On fees, FLEH is cheaper at 0.09% per year. On volatility, FGDL has been the lower-risk option at 5.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FGDL has performed better with a 31.32% return vs 16.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLEH is cheaper with a 0.09% expense ratio, compared with 0.15% for FGDL.

FLEH has the higher dividend yield at 2.09%, compared with 0.00% for FGDL.

FLEH is categorized as Europe Equities, while FGDL is Precious Metals. FLEH tracks FTSE Developed Europe RIC Capped Index, while FGDL tracks LBMA Gold Price PM ($/ozt). Their fees differ too: 0.09% for FLEH and 0.15% for FGDL.

FGDL currently has the higher Sharpe Ratio (1.19 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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