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FLEH vs. PFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLEH vs. PFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Europe Hedged ETF (FLEH) and iShares Preferred and Income Securities ETF (PFF). 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 9.26% return, which is significantly higher than PFF's 1.64% return.


FLEH

1D
-0.30%
1M
3.52%
YTD
9.26%
6M
10.22%
1Y
23.73%
3Y*
18.17%
5Y*
12.35%
10Y*

PFF

1D
-1.25%
1M
-0.85%
YTD
1.64%
6M
1.02%
1Y
7.50%
3Y*
6.76%
5Y*
1.08%
10Y*
3.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLEH vs. PFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLEH
Franklin FTSE Europe Hedged ETF
9.26%41.56%2.26%16.21%-9.14%23.27%0.95%26.94%-8.54%-1.24%
PFF
iShares Preferred and Income Securities ETF
1.64%4.87%7.24%9.22%-18.19%7.15%7.89%15.93%-4.64%0.17%

Correlation

The correlation between FLEH and PFF is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.51

The correlation between FLEH and PFF shifts across timeframes, from 0.51 (all time) to 0.62 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FLEH vs. PFF — Risk / Return Rank

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

FLEH
FLEH Risk / Return Rank: 3939
Overall Rank
FLEH Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FLEH Sortino Ratio Rank: 4040
Sortino Ratio Rank
FLEH Omega Ratio Rank: 4040
Omega Ratio Rank
FLEH Calmar Ratio Rank: 3636
Calmar Ratio Rank
FLEH Martin Ratio Rank: 4141
Martin Ratio Rank

PFF
PFF Risk / Return Rank: 3030
Overall Rank
PFF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 2929
Sortino Ratio Rank
PFF Omega Ratio Rank: 2727
Omega Ratio Rank
PFF Calmar Ratio Rank: 3030
Calmar Ratio Rank
PFF Martin Ratio Rank: 3131
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. PFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe Hedged ETF (FLEH) and iShares Preferred and Income Securities ETF (PFF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLEHPFFDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.25

1.18

+0.07

Calmar ratioReturn relative to maximum drawdown

1.78

1.43

+0.35

Martin ratioReturn relative to average drawdown

6.45

4.32

+2.13

FLEH vs. PFF - Sharpe Ratio Comparison

The current FLEH Sharpe Ratio is 1.37, which is comparable to the PFF Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FLEH and PFF, 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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Drawdowns

FLEH vs. PFF - Drawdown Comparison

The maximum FLEH drawdown since its inception was -33.94%, smaller than the maximum PFF drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for FLEH and PFF.


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Drawdown Indicators


FLEHPFFDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-65.55%

+31.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-5.28%

-8.13%

Max Drawdown (3Y)

Largest decline over 3 years

-15.67%

-10.63%

-5.04%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

-21.05%

+2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

Current Drawdown

Current decline from peak

-0.30%

-2.35%

+2.05%

Average Drawdown

Average peak-to-trough decline

-4.69%

-5.75%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

1.74%

+1.95%

Volatility

FLEH vs. PFF - Volatility Comparison

Franklin FTSE Europe Hedged ETF (FLEH) has a higher volatility of 5.05% compared to iShares Preferred and Income Securities ETF (PFF) at 2.42%. This indicates that FLEH's price experiences larger fluctuations and is considered to be riskier than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLEHPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

2.42%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

5.43%

+9.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

7.04%

+10.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

10.35%

+6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

12.68%

+5.59%

FLEH vs. PFF - Expense Ratio Comparison

FLEH has a 0.09% expense ratio, which is lower than PFF's 0.46% expense ratio.


Dividends

FLEH vs. PFF - Dividend Comparison

FLEH's dividend yield for the trailing twelve months is around 1.06%, less than PFF's 5.54% yield.


PositionTTM20252024202320222021202020192018201720162015
FLEH
Franklin FTSE Europe Hedged ETF
1.06%2.22%3.18%3.25%21.45%3.03%1.94%6.06%12.17%0.07%0.00%0.00%
PFF
iShares Preferred and Income Securities ETF
5.54%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%

Frequently Asked Questions


FLEH and PFF have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLEH has higher volatility (5.05%) compared to PFF (2.42%). In terms of maximum drawdown, FLEH dropped -33.94% vs PFF's -65.55%.

On 5-year performance, FLEH leads with 12.35% vs 1.08% for PFF. On fees, FLEH is cheaper at 0.09% per year. On volatility, PFF has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLEH has performed better with a 12.35% return vs 1.08%. 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 0.46% for PFF.

PFF has the higher dividend yield at 5.54%, compared with 1.06% for FLEH.

FLEH is categorized as Europe Equities, while PFF is Preferred Stock/Convertible Bonds. FLEH tracks FTSE Developed Europe RIC Capped Index, while PFF tracks ICE Exchange-Listed Preferred & Hybrid Securities Index. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.09% for FLEH and 0.46% for PFF.

FLEH currently has the higher Sharpe Ratio (1.37 vs 1.07), 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.

Portfolio Optimizer

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