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

Key characteristics


FLEHPFF

Correlation

-0.50.00.51.00.5

The correlation between FLEH and PFF 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.

Performance

FLEH vs. PFF - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
8.42%
FLEH
PFF

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FLEH vs. PFF - Expense Ratio Comparison

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


PFF
iShares Preferred and Income Securities ETF
Expense ratio chart for PFF: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
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. PFF - Risk-Adjusted Performance 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.


FLEH
Sharpe ratio
The chart of Sharpe ratio for FLEH, currently valued at 1.64, compared to the broader market-2.000.002.004.001.64
Sortino ratio
The chart of Sortino ratio for FLEH, currently valued at 2.75, compared to the broader market-2.000.002.004.006.008.0010.0012.002.75
Omega ratio
The chart of Omega ratio for FLEH, currently valued at 1.78, compared to the broader market1.001.502.002.503.001.78
Calmar ratio
The chart of Calmar ratio for FLEH, currently valued at 1.06, compared to the broader market0.005.0010.0015.001.06
Martin ratio
The chart of Martin ratio for FLEH, currently valued at 11.60, compared to the broader market0.0020.0040.0060.0080.00100.0011.60
PFF
Sharpe ratio
The chart of Sharpe ratio for PFF, currently valued at 2.27, compared to the broader market-2.000.002.004.002.27
Sortino ratio
The chart of Sortino ratio for PFF, currently valued at 3.16, compared to the broader market-2.000.002.004.006.008.0010.0012.003.16
Omega ratio
The chart of Omega ratio for PFF, currently valued at 1.42, compared to the broader market1.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for PFF, currently valued at 1.07, compared to the broader market0.005.0010.0015.001.07
Martin ratio
The chart of Martin ratio for PFF, currently valued at 12.60, compared to the broader market0.0020.0040.0060.0080.00100.0012.60

FLEH vs. PFF - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.64
2.27
FLEH
PFF

Dividends

FLEH vs. PFF - Dividend Comparison

FLEH has not paid dividends to shareholders, while PFF's dividend yield for the trailing twelve months is around 6.10%.


TTM20232022202120202019201820172016201520142013
FLEH
Franklin FTSE Europe Hedged ETF
3.68%3.25%1.84%3.03%1.94%6.06%12.17%0.07%0.00%0.00%0.00%0.00%
PFF
iShares Preferred and Income Securities ETF
6.10%6.63%5.55%4.45%4.79%5.31%6.31%5.59%5.85%5.77%6.32%6.61%

Drawdowns

FLEH vs. PFF - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.91%
-1.02%
FLEH
PFF

Volatility

FLEH vs. PFF - Volatility Comparison

The current volatility for Franklin FTSE Europe Hedged ETF (FLEH) is 0.00%, while iShares Preferred and Income Securities ETF (PFF) has a volatility of 2.39%. This indicates that FLEH experiences smaller price fluctuations and is considered to be less risky than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%JuneJulyAugustSeptemberOctoberNovember0
2.39%
FLEH
PFF