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

Correlation

The correlation between FLEH and VRP is 0.48, 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: 0.5

Performance

FLEH vs. VRP - Performance Comparison

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

35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
48.13%
36.83%
FLEH
VRP

Key characteristics

Returns By Period


FLEH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VRP

YTD

0.90%

1M

-0.78%

6M

1.02%

1Y

8.02%

5Y*

6.29%

10Y*

4.82%

*Annualized

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FLEH vs. VRP - Expense Ratio Comparison

FLEH has a 0.09% expense ratio, which is lower than VRP's 0.50% expense ratio.


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

FLEH vs. VRP — Risk-Adjusted Performance Rank

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

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

VRP
The Risk-Adjusted Performance Rank of VRP is 9191
Overall Rank
The Sharpe Ratio Rank of VRP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of VRP is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VRP is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VRP is 9393
Calmar Ratio Rank
The Martin Ratio Rank of VRP is 9393
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.

FLEH vs. VRP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe Hedged ETF (FLEH) and Invesco Variable Rate Preferred ETF (VRP). 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 Calmar ratio for FLEH, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
FLEH: 0.00
VRP: 1.94


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.00
1.48
FLEH
VRP

Dividends

FLEH vs. VRP - Dividend Comparison

FLEH has not paid dividends to shareholders, while VRP's dividend yield for the trailing twelve months is around 5.88%.


TTM20242023202220212020201920182017201620152014
FLEH
Franklin FTSE Europe Hedged ETF
0.00%1.88%3.25%1.84%3.03%1.94%6.06%12.17%0.07%0.00%0.00%0.00%
VRP
Invesco Variable Rate Preferred ETF
5.88%5.78%6.61%5.38%4.25%4.17%5.15%5.28%4.69%5.10%5.02%3.04%

Drawdowns

FLEH vs. VRP - Drawdown Comparison


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.91%
-1.13%
FLEH
VRP

Volatility

FLEH vs. VRP - Volatility Comparison

The current volatility for Franklin FTSE Europe Hedged ETF (FLEH) is 0.00%, while Invesco Variable Rate Preferred ETF (VRP) has a volatility of 3.23%. This indicates that FLEH experiences smaller price fluctuations and is considered to be less risky than VRP 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%NovemberDecember2025FebruaryMarchApril0
3.23%
FLEH
VRP