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FLEU vs. DIVI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLEU and DIVI is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FLEU vs. DIVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Eurozone ETF (FLEU) and Franklin International Core Dividend Tilt Index ETF (DIVI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FLEU:

8.21%

DIVI:

7.24%

Max Drawdown

FLEU:

-0.51%

DIVI:

-0.79%

Current Drawdown

FLEU:

0.00%

DIVI:

-0.23%

Returns By Period


FLEU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DIVI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FLEU vs. DIVI - Expense Ratio Comparison

Both FLEU and DIVI have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

FLEU vs. DIVI — Risk-Adjusted Performance Rank

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

FLEU
The Risk-Adjusted Performance Rank of FLEU is 6969
Overall Rank
The Sharpe Ratio Rank of FLEU is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEU is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FLEU is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FLEU is 3838
Calmar Ratio Rank
The Martin Ratio Rank of FLEU is 7676
Martin Ratio Rank

DIVI
The Risk-Adjusted Performance Rank of DIVI is 6868
Overall Rank
The Sharpe Ratio Rank of DIVI is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of DIVI is 6565
Omega Ratio Rank
The Calmar Ratio Rank of DIVI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of DIVI is 6666
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.

FLEU vs. DIVI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Eurozone ETF (FLEU) and Franklin International Core Dividend Tilt Index ETF (DIVI). 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.



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Dividends

FLEU vs. DIVI - Dividend Comparison

FLEU's dividend yield for the trailing twelve months is around 2.60%, while DIVI has not paid dividends to shareholders.


TTM20242023202220212020201920182017
FLEU
Franklin FTSE Eurozone ETF
2.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVI
Franklin International Core Dividend Tilt Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLEU vs. DIVI - Drawdown Comparison

The maximum FLEU drawdown since its inception was -0.51%, smaller than the maximum DIVI drawdown of -0.79%. Use the drawdown chart below to compare losses from any high point for FLEU and DIVI. For additional features, visit the drawdowns tool.


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Volatility

FLEU vs. DIVI - Volatility Comparison


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