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

Correlation

The correlation between FLEU and FLEE is 0.62, 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

FLEU vs. FLEE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FLEU:

0.76

FLEE:

0.67

Sortino Ratio

FLEU:

1.32

FLEE:

1.15

Omega Ratio

FLEU:

1.17

FLEE:

1.15

Calmar Ratio

FLEU:

0.22

FLEE:

0.88

Martin Ratio

FLEU:

2.99

FLEE:

2.56

Ulcer Index

FLEU:

5.53%

FLEE:

5.01%

Daily Std Dev

FLEU:

19.71%

FLEE:

17.10%

Max Drawdown

FLEU:

-87.49%

FLEE:

-37.27%

Current Drawdown

FLEU:

-69.97%

FLEE:

-0.62%

Returns By Period

In the year-to-date period, FLEU achieves a 22.56% return, which is significantly higher than FLEE's 17.52% return.


FLEU

YTD

22.56%

1M

9.90%

6M

19.67%

1Y

14.91%

5Y*

14.86%

10Y*

N/A

FLEE

YTD

17.52%

1M

8.59%

6M

13.36%

1Y

11.37%

5Y*

14.27%

10Y*

N/A

*Annualized

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FLEU vs. FLEE - Expense Ratio Comparison

Both FLEU and FLEE 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. FLEE — 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 6464
Overall Rank
The Sharpe Ratio Rank of FLEU is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEU is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FLEU is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FLEU is 3030
Calmar Ratio Rank
The Martin Ratio Rank of FLEU is 7171
Martin Ratio Rank

FLEE
The Risk-Adjusted Performance Rank of FLEE is 6868
Overall Rank
The Sharpe Ratio Rank of FLEE is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FLEE is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FLEE is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FLEE is 6565
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. FLEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Eurozone ETF (FLEU) and Franklin FTSE Europe ETF (FLEE). 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 current FLEU Sharpe Ratio is 0.76, which is comparable to the FLEE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FLEU and FLEE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FLEU vs. FLEE - Dividend Comparison

FLEU's dividend yield for the trailing twelve months is around 2.60%, less than FLEE's 3.34% yield.


TTM20242023202220212020201920182017
FLEU
Franklin FTSE Eurozone ETF
2.60%3.18%3.25%21.46%3.03%1.94%6.06%12.17%0.07%
FLEE
Franklin FTSE Europe ETF
3.34%3.93%2.57%3.48%3.61%1.88%3.02%3.85%0.02%

Drawdowns

FLEU vs. FLEE - Drawdown Comparison

The maximum FLEU drawdown since its inception was -87.49%, which is greater than FLEE's maximum drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for FLEU and FLEE. For additional features, visit the drawdowns tool.


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Volatility

FLEU vs. FLEE - Volatility Comparison

The current volatility for Franklin FTSE Eurozone ETF (FLEU) is 4.22%, while Franklin FTSE Europe ETF (FLEE) has a volatility of 4.47%. This indicates that FLEU experiences smaller price fluctuations and is considered to be less risky than FLEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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