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FLEU vs. FLGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLEU vs. FLGR - Performance Comparison

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

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FLEU vs. FLGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLEU
Franklin FTSE Eurozone ETF
-1.24%41.56%2.26%16.21%-9.14%23.27%0.95%26.94%-8.54%-1.24%
FLGR
Franklin FTSE Germany ETF
-5.28%36.67%10.63%24.22%-21.96%5.40%12.11%19.99%-21.50%-0.27%

Returns By Period

In the year-to-date period, FLEU achieves a -1.24% return, which is significantly higher than FLGR's -5.28% return.


FLEU

1D
1.62%
1M
-5.27%
YTD
-1.24%
6M
2.55%
1Y
22.68%
3Y*
14.94%
5Y*
11.26%
10Y*

FLGR

1D
1.54%
1M
-6.28%
YTD
-5.28%
6M
-4.34%
1Y
10.13%
3Y*
15.65%
5Y*
6.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLEU vs. FLGR - Expense Ratio Comparison

Both FLEU and FLGR 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%.


Return for Risk

FLEU vs. FLGR — Risk / Return Rank

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

FLEU
FLEU Risk / Return Rank: 6565
Overall Rank
FLEU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FLEU Sortino Ratio Rank: 6868
Sortino Ratio Rank
FLEU Omega Ratio Rank: 6464
Omega Ratio Rank
FLEU Calmar Ratio Rank: 6565
Calmar Ratio Rank
FLEU Martin Ratio Rank: 6363
Martin Ratio Rank

FLGR
FLGR Risk / Return Rank: 2727
Overall Rank
FLGR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FLGR Sortino Ratio Rank: 2828
Sortino Ratio Rank
FLGR Omega Ratio Rank: 2727
Omega Ratio Rank
FLGR Calmar Ratio Rank: 2929
Calmar Ratio Rank
FLGR Martin Ratio Rank: 2727
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.

FLEU vs. FLGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Eurozone ETF (FLEU) and Franklin FTSE Germany ETF (FLGR). 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.


FLEUFLGRDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.50

+0.68

Sortino ratio

Return per unit of downside risk

1.76

0.86

+0.90

Omega ratio

Gain probability vs. loss probability

1.24

1.11

+0.13

Calmar ratio

Return relative to maximum drawdown

1.72

0.73

+1.00

Martin ratio

Return relative to average drawdown

6.61

2.27

+4.35

FLEU vs. FLGR - Sharpe Ratio Comparison

The current FLEU Sharpe Ratio is 1.18, which is higher than the FLGR Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FLEU and FLGR, 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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Sharpe Ratios by Period


FLEUFLGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.50

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.33

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.25

+0.28

Correlation

The correlation between FLEU and FLGR is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLEU vs. FLGR - Dividend Comparison

FLEU's dividend yield for the trailing twelve months is around 2.25%, more than FLGR's 1.82% yield.


TTM202520242023202220212020201920182017
FLEU
Franklin FTSE Eurozone ETF
2.25%2.22%3.18%3.25%21.45%3.03%1.94%6.06%12.17%0.07%
FLGR
Franklin FTSE Germany ETF
1.82%1.72%2.40%2.99%3.50%2.67%2.61%2.52%3.06%0.00%

Drawdowns

FLEU vs. FLGR - Drawdown Comparison

The maximum FLEU drawdown since its inception was -33.94%, smaller than the maximum FLGR drawdown of -46.21%. Use the drawdown chart below to compare losses from any high point for FLEU and FLGR.


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Drawdown Indicators


FLEUFLGRDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-46.21%

+12.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-14.44%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

-43.54%

+24.87%

Current Drawdown

Current decline from peak

-8.47%

-9.72%

+1.25%

Average Drawdown

Average peak-to-trough decline

-4.73%

-12.51%

+7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

4.62%

-1.13%

Volatility

FLEU vs. FLGR - Volatility Comparison

Franklin FTSE Eurozone ETF (FLEU) and Franklin FTSE Germany ETF (FLGR) have volatilities of 8.27% and 8.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLEUFLGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

8.23%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

12.44%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

20.18%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

20.10%

-4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

21.43%

-3.27%