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

Correlation

The correlation between FLEU and FLJH is 0.55, 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.


-0.50.00.51.00.6

Performance

FLEU vs. FLJH - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-2.26%
-2.23%
FLEU
FLJH

Key characteristics

Sharpe Ratio

FLEU:

0.41

FLJH:

0.81

Sortino Ratio

FLEU:

0.65

FLJH:

1.13

Omega Ratio

FLEU:

1.08

FLJH:

1.16

Calmar Ratio

FLEU:

0.08

FLJH:

0.78

Martin Ratio

FLEU:

1.19

FLJH:

2.68

Ulcer Index

FLEU:

5.06%

FLJH:

5.94%

Daily Std Dev

FLEU:

14.74%

FLJH:

19.72%

Max Drawdown

FLEU:

-87.49%

FLJH:

-31.36%

Current Drawdown

FLEU:

-75.02%

FLJH:

-5.27%

Returns By Period

In the year-to-date period, FLEU achieves a 1.97% return, which is significantly higher than FLJH's -1.98% return.


FLEU

YTD

1.97%

1M

-0.60%

6M

-2.66%

1Y

7.87%

5Y*

5.98%

10Y*

N/A

FLJH

YTD

-1.98%

1M

-1.02%

6M

-2.94%

1Y

15.03%

5Y*

15.40%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLEU vs. FLJH - Expense Ratio Comparison

Both FLEU and FLJH 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%.


FLEU
Franklin FTSE Eurozone ETF
Expense ratio chart for FLEU: 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%
Expense ratio chart for FLJH: 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

FLEU vs. FLJH — 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 2121
Overall Rank
The Sharpe Ratio Rank of FLEU is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEU is 2323
Sortino Ratio Rank
The Omega Ratio Rank of FLEU is 2323
Omega Ratio Rank
The Calmar Ratio Rank of FLEU is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FLEU is 2222
Martin Ratio Rank

FLJH
The Risk-Adjusted Performance Rank of FLJH is 3939
Overall Rank
The Sharpe Ratio Rank of FLJH is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FLJH is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FLJH is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FLJH is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FLJH is 3636
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. FLJH - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FLEU, currently valued at 0.41, compared to the broader market0.002.004.000.410.81
The chart of Sortino ratio for FLEU, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.0010.0012.000.651.13
The chart of Omega ratio for FLEU, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.16
The chart of Calmar ratio for FLEU, currently valued at 0.55, compared to the broader market0.005.0010.0015.000.550.78
The chart of Martin ratio for FLEU, currently valued at 1.19, compared to the broader market0.0020.0040.0060.0080.00100.001.192.68
FLEU
FLJH

The current FLEU Sharpe Ratio is 0.41, which is lower than the FLJH Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of FLEU and FLJH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.41
0.81
FLEU
FLJH

Dividends

FLEU vs. FLJH - Dividend Comparison

FLEU's dividend yield for the trailing twelve months is around 3.12%, less than FLJH's 5.16% yield.


TTM20242023202220212020201920182017
FLEU
Franklin FTSE Eurozone ETF
3.12%3.18%3.25%21.46%3.03%1.94%6.06%12.17%0.07%
FLJH
Franklin FTSE Japan Hedged ETF
5.16%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.05%

Drawdowns

FLEU vs. FLJH - Drawdown Comparison

The maximum FLEU drawdown since its inception was -87.49%, which is greater than FLJH's maximum drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for FLEU and FLJH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.40%
-5.27%
FLEU
FLJH

Volatility

FLEU vs. FLJH - Volatility Comparison

The current volatility for Franklin FTSE Eurozone ETF (FLEU) is 4.25%, while Franklin FTSE Japan Hedged ETF (FLJH) has a volatility of 4.94%. This indicates that FLEU experiences smaller price fluctuations and is considered to be less risky than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
4.25%
4.94%
FLEU
FLJH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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