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FLEU vs. VEU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLEU vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Eurozone ETF (FLEU) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

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FLEU vs. VEU - 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%
VEU
Vanguard FTSE All-World ex-US ETF
3.60%32.35%5.56%15.84%-15.58%8.27%11.10%21.83%-14.18%1.98%

Returns By Period

In the year-to-date period, FLEU achieves a -1.24% return, which is significantly lower than VEU's 3.60% return.


FLEU

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

VEU

1D
1.32%
1M
-5.22%
YTD
3.60%
6M
7.76%
1Y
28.98%
3Y*
16.19%
5Y*
7.74%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLEU vs. VEU - Expense Ratio Comparison

FLEU has a 0.09% expense ratio, which is higher than VEU's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FLEU vs. VEU — 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

VEU
VEU Risk / Return Rank: 8484
Overall Rank
VEU Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 8585
Sortino Ratio Rank
VEU Omega Ratio Rank: 8484
Omega Ratio Rank
VEU Calmar Ratio Rank: 8585
Calmar Ratio Rank
VEU Martin Ratio Rank: 8484
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. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Eurozone ETF (FLEU) and Vanguard FTSE All-World ex-US ETF (VEU). 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.


FLEUVEUDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.69

-0.51

Sortino ratio

Return per unit of downside risk

1.76

2.32

-0.56

Omega ratio

Gain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratio

Return relative to maximum drawdown

1.72

2.57

-0.85

Martin ratio

Return relative to average drawdown

6.61

9.83

-3.22

FLEU vs. VEU - Sharpe Ratio Comparison

The current FLEU Sharpe Ratio is 1.18, which is comparable to the VEU Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of FLEU and VEU, 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


FLEUVEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.69

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.49

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.23

+0.30

Correlation

The correlation between FLEU and VEU is 0.76, 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. VEU - Dividend Comparison

FLEU's dividend yield for the trailing twelve months is around 2.25%, less than VEU's 2.88% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
2.88%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%

Drawdowns

FLEU vs. VEU - Drawdown Comparison

The maximum FLEU drawdown since its inception was -33.94%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for FLEU and VEU.


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Drawdown Indicators


FLEUVEUDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-61.52%

+27.58%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-11.43%

-1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

-29.31%

+10.64%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

-8.47%

-7.36%

-1.11%

Average Drawdown

Average peak-to-trough decline

-4.73%

-13.23%

+8.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.99%

+0.50%

Volatility

FLEU vs. VEU - Volatility Comparison

Franklin FTSE Eurozone ETF (FLEU) has a higher volatility of 8.27% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 7.65%. This indicates that FLEU's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLEUVEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

7.65%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

11.61%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

17.25%

+2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

15.83%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

17.13%

+1.03%