PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLFR vs. EWQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLFREWQ

Correlation

-0.50.00.51.00.9

The correlation between FLFR and EWQ is 0.88, 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.

Performance

FLFR vs. EWQ - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


25.00%30.00%35.00%40.00%45.00%50.00%55.00%60.00%December2024FebruaryMarchAprilMay
26.82%
55.11%
FLFR
EWQ

Compare stocks, funds, or ETFs

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


Franklin FTSE France ETF

iShares MSCI France ETF

FLFR vs. EWQ - Expense Ratio Comparison

FLFR has a 0.09% expense ratio, which is lower than EWQ's 0.50% expense ratio.


EWQ
iShares MSCI France ETF
Expense ratio chart for EWQ: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FLFR: 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

FLFR vs. EWQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE France ETF (FLFR) and iShares MSCI France ETF (EWQ). 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.


FLFR
Sharpe ratio
The chart of Sharpe ratio for FLFR, currently valued at -1.14, compared to the broader market0.002.004.00-1.14
Sortino ratio
The chart of Sortino ratio for FLFR, currently valued at -1.51, compared to the broader market-2.000.002.004.006.008.0010.00-1.51
Omega ratio
The chart of Omega ratio for FLFR, currently valued at 0.78, compared to the broader market0.501.001.502.002.500.78
Calmar ratio
The chart of Calmar ratio for FLFR, currently valued at -0.86, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.86
Martin ratio
The chart of Martin ratio for FLFR, currently valued at -1.10, compared to the broader market0.0020.0040.0060.0080.00-1.10
EWQ
Sharpe ratio
The chart of Sharpe ratio for EWQ, currently valued at 0.52, compared to the broader market0.002.004.000.52
Sortino ratio
The chart of Sortino ratio for EWQ, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.0010.000.82
Omega ratio
The chart of Omega ratio for EWQ, currently valued at 1.09, compared to the broader market0.501.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for EWQ, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.0014.000.52
Martin ratio
The chart of Martin ratio for EWQ, currently valued at 1.37, compared to the broader market0.0020.0040.0060.0080.001.37

FLFR vs. EWQ - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50December2024FebruaryMarchAprilMay
-1.14
0.52
FLFR
EWQ

Dividends

FLFR vs. EWQ - Dividend Comparison

FLFR has not paid dividends to shareholders, while EWQ's dividend yield for the trailing twelve months is around 2.59%.


TTM20232022202120202019201820172016201520142013
FLFR
Franklin FTSE France ETF
1.71%1.71%3.00%2.78%1.48%2.14%3.19%0.22%0.00%0.00%0.00%0.00%
EWQ
iShares MSCI France ETF
2.59%2.73%3.23%3.79%1.02%2.44%2.90%1.90%2.84%2.25%3.37%2.43%

Drawdowns

FLFR vs. EWQ - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-13.75%
-1.53%
FLFR
EWQ

Volatility

FLFR vs. EWQ - Volatility Comparison

The current volatility for Franklin FTSE France ETF (FLFR) is 0.00%, while iShares MSCI France ETF (EWQ) has a volatility of 3.83%. This indicates that FLFR experiences smaller price fluctuations and is considered to be less risky than EWQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay0
3.83%
FLFR
EWQ