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FLGB vs. EDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLGB vs. EDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE United Kingdom ETF (FLGB) and SPDR S&P Emerging Markets Dividend ETF (EDIV). The values are adjusted to include any dividend payments, if applicable.

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FLGB vs. EDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLGB
Franklin FTSE United Kingdom ETF
4.65%33.73%8.77%14.33%-6.00%17.14%-9.47%23.23%-11.60%1.12%
EDIV
SPDR S&P Emerging Markets Dividend ETF
1.86%16.45%12.75%41.91%-15.31%11.21%-9.95%11.80%-6.16%8.32%

Returns By Period

In the year-to-date period, FLGB achieves a 4.65% return, which is significantly higher than EDIV's 1.86% return.


FLGB

1D
1.61%
1M
-3.89%
YTD
4.65%
6M
10.11%
1Y
27.84%
3Y*
18.04%
5Y*
12.16%
10Y*

EDIV

1D
0.20%
1M
-5.30%
YTD
1.86%
6M
3.56%
1Y
15.65%
3Y*
20.17%
5Y*
10.65%
10Y*
8.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLGB vs. EDIV - Expense Ratio Comparison

FLGB has a 0.09% expense ratio, which is lower than EDIV's 0.49% expense ratio.


Return for Risk

FLGB vs. EDIV — Risk / Return Rank

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

FLGB
FLGB Risk / Return Rank: 8383
Overall Rank
FLGB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FLGB Sortino Ratio Rank: 8383
Sortino Ratio Rank
FLGB Omega Ratio Rank: 8383
Omega Ratio Rank
FLGB Calmar Ratio Rank: 8080
Calmar Ratio Rank
FLGB Martin Ratio Rank: 8585
Martin Ratio Rank

EDIV
EDIV Risk / Return Rank: 6060
Overall Rank
EDIV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EDIV Sortino Ratio Rank: 6161
Sortino Ratio Rank
EDIV Omega Ratio Rank: 6161
Omega Ratio Rank
EDIV Calmar Ratio Rank: 5959
Calmar Ratio Rank
EDIV Martin Ratio Rank: 5656
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.

FLGB vs. EDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE United Kingdom ETF (FLGB) and SPDR S&P Emerging Markets Dividend ETF (EDIV). 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.


FLGBEDIVDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.14

+0.51

Sortino ratio

Return per unit of downside risk

2.23

1.61

+0.62

Omega ratio

Gain probability vs. loss probability

1.34

1.23

+0.10

Calmar ratio

Return relative to maximum drawdown

2.35

1.57

+0.78

Martin ratio

Return relative to average drawdown

10.37

5.68

+4.68

FLGB vs. EDIV - Sharpe Ratio Comparison

The current FLGB Sharpe Ratio is 1.66, which is higher than the EDIV Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FLGB and EDIV, 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


FLGBEDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.14

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.77

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.15

+0.27

Correlation

The correlation between FLGB and EDIV is 0.61, 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.


Dividends

FLGB vs. EDIV - Dividend Comparison

FLGB's dividend yield for the trailing twelve months is around 3.34%, less than EDIV's 4.70% yield.


TTM20252024202320222021202020192018201720162015
FLGB
Franklin FTSE United Kingdom ETF
3.34%3.50%4.42%3.95%4.23%2.93%2.67%4.30%3.92%0.43%0.00%0.00%
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.70%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%

Drawdowns

FLGB vs. EDIV - Drawdown Comparison

The maximum FLGB drawdown since its inception was -42.61%, smaller than the maximum EDIV drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for FLGB and EDIV.


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Drawdown Indicators


FLGBEDIVDifference

Max Drawdown

Largest peak-to-trough decline

-42.61%

-53.36%

+10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-10.36%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-28.32%

+2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-40.76%

Current Drawdown

Current decline from peak

-5.13%

-8.17%

+3.04%

Average Drawdown

Average peak-to-trough decline

-6.75%

-19.53%

+12.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.87%

-0.18%

Volatility

FLGB vs. EDIV - Volatility Comparison

Franklin FTSE United Kingdom ETF (FLGB) has a higher volatility of 6.64% compared to SPDR S&P Emerging Markets Dividend ETF (EDIV) at 5.79%. This indicates that FLGB's price experiences larger fluctuations and is considered to be riskier than EDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLGBEDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

5.79%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

9.12%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

13.76%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

13.81%

+2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.98%

17.58%

+1.40%