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FLGB vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLGB vs. EUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE United Kingdom ETF (FLGB) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FLGB

1D
-1.10%
1M
-2.39%
YTD
4.93%
6M
8.94%
1Y
18.89%
3Y*
17.48%
5Y*
10.55%
10Y*

EUSC

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLGB vs. EUSC - Yearly Performance Comparison


FLGB vs. EUSC - Sectors Allocation Comparison


Sectors
FLGB
EUSC

Financial Services

24.2%
28.4%

Industrials

14.2%
20.1%

Consumer Defensive

14.0%
4.1%

Healthcare

13.6%
2.9%

Energy

11.8%
3.7%

Basic Materials

8.6%
6.5%

Utilities

5.3%
6.5%

Consumer Cyclical

4.4%
9.1%

Communication Services

2.6%
5.0%

Real Estate

0.7%
9.3%

Technology

0.7%
4.4%

Financial Services

FLGB
24.2%
EUSC
28.4%

Industrials

FLGB
14.2%
EUSC
20.1%

Consumer Defensive

FLGB
14.0%
EUSC
4.1%

Healthcare

FLGB
13.6%
EUSC
2.9%

Energy

FLGB
11.8%
EUSC
3.7%

Basic Materials

FLGB
8.6%
EUSC
6.5%

Utilities

FLGB
5.3%
EUSC
6.5%

Consumer Cyclical

FLGB
4.4%
EUSC
9.1%

Communication Services

FLGB
2.6%
EUSC
5.0%

Real Estate

FLGB
0.7%
EUSC
9.3%

Technology

FLGB
0.7%
EUSC
4.4%

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Return for Risk

FLGB vs. EUSC — Risk / Return Rank

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

FLGB
FLGB Risk / Return Rank: 4040
Overall Rank
FLGB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FLGB Sortino Ratio Rank: 3939
Sortino Ratio Rank
FLGB Omega Ratio Rank: 3838
Omega Ratio Rank
FLGB Calmar Ratio Rank: 3939
Calmar Ratio Rank
FLGB Martin Ratio Rank: 4343
Martin Ratio Rank

EUSC
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. EUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE United Kingdom ETF (FLGB) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). 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.


FLGBEUSCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.85

Martin ratioReturn relative to average drawdown

6.73

FLGB vs. EUSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLGBEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

Drawdowns

FLGB vs. EUSC - Drawdown Comparison

The maximum FLGB drawdown since its inception was -42.61%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FLGB and EUSC.


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Drawdown Indicators


FLGBEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-42.61%

0.00%

-42.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

Max Drawdown (3Y)

Largest decline over 3 years

-13.13%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

Current Drawdown

Current decline from peak

-4.88%

0.00%

-4.88%

Average Drawdown

Average peak-to-trough decline

-6.69%

0.00%

-6.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

Volatility

FLGB vs. EUSC - Volatility Comparison


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Volatility by Period


FLGBEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.25%

0.00%

+14.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

0.00%

+16.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

0.00%

+18.97%

FLGB vs. EUSC - Expense Ratio Comparison

FLGB has a 0.09% expense ratio, which is lower than EUSC's 0.58% expense ratio.


Dividends

FLGB vs. EUSC - Dividend Comparison

FLGB's dividend yield for the trailing twelve months is around 3.33%, while EUSC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLGB
Franklin FTSE United Kingdom ETF
3.33%3.50%4.42%3.95%4.23%2.93%2.67%4.30%3.92%0.43%

Frequently Asked Questions


On fees, FLGB is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLGB is cheaper with a 0.09% expense ratio, compared with 0.58% for EUSC.

FLGB has the higher dividend yield at 3.33%, compared with 0.00% for EUSC.

FLGB tracks FTSE UK RIC Capped Index, while EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.09% for FLGB and 0.58% for EUSC.

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