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FLGB vs. EWU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLGB and EWU is 0.94, 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.


-0.50.00.51.00.9

Performance

FLGB vs. EWU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE United Kingdom ETF (FLGB) and iShares MSCI United Kingdom ETF (EWU). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
33.30%
28.55%
FLGB
EWU

Key characteristics

Sharpe Ratio

FLGB:

0.66

EWU:

0.67

Sortino Ratio

FLGB:

0.96

EWU:

0.97

Omega Ratio

FLGB:

1.11

EWU:

1.12

Calmar Ratio

FLGB:

0.86

EWU:

0.92

Martin Ratio

FLGB:

2.91

EWU:

2.68

Ulcer Index

FLGB:

2.76%

EWU:

3.00%

Daily Std Dev

FLGB:

12.19%

EWU:

12.02%

Max Drawdown

FLGB:

-42.61%

EWU:

-63.99%

Current Drawdown

FLGB:

-9.32%

EWU:

-8.69%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLGB having a 6.20% return and EWU slightly lower at 6.08%.


FLGB

YTD

6.20%

1M

-2.85%

6M

-1.58%

1Y

6.90%

5Y*

4.24%

10Y*

N/A

EWU

YTD

6.08%

1M

-1.02%

6M

-2.04%

1Y

6.86%

5Y*

3.87%

10Y*

3.15%

Compare stocks, funds, or ETFs

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


FLGB vs. EWU - Expense Ratio Comparison

FLGB has a 0.09% expense ratio, which is lower than EWU's 0.50% expense ratio.


EWU
iShares MSCI United Kingdom ETF
Expense ratio chart for EWU: 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 FLGB: 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

FLGB vs. EWU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE United Kingdom ETF (FLGB) and iShares MSCI United Kingdom ETF (EWU). 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 FLGB, currently valued at 0.66, compared to the broader market0.002.004.000.660.67
The chart of Sortino ratio for FLGB, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.000.960.97
The chart of Omega ratio for FLGB, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.12
The chart of Calmar ratio for FLGB, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.860.92
The chart of Martin ratio for FLGB, currently valued at 2.91, compared to the broader market0.0020.0040.0060.0080.00100.002.912.68
FLGB
EWU

The current FLGB Sharpe Ratio is 0.66, which is comparable to the EWU Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FLGB and EWU, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.66
0.67
FLGB
EWU

Dividends

FLGB vs. EWU - Dividend Comparison

FLGB's dividend yield for the trailing twelve months is around 2.45%, less than EWU's 4.18% yield.


TTM20232022202120202019201820172016201520142013
FLGB
Franklin FTSE United Kingdom ETF
2.45%3.95%4.24%2.93%2.67%4.30%3.92%0.44%0.00%0.00%0.00%0.00%
EWU
iShares MSCI United Kingdom ETF
4.18%4.14%3.42%4.35%2.48%4.13%4.98%3.91%3.97%4.11%7.59%2.39%

Drawdowns

FLGB vs. EWU - Drawdown Comparison

The maximum FLGB drawdown since its inception was -42.61%, smaller than the maximum EWU drawdown of -63.99%. Use the drawdown chart below to compare losses from any high point for FLGB and EWU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.32%
-8.69%
FLGB
EWU

Volatility

FLGB vs. EWU - Volatility Comparison

Franklin FTSE United Kingdom ETF (FLGB) has a higher volatility of 3.96% compared to iShares MSCI United Kingdom ETF (EWU) at 3.52%. This indicates that FLGB's price experiences larger fluctuations and is considered to be riskier than EWU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.96%
3.52%
FLGB
EWU
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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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