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

Correlation

The correlation between FLGB and EWU is 0.65, 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.


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.

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Key characteristics

Sharpe Ratio

FLGB:

0.67

EWU:

0.57

Sortino Ratio

FLGB:

1.06

EWU:

0.93

Omega Ratio

FLGB:

1.15

EWU:

1.13

Calmar Ratio

FLGB:

0.90

EWU:

0.80

Martin Ratio

FLGB:

3.23

EWU:

2.53

Ulcer Index

FLGB:

3.65%

EWU:

3.99%

Daily Std Dev

FLGB:

16.77%

EWU:

16.33%

Max Drawdown

FLGB:

-42.61%

EWU:

-63.99%

Current Drawdown

FLGB:

-0.76%

EWU:

-1.01%

Returns By Period

The year-to-date returns for both investments are quite close, with FLGB having a 12.24% return and EWU slightly higher at 12.83%.


FLGB

YTD

12.24%

1M

6.35%

6M

12.46%

1Y

11.10%

5Y*

14.35%

10Y*

N/A

EWU

YTD

12.83%

1M

5.81%

6M

12.86%

1Y

9.29%

5Y*

13.80%

10Y*

3.60%

*Annualized

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FLGB vs. EWU - Expense Ratio Comparison

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


Risk-Adjusted Performance

FLGB vs. EWU — Risk-Adjusted Performance Rank

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

FLGB
The Risk-Adjusted Performance Rank of FLGB is 6868
Overall Rank
The Sharpe Ratio Rank of FLGB is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FLGB is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FLGB is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FLGB is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FLGB is 7575
Martin Ratio Rank

EWU
The Risk-Adjusted Performance Rank of EWU is 6161
Overall Rank
The Sharpe Ratio Rank of EWU is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of EWU is 5454
Sortino Ratio Rank
The Omega Ratio Rank of EWU is 5757
Omega Ratio Rank
The Calmar Ratio Rank of EWU is 7474
Calmar Ratio Rank
The Martin Ratio Rank of EWU is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FLGB Sharpe Ratio is 0.67, which is comparable to the EWU Sharpe Ratio of 0.57. 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.


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Dividends

FLGB vs. EWU - Dividend Comparison

FLGB's dividend yield for the trailing twelve months is around 3.94%, more than EWU's 3.69% yield.


TTM20242023202220212020201920182017201620152014
FLGB
Franklin FTSE United Kingdom ETF
3.94%4.42%3.95%4.24%2.93%2.67%4.30%3.92%0.44%0.00%0.00%0.00%
EWU
iShares MSCI United Kingdom ETF
3.69%4.16%4.14%3.43%4.35%2.48%4.13%4.99%3.91%3.97%4.11%7.59%

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.


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Volatility

FLGB vs. EWU - Volatility Comparison

Franklin FTSE United Kingdom ETF (FLGB) and iShares MSCI United Kingdom ETF (EWU) have volatilities of 3.87% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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