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FLGB vs. EZU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLGB vs. EZU - Performance Comparison

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

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FLGB vs. EZU - 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%
EZU
iShares MSCI Eurozone ETF
-0.90%40.00%2.23%23.44%-17.25%13.92%7.62%23.27%-16.76%-0.52%

Returns By Period

In the year-to-date period, FLGB achieves a 4.65% return, which is significantly higher than EZU's -0.90% return.


FLGB

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

EZU

1D
1.40%
1M
-4.92%
YTD
-0.90%
6M
2.39%
1Y
22.28%
3Y*
15.30%
5Y*
9.03%
10Y*
9.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLGB vs. EZU - Expense Ratio Comparison

FLGB has a 0.09% expense ratio, which is lower than EZU's 0.51% expense ratio.


Return for Risk

FLGB vs. EZU — 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

EZU
EZU Risk / Return Rank: 6565
Overall Rank
EZU Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EZU Sortino Ratio Rank: 6767
Sortino Ratio Rank
EZU Omega Ratio Rank: 6363
Omega Ratio Rank
EZU Calmar Ratio Rank: 6767
Calmar Ratio Rank
EZU Martin Ratio Rank: 6464
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. EZU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE United Kingdom ETF (FLGB) and iShares MSCI Eurozone ETF (EZU). 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.


FLGBEZUDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.17

+0.49

Sortino ratio

Return per unit of downside risk

2.23

1.74

+0.49

Omega ratio

Gain probability vs. loss probability

1.34

1.24

+0.10

Calmar ratio

Return relative to maximum drawdown

2.35

1.76

+0.59

Martin ratio

Return relative to average drawdown

10.37

6.66

+3.71

FLGB vs. EZU - Sharpe Ratio Comparison

The current FLGB Sharpe Ratio is 1.66, which is higher than the EZU Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FLGB and EZU, 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


FLGBEZUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.17

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.46

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.20

+0.23

Correlation

The correlation between FLGB and EZU is 0.82, 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.


Dividends

FLGB vs. EZU - Dividend Comparison

FLGB's dividend yield for the trailing twelve months is around 3.34%, more than EZU's 2.88% 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%
EZU
iShares MSCI Eurozone ETF
2.88%2.85%2.90%2.56%2.79%2.46%2.13%2.84%3.47%1.91%3.07%2.18%

Drawdowns

FLGB vs. EZU - Drawdown Comparison

The maximum FLGB drawdown since its inception was -42.61%, smaller than the maximum EZU drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for FLGB and EZU.


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Drawdown Indicators


FLGBEZUDifference

Max Drawdown

Largest peak-to-trough decline

-42.61%

-65.32%

+22.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-13.06%

+1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-36.11%

+10.21%

Max Drawdown (10Y)

Largest decline over 10 years

-41.37%

Current Drawdown

Current decline from peak

-5.13%

-8.25%

+3.12%

Average Drawdown

Average peak-to-trough decline

-6.75%

-19.35%

+12.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

3.45%

-0.76%

Volatility

FLGB vs. EZU - Volatility Comparison

The current volatility for Franklin FTSE United Kingdom ETF (FLGB) is 6.64%, while iShares MSCI Eurozone ETF (EZU) has a volatility of 8.14%. This indicates that FLGB experiences smaller price fluctuations and is considered to be less risky than EZU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLGBEZUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

8.14%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

12.08%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

19.11%

-2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

19.63%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.98%

20.44%

-1.46%