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

Correlation

The correlation between FLGB and FLAU is 0.66, 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. FLAU - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FLGB:

0.74

FLAU:

0.36

Sortino Ratio

FLGB:

1.13

FLAU:

0.66

Omega Ratio

FLGB:

1.16

FLAU:

1.09

Calmar Ratio

FLGB:

0.96

FLAU:

0.35

Martin Ratio

FLGB:

3.46

FLAU:

1.14

Ulcer Index

FLGB:

3.65%

FLAU:

6.83%

Daily Std Dev

FLGB:

16.76%

FLAU:

21.40%

Max Drawdown

FLGB:

-42.61%

FLAU:

-45.73%

Current Drawdown

FLGB:

-0.27%

FLAU:

-4.54%

Returns By Period

In the year-to-date period, FLGB achieves a 12.79% return, which is significantly higher than FLAU's 7.13% return.


FLGB

YTD

12.79%

1M

8.28%

6M

12.84%

1Y

12.39%

5Y*

14.44%

10Y*

N/A

FLAU

YTD

7.13%

1M

11.42%

6M

1.57%

1Y

7.55%

5Y*

13.88%

10Y*

N/A

*Annualized

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FLGB vs. FLAU - Expense Ratio Comparison

Both FLGB and FLAU have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

FLGB vs. FLAU — 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 7171
Overall Rank
The Sharpe Ratio Rank of FLGB is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FLGB is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FLGB is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FLGB is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FLGB is 7575
Martin Ratio Rank

FLAU
The Risk-Adjusted Performance Rank of FLAU is 3636
Overall Rank
The Sharpe Ratio Rank of FLAU is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of FLAU is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FLAU is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FLAU is 3939
Calmar Ratio Rank
The Martin Ratio Rank of FLAU is 3535
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. FLAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE United Kingdom ETF (FLGB) and Franklin FTSE Australia ETF (FLAU). 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 0.74, which is higher than the FLAU Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FLGB and FLAU, 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. FLAU - Dividend Comparison

FLGB's dividend yield for the trailing twelve months is around 3.92%, more than FLAU's 3.14% yield.


TTM20242023202220212020201920182017
FLGB
Franklin FTSE United Kingdom ETF
3.92%4.42%3.95%4.24%2.93%2.67%4.30%3.92%0.44%
FLAU
Franklin FTSE Australia ETF
3.14%3.37%3.62%5.91%5.14%2.18%4.37%4.35%0.18%

Drawdowns

FLGB vs. FLAU - Drawdown Comparison

The maximum FLGB drawdown since its inception was -42.61%, smaller than the maximum FLAU drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for FLGB and FLAU. For additional features, visit the drawdowns tool.


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Volatility

FLGB vs. FLAU - Volatility Comparison

The current volatility for Franklin FTSE United Kingdom ETF (FLGB) is 3.91%, while Franklin FTSE Australia ETF (FLAU) has a volatility of 4.32%. This indicates that FLGB experiences smaller price fluctuations and is considered to be less risky than FLAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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