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FLGB vs. IUKD.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLGBIUKD.L
YTD Return6.74%5.76%
1Y Return11.56%8.95%
3Y Return (Ann)6.53%6.45%
5Y Return (Ann)5.22%4.63%
Sharpe Ratio0.850.60
Daily Std Dev13.29%13.11%
Max Drawdown-42.61%-62.02%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.7

The correlation between FLGB and IUKD.L is 0.72, 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.

Performance

FLGB vs. IUKD.L - Performance Comparison

In the year-to-date period, FLGB achieves a 6.74% return, which is significantly higher than IUKD.L's 5.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%December2024FebruaryMarchAprilMay
33.99%
12.57%
FLGB
IUKD.L

Compare stocks, funds, or ETFs

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


Franklin FTSE United Kingdom ETF

iShares UK Dividend UCITS ETF

FLGB vs. IUKD.L - Expense Ratio Comparison

FLGB has a 0.09% expense ratio, which is lower than IUKD.L's 0.40% expense ratio.


IUKD.L
iShares UK Dividend UCITS ETF
Expense ratio chart for IUKD.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
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. IUKD.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE United Kingdom ETF (FLGB) and iShares UK Dividend UCITS ETF (IUKD.L). 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.


FLGB
Sharpe ratio
The chart of Sharpe ratio for FLGB, currently valued at 0.87, compared to the broader market0.002.004.000.87
Sortino ratio
The chart of Sortino ratio for FLGB, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.001.29
Omega ratio
The chart of Omega ratio for FLGB, currently valued at 1.16, compared to the broader market0.501.001.502.002.501.16
Calmar ratio
The chart of Calmar ratio for FLGB, currently valued at 1.10, compared to the broader market0.002.004.006.008.0010.0012.001.10
Martin ratio
The chart of Martin ratio for FLGB, currently valued at 2.97, compared to the broader market0.0020.0040.0060.0080.002.97
IUKD.L
Sharpe ratio
The chart of Sharpe ratio for IUKD.L, currently valued at 0.62, compared to the broader market0.002.004.000.62
Sortino ratio
The chart of Sortino ratio for IUKD.L, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.001.03
Omega ratio
The chart of Omega ratio for IUKD.L, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for IUKD.L, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.000.43
Martin ratio
The chart of Martin ratio for IUKD.L, currently valued at 1.79, compared to the broader market0.0020.0040.0060.0080.001.79

FLGB vs. IUKD.L - Sharpe Ratio Comparison

The current FLGB Sharpe Ratio is 0.85, which is higher than the IUKD.L Sharpe Ratio of 0.60. The chart below compares the 12-month rolling Sharpe Ratio of FLGB and IUKD.L.


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.801.001.20December2024FebruaryMarchAprilMay
0.87
0.62
FLGB
IUKD.L

Dividends

FLGB vs. IUKD.L - Dividend Comparison

FLGB's dividend yield for the trailing twelve months is around 3.71%, more than IUKD.L's 0.05% yield.


TTM20232022202120202019201820172016201520142013
FLGB
Franklin FTSE United Kingdom ETF
3.71%3.95%4.23%2.93%2.67%4.30%3.92%0.43%0.00%0.00%0.00%0.00%
IUKD.L
iShares UK Dividend UCITS ETF
0.05%0.05%0.06%0.06%0.04%0.06%0.07%0.05%0.05%0.06%0.05%0.04%

Drawdowns

FLGB vs. IUKD.L - Drawdown Comparison

The maximum FLGB drawdown since its inception was -42.61%, smaller than the maximum IUKD.L drawdown of -62.02%. Use the drawdown chart below to compare losses from any high point for FLGB and IUKD.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay0
-4.93%
FLGB
IUKD.L

Volatility

FLGB vs. IUKD.L - Volatility Comparison

The current volatility for Franklin FTSE United Kingdom ETF (FLGB) is 3.39%, while iShares UK Dividend UCITS ETF (IUKD.L) has a volatility of 4.30%. This indicates that FLGB experiences smaller price fluctuations and is considered to be less risky than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
3.39%
4.30%
FLGB
IUKD.L