FLGB vs. SCHR
FLGB (Franklin FTSE United Kingdom ETF) and SCHR (Schwab Intermediate-Term U.S. Treasury ETF) are both exchange-traded funds - FLGB is a Europe Equities fund tracking the FTSE UK RIC Capped Index, while SCHR is a Government Bonds fund tracking the Bloomberg US Treasury 3-10 Year Index. Both are passively managed. Over the past 5 years, FLGB returned 10.82%/yr vs 0.02%/yr for SCHR. At a correlation of -0.00, they often move in opposite directions. FLGB charges 0.09%/yr vs 0.05%/yr for SCHR.
Performance
FLGB vs. SCHR - Performance Comparison
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Returns By Period
In the year-to-date period, FLGB achieves a 6.90% return, which is significantly higher than SCHR's -0.27% return.
FLGB
- 1D
- 0.62%
- 1M
- 1.23%
- YTD
- 6.90%
- 6M
- 10.66%
- 1Y
- 20.66%
- 3Y*
- 17.88%
- 5Y*
- 10.82%
- 10Y*
- —
SCHR
- 1D
- -0.12%
- 1M
- 0.13%
- YTD
- -0.27%
- 6M
- 0.04%
- 1Y
- 3.42%
- 3Y*
- 3.71%
- 5Y*
- 0.02%
- 10Y*
- 1.19%
FLGB vs. SCHR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLGB Franklin FTSE United Kingdom ETF | 6.90% | 33.73% | 8.77% | 14.33% | -6.00% | 17.14% | -9.47% | 23.23% | -11.60% | 1.12% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | -0.27% | 7.33% | 1.42% | 4.27% | -10.58% | -2.62% | 7.72% | 6.18% | 1.46% | -0.57% |
Correlation
The correlation between FLGB and SCHR is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | -0.00 |
The correlation between FLGB and SCHR shifts across timeframes, from -0.00 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FLGB vs. SCHR — Risk / Return Rank
FLGB
SCHR
FLGB vs. SCHR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE United Kingdom ETF (FLGB) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FLGB | SCHR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.17 | +0.75 |
| Martin ratioReturn relative to average drawdown | 6.84 | 3.29 | +3.55 |
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Drawdowns
FLGB vs. SCHR - Drawdown Comparison
The maximum FLGB drawdown since its inception was -42.61%, which is greater than SCHR's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for FLGB and SCHR.
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Drawdown Indicators
| FLGB | SCHR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.61% | -16.11% | -26.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -2.79% | -7.47% |
Max Drawdown (3Y)Largest decline over 3 years | -13.13% | -4.35% | -8.78% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -15.07% | -10.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.11% | — |
Current DrawdownCurrent decline from peak | -3.09% | -2.21% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -3.64% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 0.99% | +1.90% |
Volatility
FLGB vs. SCHR - Volatility Comparison
Franklin FTSE United Kingdom ETF (FLGB) has a higher volatility of 5.27% compared to Schwab Intermediate-Term U.S. Treasury ETF (SCHR) at 1.11%. This indicates that FLGB's price experiences larger fluctuations and is considered to be riskier than SCHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLGB | SCHR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 1.11% | +4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 2.40% | +9.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 3.38% | +11.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 5.38% | +11.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 4.47% | +14.50% |
FLGB vs. SCHR - Expense Ratio Comparison
FLGB has a 0.09% expense ratio, which is higher than SCHR's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FLGB vs. SCHR - Dividend Comparison
FLGB's dividend yield for the trailing twelve months is around 3.27%, less than SCHR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLGB Franklin FTSE United Kingdom ETF | 3.27% | 3.50% | 4.42% | 3.95% | 4.23% | 2.93% | 2.67% | 4.30% | 3.92% | 0.43% | 0.00% | 0.00% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.91% | 3.85% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% |
Frequently Asked Questions
FLGB and SCHR have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLGB has higher volatility (5.27%) compared to SCHR (1.11%). In terms of maximum drawdown, FLGB dropped -42.61% vs SCHR's -16.11%.
On 5-year performance, FLGB leads with 10.82% vs 0.02% for SCHR. On fees, SCHR is cheaper at 0.05% per year. On volatility, SCHR has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FLGB has performed better with a 10.82% return vs 0.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHR is cheaper with a 0.05% expense ratio, compared with 0.09% for FLGB.
SCHR has the higher dividend yield at 3.91%, compared with 3.27% for FLGB.
FLGB is categorized as Europe Equities, while SCHR is Government Bonds. FLGB tracks FTSE UK RIC Capped Index, while SCHR tracks Bloomberg US Treasury 3-10 Year Index. They also come from different issuers: Franklin Templeton and Charles Schwab. Their fees differ too: 0.09% for FLGB and 0.05% for SCHR.
FLGB currently has the higher Sharpe Ratio (1.36 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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