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

Correlation

The correlation between FLGB and VOO 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FLGB vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE United Kingdom ETF (FLGB) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
51.20%
139.53%
FLGB
VOO

Key characteristics

Sharpe Ratio

FLGB:

1.03

VOO:

0.57

Sortino Ratio

FLGB:

1.47

VOO:

0.92

Omega Ratio

FLGB:

1.21

VOO:

1.13

Calmar Ratio

FLGB:

1.32

VOO:

0.58

Martin Ratio

FLGB:

4.74

VOO:

2.42

Ulcer Index

FLGB:

3.65%

VOO:

4.51%

Daily Std Dev

FLGB:

16.76%

VOO:

19.17%

Max Drawdown

FLGB:

-42.61%

VOO:

-33.99%

Current Drawdown

FLGB:

-0.58%

VOO:

-10.56%

Returns By Period

In the year-to-date period, FLGB achieves a 10.73% return, which is significantly higher than VOO's -6.43% return.


FLGB

YTD

10.73%

1M

0.66%

6M

6.34%

1Y

16.31%

5Y*

13.75%

10Y*

N/A

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

Compare stocks, funds, or ETFs

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


FLGB vs. VOO - Expense Ratio Comparison

FLGB has a 0.09% expense ratio, which is higher than VOO's 0.03% 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%.


Expense ratio chart for FLGB: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLGB: 0.09%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

FLGB vs. VOO — 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 8383
Overall Rank
The Sharpe Ratio Rank of FLGB is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FLGB is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FLGB is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FLGB is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FLGB is 8484
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE United Kingdom ETF (FLGB) and Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for FLGB, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.00
FLGB: 1.03
VOO: 0.57
The chart of Sortino ratio for FLGB, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.00
FLGB: 1.47
VOO: 0.92
The chart of Omega ratio for FLGB, currently valued at 1.21, compared to the broader market0.501.001.502.00
FLGB: 1.21
VOO: 1.13
The chart of Calmar ratio for FLGB, currently valued at 1.32, compared to the broader market0.002.004.006.008.0010.0012.00
FLGB: 1.32
VOO: 0.58
The chart of Martin ratio for FLGB, currently valued at 4.74, compared to the broader market0.0020.0040.0060.00
FLGB: 4.74
VOO: 2.42

The current FLGB Sharpe Ratio is 1.03, which is higher than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FLGB and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.03
0.57
FLGB
VOO

Dividends

FLGB vs. VOO - Dividend Comparison

FLGB's dividend yield for the trailing twelve months is around 3.99%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
FLGB
Franklin FTSE United Kingdom ETF
3.99%4.42%3.95%4.24%2.93%2.67%4.30%3.92%0.44%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FLGB vs. VOO - Drawdown Comparison

The maximum FLGB drawdown since its inception was -42.61%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FLGB and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.58%
-10.56%
FLGB
VOO

Volatility

FLGB vs. VOO - Volatility Comparison

The current volatility for Franklin FTSE United Kingdom ETF (FLGB) is 11.87%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.97%. This indicates that FLGB experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.87%
13.97%
FLGB
VOO