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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.


-0.50.00.51.00.7

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%JulyAugustSeptemberOctoberNovemberDecember
33.30%
158.13%
FLGB
VOO

Key characteristics

Sharpe Ratio

FLGB:

0.66

VOO:

2.25

Sortino Ratio

FLGB:

0.96

VOO:

2.98

Omega Ratio

FLGB:

1.11

VOO:

1.42

Calmar Ratio

FLGB:

0.86

VOO:

3.31

Martin Ratio

FLGB:

2.91

VOO:

14.77

Ulcer Index

FLGB:

2.76%

VOO:

1.90%

Daily Std Dev

FLGB:

12.19%

VOO:

12.46%

Max Drawdown

FLGB:

-42.61%

VOO:

-33.99%

Current Drawdown

FLGB:

-9.32%

VOO:

-2.47%

Returns By Period

In the year-to-date period, FLGB achieves a 6.20% return, which is significantly lower than VOO's 26.02% return.


FLGB

YTD

6.20%

1M

-2.85%

6M

-1.58%

1Y

6.90%

5Y*

4.24%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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%.


FLGB
Franklin FTSE United Kingdom ETF
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%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FLGB, currently valued at 0.66, compared to the broader market0.002.004.000.662.25
The chart of Sortino ratio for FLGB, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.000.962.98
The chart of Omega ratio for FLGB, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.42
The chart of Calmar ratio for FLGB, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.863.31
The chart of Martin ratio for FLGB, currently valued at 2.91, compared to the broader market0.0020.0040.0060.0080.00100.002.9114.77
FLGB
VOO

The current FLGB Sharpe Ratio is 0.66, which is lower than the VOO Sharpe Ratio of 2.25. 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.66
2.25
FLGB
VOO

Dividends

FLGB vs. VOO - Dividend Comparison

FLGB's dividend yield for the trailing twelve months is around 2.45%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
FLGB
Franklin FTSE United Kingdom ETF
2.45%3.95%4.24%2.93%2.67%4.30%3.92%0.44%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.32%
-2.47%
FLGB
VOO

Volatility

FLGB vs. VOO - Volatility Comparison

Franklin FTSE United Kingdom ETF (FLGB) has a higher volatility of 3.96% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that FLGB's price experiences larger fluctuations and is considered to be riskier than VOO 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%JulyAugustSeptemberOctoberNovemberDecember
3.96%
3.75%
FLGB
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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