FLGB vs. XUS.TO
Compare and contrast key facts about Franklin FTSE United Kingdom ETF (FLGB) and iShares Core S&P 500 Index ETF (XUS.TO).
FLGB and XUS.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLGB is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE UK RIC Capped Index. It was launched on Nov 2, 2017. XUS.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on Apr 10, 2013. Both FLGB and XUS.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLGB or XUS.TO.
Key characteristics
| FLGB | XUS.TO | |
|---|---|---|
| YTD Return | 10.68% | 33.28% |
| 1Y Return | 21.12% | 38.61% |
| 3Y Return (Ann) | 6.47% | 13.86% |
| 5Y Return (Ann) | 6.10% | 16.80% |
| Sharpe Ratio | 1.70 | 3.66 |
| Sortino Ratio | 2.39 | 5.04 |
| Omega Ratio | 1.29 | 1.71 |
| Calmar Ratio | 2.74 | 5.25 |
| Martin Ratio | 10.36 | 25.66 |
| Ulcer Index | 2.02% | 1.59% |
| Daily Std Dev | 12.29% | 11.06% |
| Max Drawdown | -42.61% | -27.23% |
| Current Drawdown | -5.49% | 0.00% |
Correlation
The correlation between FLGB and XUS.TO is 0.64, 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. XUS.TO - Performance Comparison
In the year-to-date period, FLGB achieves a 10.68% return, which is significantly lower than XUS.TO's 33.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLGB vs. XUS.TO - Expense Ratio Comparison
Both FLGB and XUS.TO 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. XUS.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE United Kingdom ETF (FLGB) and iShares Core S&P 500 Index ETF (XUS.TO). 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.
Dividends
FLGB vs. XUS.TO - Dividend Comparison
FLGB's dividend yield for the trailing twelve months is around 4.24%, more than XUS.TO's 0.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLGB Franklin FTSE United Kingdom ETF | 4.24% | 3.95% | 4.24% | 2.93% | 2.67% | 4.30% | 3.92% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% |
XUS.TO iShares Core S&P 500 Index ETF | 0.95% | 1.22% | 1.38% | 0.99% | 1.35% | 2.02% | 1.77% | 1.48% | 1.66% | 1.70% | 1.36% | 1.07% |
Drawdowns
FLGB vs. XUS.TO - Drawdown Comparison
The maximum FLGB drawdown since its inception was -42.61%, which is greater than XUS.TO's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for FLGB and XUS.TO. For additional features, visit the drawdowns tool.
Volatility
FLGB vs. XUS.TO - Volatility Comparison
Franklin FTSE United Kingdom ETF (FLGB) and iShares Core S&P 500 Index ETF (XUS.TO) have volatilities of 3.81% and 3.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.