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FLGR vs. DAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLGR vs. DAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Germany ETF (FLGR) and Global X DAX Germany ETF (DAX). The values are adjusted to include any dividend payments, if applicable.

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FLGR vs. DAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLGR
Franklin FTSE Germany ETF
-5.28%36.67%10.63%24.22%-21.96%5.40%12.11%19.99%-21.50%-0.27%
DAX
Global X DAX Germany ETF
-6.25%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%-0.60%

Returns By Period

In the year-to-date period, FLGR achieves a -5.28% return, which is significantly higher than DAX's -6.25% return.


FLGR

1D
1.54%
1M
-6.28%
YTD
-5.28%
6M
-4.34%
1Y
10.13%
3Y*
15.65%
5Y*
6.59%
10Y*

DAX

1D
1.45%
1M
-6.35%
YTD
-6.25%
6M
-5.30%
1Y
10.17%
3Y*
15.81%
5Y*
7.90%
10Y*
8.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLGR vs. DAX - Expense Ratio Comparison

FLGR has a 0.09% expense ratio, which is lower than DAX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FLGR vs. DAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLGR
FLGR Risk / Return Rank: 2727
Overall Rank
FLGR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FLGR Sortino Ratio Rank: 2828
Sortino Ratio Rank
FLGR Omega Ratio Rank: 2727
Omega Ratio Rank
FLGR Calmar Ratio Rank: 2929
Calmar Ratio Rank
FLGR Martin Ratio Rank: 2727
Martin Ratio Rank

DAX
DAX Risk / Return Rank: 2828
Overall Rank
DAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 2727
Sortino Ratio Rank
DAX Omega Ratio Rank: 2626
Omega Ratio Rank
DAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
DAX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLGR vs. DAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Germany ETF (FLGR) and Global X DAX Germany ETF (DAX). 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.


FLGRDAXDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.51

0.00

Sortino ratio

Return per unit of downside risk

0.86

0.85

0.00

Omega ratio

Gain probability vs. loss probability

1.11

1.11

0.00

Calmar ratio

Return relative to maximum drawdown

0.73

0.75

-0.02

Martin ratio

Return relative to average drawdown

2.27

2.61

-0.35

FLGR vs. DAX - Sharpe Ratio Comparison

The current FLGR Sharpe Ratio is 0.50, which is comparable to the DAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FLGR and DAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLGRDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.51

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.39

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.33

-0.08

Correlation

The correlation between FLGR and DAX is 0.89, 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.


Dividends

FLGR vs. DAX - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 1.82%, more than DAX's 1.57% yield.


TTM20252024202320222021202020192018201720162015
FLGR
Franklin FTSE Germany ETF
1.82%1.72%2.40%2.99%3.50%2.67%2.61%2.52%3.06%0.00%0.00%0.00%
DAX
Global X DAX Germany ETF
1.57%1.47%2.24%2.48%2.80%2.65%2.25%2.47%3.33%1.73%1.78%1.41%

Drawdowns

FLGR vs. DAX - Drawdown Comparison

The maximum FLGR drawdown since its inception was -46.21%, roughly equal to the maximum DAX drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for FLGR and DAX.


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Drawdown Indicators


FLGRDAXDifference

Max Drawdown

Largest peak-to-trough decline

-46.21%

-45.58%

-0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-14.82%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-43.54%

-39.96%

-3.58%

Max Drawdown (10Y)

Largest decline over 10 years

-45.58%

Current Drawdown

Current decline from peak

-9.72%

-10.00%

+0.28%

Average Drawdown

Average peak-to-trough decline

-12.51%

-10.58%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

4.23%

+0.39%

Volatility

FLGR vs. DAX - Volatility Comparison

Franklin FTSE Germany ETF (FLGR) and Global X DAX Germany ETF (DAX) have volatilities of 8.23% and 8.46%, 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.


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Volatility by Period


FLGRDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

8.46%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

12.77%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

20.20%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.10%

20.20%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

21.21%

+0.22%