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FLGR vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLGR vs. EUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Germany ETF (FLGR) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FLGR

1D
-1.28%
1M
-3.55%
YTD
-2.86%
6M
-3.03%
1Y
-0.38%
3Y*
16.15%
5Y*
6.08%
10Y*

EUSC

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLGR vs. EUSC - Yearly Performance Comparison


Correlation

The correlation between FLGR and EUSC is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 28, 2026

-0.13

FLGR vs. EUSC - Sectors Allocation Comparison


Sectors
FLGR
EUSC

Industrials

29.9%
20.1%

Financial Services

20.5%
28.4%

Technology

16.1%
4.4%

Consumer Cyclical

8.7%
9.1%

Communication Services

6.4%
5.0%

Healthcare

5.6%
2.9%

Basic Materials

5.6%
6.5%

Utilities

4.5%
6.5%

Consumer Defensive

1.4%
4.1%

Real Estate

1.2%
9.3%

Energy

-

3.7%

Industrials

FLGR
29.9%
EUSC
20.1%

Financial Services

FLGR
20.5%
EUSC
28.4%

Technology

FLGR
16.1%
EUSC
4.4%

Consumer Cyclical

FLGR
8.7%
EUSC
9.1%

Communication Services

FLGR
6.4%
EUSC
5.0%

Healthcare

FLGR
5.6%
EUSC
2.9%

Basic Materials

FLGR
5.6%
EUSC
6.5%

Utilities

FLGR
4.5%
EUSC
6.5%

Consumer Defensive

FLGR
1.4%
EUSC
4.1%

Real Estate

FLGR
1.2%
EUSC
9.3%

Energy

FLGR

-

EUSC
3.7%

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Return for Risk

FLGR vs. EUSC — Risk / Return Rank

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

FLGR
FLGR Risk / Return Rank: 99
Overall Rank
FLGR Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FLGR Sortino Ratio Rank: 88
Sortino Ratio Rank
FLGR Omega Ratio Rank: 88
Omega Ratio Rank
FLGR Calmar Ratio Rank: 99
Calmar Ratio Rank
FLGR Martin Ratio Rank: 88
Martin Ratio Rank

EUSC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. EUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Germany ETF (FLGR) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). 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.


FLGREUSCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.01

Calmar ratioReturn relative to maximum drawdown

-0.03

Martin ratioReturn relative to average drawdown

-0.07

FLGR vs. EUSC - Sharpe Ratio Comparison


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Drawdowns

FLGR vs. EUSC - Drawdown Comparison

The maximum FLGR drawdown since its inception was -46.21%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FLGR and EUSC.


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Drawdown Indicators


FLGREUSCDifference

Max Drawdown

Largest peak-to-trough decline

-46.21%

0.00%

-46.21%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

Max Drawdown (3Y)

Largest decline over 3 years

-15.53%

Max Drawdown (5Y)

Largest decline over 5 years

-42.69%

Current Drawdown

Current decline from peak

-7.40%

0.00%

-7.40%

Average Drawdown

Average peak-to-trough decline

-12.32%

0.00%

-12.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

Volatility

FLGR vs. EUSC - Volatility Comparison


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Volatility by Period


FLGREUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.60%

Volatility (1Y)

Calculated over the trailing 1-year period

17.51%

1.10%

+16.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.32%

1.10%

+19.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.41%

1.10%

+20.31%

FLGR vs. EUSC - Expense Ratio Comparison

FLGR has a 0.09% expense ratio, which is lower than EUSC's 0.58% expense ratio.


Dividends

FLGR vs. EUSC - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 0.33%, while EUSC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLGR
Franklin FTSE Germany ETF
0.33%1.72%2.40%2.99%3.50%2.67%2.61%2.52%3.06%

Frequently Asked Questions


FLGR and EUSC have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLGR is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLGR is cheaper with a 0.09% expense ratio, compared with 0.58% for EUSC.

FLGR has the higher dividend yield at 0.33%, compared with 0.00% for EUSC.

FLGR tracks FTSE Germany RIC Capped Index, while EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.09% for FLGR and 0.58% for EUSC.

Portfolio Optimizer

Find the right allocation for FLGR and EUSC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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