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FLGR vs. EWG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLGR and EWG is 0.91, 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.


-0.50.00.51.00.9

Performance

FLGR vs. EWG - Performance Comparison

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

10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
20.13%
15.22%
FLGR
EWG

Key characteristics

Sharpe Ratio

FLGR:

0.94

EWG:

0.84

Sortino Ratio

FLGR:

1.37

EWG:

1.24

Omega Ratio

FLGR:

1.16

EWG:

1.15

Calmar Ratio

FLGR:

0.95

EWG:

0.81

Martin Ratio

FLGR:

4.13

EWG:

3.79

Ulcer Index

FLGR:

3.22%

EWG:

3.26%

Daily Std Dev

FLGR:

14.12%

EWG:

14.68%

Max Drawdown

FLGR:

-46.11%

EWG:

-67.57%

Current Drawdown

FLGR:

-5.69%

EWG:

-5.69%

Returns By Period

In the year-to-date period, FLGR achieves a 11.43% return, which is significantly higher than EWG's 10.41% return.


FLGR

YTD

11.43%

1M

2.32%

6M

6.38%

1Y

11.99%

5Y*

5.09%

10Y*

N/A

EWG

YTD

10.41%

1M

2.11%

6M

6.03%

1Y

10.97%

5Y*

4.46%

10Y*

3.84%

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


FLGR vs. EWG - Expense Ratio Comparison

FLGR has a 0.09% expense ratio, which is lower than EWG's 0.49% expense ratio.


EWG
iShares MSCI Germany ETF
Expense ratio chart for EWG: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for FLGR: 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%

Risk-Adjusted Performance

FLGR vs. EWG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Germany ETF (FLGR) and iShares MSCI Germany ETF (EWG). 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 FLGR, currently valued at 0.94, compared to the broader market0.002.004.000.940.84
The chart of Sortino ratio for FLGR, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.371.24
The chart of Omega ratio for FLGR, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.15
The chart of Calmar ratio for FLGR, currently valued at 0.95, compared to the broader market0.005.0010.0015.000.950.81
The chart of Martin ratio for FLGR, currently valued at 4.13, compared to the broader market0.0020.0040.0060.0080.00100.004.133.79
FLGR
EWG

The current FLGR Sharpe Ratio is 0.94, which is comparable to the EWG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FLGR and EWG, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.94
0.84
FLGR
EWG

Dividends

FLGR vs. EWG - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 2.38%, which matches EWG's 2.37% yield.


TTM20232022202120202019201820172016201520142013
FLGR
Franklin FTSE Germany ETF
2.38%2.99%3.50%2.67%2.61%2.52%3.06%0.00%0.00%0.00%0.00%0.00%
EWG
iShares MSCI Germany ETF
2.37%2.56%3.24%2.70%2.10%2.51%2.93%2.06%2.35%1.93%2.30%1.37%

Drawdowns

FLGR vs. EWG - Drawdown Comparison

The maximum FLGR drawdown since its inception was -46.11%, smaller than the maximum EWG drawdown of -67.57%. Use the drawdown chart below to compare losses from any high point for FLGR and EWG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.69%
-5.69%
FLGR
EWG

Volatility

FLGR vs. EWG - Volatility Comparison

The current volatility for Franklin FTSE Germany ETF (FLGR) is 3.59%, while iShares MSCI Germany ETF (EWG) has a volatility of 3.89%. This indicates that FLGR experiences smaller price fluctuations and is considered to be less risky than EWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.59%
3.89%
FLGR
EWG
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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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