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

Correlation

The correlation between FLGR and EWG 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.


-0.50.00.51.0
Correlation: 0.7

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%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
47.83%
41.72%
FLGR
EWG

Key characteristics

Sharpe Ratio

FLGR:

1.50

EWG:

1.49

Sortino Ratio

FLGR:

2.24

EWG:

2.19

Omega Ratio

FLGR:

1.29

EWG:

1.29

Calmar Ratio

FLGR:

1.98

EWG:

1.96

Martin Ratio

FLGR:

7.87

EWG:

7.77

Ulcer Index

FLGR:

3.91%

EWG:

3.91%

Daily Std Dev

FLGR:

20.55%

EWG:

20.43%

Max Drawdown

FLGR:

-46.11%

EWG:

-67.57%

Current Drawdown

FLGR:

-0.03%

EWG:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLGR having a 23.95% return and EWG slightly lower at 23.70%.


FLGR

YTD

23.95%

1M

4.52%

6M

20.68%

1Y

30.29%

5Y*

14.96%

10Y*

N/A

EWG

YTD

23.70%

1M

4.71%

6M

20.29%

1Y

30.24%

5Y*

14.34%

10Y*

5.43%

*Annualized

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FLGR vs. EWG - Expense Ratio Comparison

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


Expense ratio chart for EWG: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWG: 0.49%
Expense ratio chart for FLGR: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLGR: 0.09%

Risk-Adjusted Performance

FLGR vs. EWG — Risk-Adjusted Performance Rank

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

FLGR
The Risk-Adjusted Performance Rank of FLGR is 9191
Overall Rank
The Sharpe Ratio Rank of FLGR is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FLGR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FLGR is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FLGR is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FLGR is 9191
Martin Ratio Rank

EWG
The Risk-Adjusted Performance Rank of EWG is 9191
Overall Rank
The Sharpe Ratio Rank of EWG is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of EWG is 9090
Sortino Ratio Rank
The Omega Ratio Rank of EWG is 8989
Omega Ratio Rank
The Calmar Ratio Rank of EWG is 9393
Calmar Ratio Rank
The Martin Ratio Rank of EWG is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FLGR, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.00
FLGR: 1.50
EWG: 1.49
The chart of Sortino ratio for FLGR, currently valued at 2.24, compared to the broader market-2.000.002.004.006.008.00
FLGR: 2.24
EWG: 2.19
The chart of Omega ratio for FLGR, currently valued at 1.29, compared to the broader market0.501.001.502.002.50
FLGR: 1.29
EWG: 1.29
The chart of Calmar ratio for FLGR, currently valued at 1.98, compared to the broader market0.002.004.006.008.0010.0012.00
FLGR: 1.98
EWG: 1.96
The chart of Martin ratio for FLGR, currently valued at 7.87, compared to the broader market0.0020.0040.0060.00
FLGR: 7.87
EWG: 7.77

The current FLGR Sharpe Ratio is 1.50, which is comparable to the EWG Sharpe Ratio of 1.49. 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 Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.50
1.49
FLGR
EWG

Dividends

FLGR vs. EWG - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 1.93%, which matches EWG's 1.93% yield.


TTM20242023202220212020201920182017201620152014
FLGR
Franklin FTSE Germany ETF
1.93%2.40%2.99%3.50%2.67%2.61%2.52%3.06%0.00%0.00%0.00%0.00%
EWG
iShares MSCI Germany ETF
1.93%2.38%2.56%3.24%2.70%2.10%2.51%2.93%2.06%2.35%1.93%2.30%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.03%
0
FLGR
EWG

Volatility

FLGR vs. EWG - Volatility Comparison

Franklin FTSE Germany ETF (FLGR) and iShares MSCI Germany ETF (EWG) have volatilities of 13.05% and 12.52%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.05%
12.52%
FLGR
EWG