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FLGR vs. EWG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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FLGR vs. EWG - 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%
EWG
iShares MSCI Germany ETF
-5.41%35.79%9.79%23.35%-22.27%5.84%10.09%19.15%-21.40%-0.71%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLGR having a -5.28% return and EWG slightly lower at -5.41%.


FLGR

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

EWG

1D
1.34%
1M
-6.32%
YTD
-5.41%
6M
-4.58%
1Y
9.60%
3Y*
14.76%
5Y*
6.01%
10Y*
7.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

FLGR vs. EWG — 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

EWG
EWG Risk / Return Rank: 2727
Overall Rank
EWG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EWG Sortino Ratio Rank: 2727
Sortino Ratio Rank
EWG Omega Ratio Rank: 2626
Omega Ratio Rank
EWG Calmar Ratio Rank: 2828
Calmar Ratio Rank
EWG Martin Ratio Rank: 2727
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. EWG - Risk-Adjusted Trends 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.


FLGREWGDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.49

+0.02

Sortino ratio

Return per unit of downside risk

0.86

0.83

+0.03

Omega ratio

Gain probability vs. loss probability

1.11

1.11

0.00

Calmar ratio

Return relative to maximum drawdown

0.73

0.70

+0.02

Martin ratio

Return relative to average drawdown

2.27

2.27

0.00

FLGR vs. EWG - Sharpe Ratio Comparison

The current FLGR Sharpe Ratio is 0.50, which is comparable to the EWG Sharpe Ratio of 0.49. 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.


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Sharpe Ratios by Period


FLGREWGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.49

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.30

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.24

+0.01

Correlation

The correlation between FLGR and EWG is 0.93, 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. EWG - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 1.82%, more than EWG's 1.69% 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%
EWG
iShares MSCI Germany ETF
1.69%1.60%2.38%2.56%3.24%2.70%1.67%2.51%2.93%2.06%2.35%1.93%

Drawdowns

FLGR vs. EWG - Drawdown Comparison

The maximum FLGR drawdown since its inception was -46.21%, 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.


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Drawdown Indicators


FLGREWGDifference

Max Drawdown

Largest peak-to-trough decline

-46.21%

-67.57%

+21.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-14.54%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-43.54%

-43.44%

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-46.80%

Current Drawdown

Current decline from peak

-9.72%

-9.78%

+0.06%

Average Drawdown

Average peak-to-trough decline

-12.51%

-19.28%

+6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

4.50%

+0.12%

Volatility

FLGR vs. EWG - Volatility Comparison

Franklin FTSE Germany ETF (FLGR) and iShares MSCI Germany ETF (EWG) have volatilities of 8.23% and 8.28%, 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


FLGREWGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

8.28%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

12.45%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

19.83%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.10%

20.30%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

21.03%

+0.40%