FLGR vs. EWS
Compare and contrast key facts about Franklin FTSE Germany ETF (FLGR) and iShares MSCI Singapore ETF (EWS).
FLGR and EWS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLGR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Germany RIC Capped Index. It was launched on Nov 2, 2017. EWS is a passively managed fund by iShares that tracks the performance of the MSCI Singapore Index. It was launched on Mar 12, 1996. Both FLGR and EWS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLGR or EWS.
Performance
FLGR vs. EWS - Performance Comparison
Returns By Period
In the year-to-date period, FLGR achieves a 9.66% return, which is significantly lower than EWS's 23.02% return.
FLGR
9.66%
-5.50%
-0.25%
16.46%
5.13%
N/A
EWS
23.02%
2.17%
17.31%
30.19%
2.88%
2.39%
Key characteristics
| FLGR | EWS | |
|---|---|---|
| Sharpe Ratio | 1.27 | 2.13 |
| Sortino Ratio | 1.78 | 2.96 |
| Omega Ratio | 1.22 | 1.38 |
| Calmar Ratio | 1.12 | 1.58 |
| Martin Ratio | 6.27 | 11.68 |
| Ulcer Index | 2.84% | 2.66% |
| Daily Std Dev | 14.04% | 14.58% |
| Max Drawdown | -46.11% | -75.20% |
| Current Drawdown | -7.19% | 0.00% |
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FLGR vs. EWS - Expense Ratio Comparison
FLGR has a 0.09% expense ratio, which is lower than EWS's 0.50% expense ratio.
Correlation
The correlation between FLGR and EWS is 0.59, 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.
Risk-Adjusted Performance
FLGR vs. EWS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Germany ETF (FLGR) and iShares MSCI Singapore ETF (EWS). 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.
Dividends
FLGR vs. EWS - Dividend Comparison
FLGR's dividend yield for the trailing twelve months is around 2.42%, less than EWS's 3.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLGR Franklin FTSE Germany ETF | 2.42% | 2.99% | 3.50% | 2.67% | 2.61% | 2.52% | 3.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EWS iShares MSCI Singapore ETF | 3.92% | 6.49% | 2.56% | 6.00% | 2.68% | 4.70% | 4.21% | 3.46% | 3.96% | 4.20% | 3.35% | 3.77% |
Drawdowns
FLGR vs. EWS - Drawdown Comparison
The maximum FLGR drawdown since its inception was -46.11%, smaller than the maximum EWS drawdown of -75.20%. Use the drawdown chart below to compare losses from any high point for FLGR and EWS. For additional features, visit the drawdowns tool.
Volatility
FLGR vs. EWS - Volatility Comparison
Franklin FTSE Germany ETF (FLGR) has a higher volatility of 5.04% compared to iShares MSCI Singapore ETF (EWS) at 4.58%. This indicates that FLGR's price experiences larger fluctuations and is considered to be riskier than EWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.