PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLGR vs. EWS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLGREWS
YTD Return4.29%2.51%
1Y Return9.41%4.22%
3Y Return (Ann)-0.92%-2.20%
5Y Return (Ann)4.66%-1.10%
Sharpe Ratio0.690.26
Daily Std Dev14.23%15.82%
Max Drawdown-46.11%-75.21%
Current Drawdown-6.75%-11.50%

Correlation

-0.50.00.51.00.6

The correlation between FLGR and EWS is 0.60, 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.

Performance

FLGR vs. EWS - Performance Comparison

In the year-to-date period, FLGR achieves a 4.29% return, which is significantly higher than EWS's 2.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%December2024FebruaryMarchAprilMay
12.43%
-0.17%
FLGR
EWS

Compare stocks, funds, or ETFs

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


Franklin FTSE Germany ETF

iShares MSCI Singapore ETF

FLGR vs. EWS - Expense Ratio Comparison

FLGR has a 0.09% expense ratio, which is lower than EWS's 0.50% expense ratio.


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


FLGR
Sharpe ratio
The chart of Sharpe ratio for FLGR, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.005.000.69
Sortino ratio
The chart of Sortino ratio for FLGR, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.001.08
Omega ratio
The chart of Omega ratio for FLGR, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for FLGR, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.0014.000.39
Martin ratio
The chart of Martin ratio for FLGR, currently valued at 1.76, compared to the broader market0.0020.0040.0060.0080.001.76
EWS
Sharpe ratio
The chart of Sharpe ratio for EWS, currently valued at 0.26, compared to the broader market-1.000.001.002.003.004.005.000.26
Sortino ratio
The chart of Sortino ratio for EWS, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.000.48
Omega ratio
The chart of Omega ratio for EWS, currently valued at 1.06, compared to the broader market0.501.001.502.002.501.06
Calmar ratio
The chart of Calmar ratio for EWS, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.0014.000.18
Martin ratio
The chart of Martin ratio for EWS, currently valued at 0.56, compared to the broader market0.0020.0040.0060.0080.000.56

FLGR vs. EWS - Sharpe Ratio Comparison

The current FLGR Sharpe Ratio is 0.69, which is higher than the EWS Sharpe Ratio of 0.26. The chart below compares the 12-month rolling Sharpe Ratio of FLGR and EWS.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.69
0.26
FLGR
EWS

Dividends

FLGR vs. EWS - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 2.87%, less than EWS's 6.34% yield.


TTM20232022202120202019201820172016201520142013
FLGR
Franklin FTSE Germany ETF
2.87%2.99%3.50%2.68%2.61%2.52%3.06%0.00%0.00%0.00%0.00%0.00%
EWS
iShares MSCI Singapore ETF
6.34%6.50%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 -75.21%. Use the drawdown chart below to compare losses from any high point for FLGR and EWS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-6.75%
-11.50%
FLGR
EWS

Volatility

FLGR vs. EWS - Volatility Comparison

The current volatility for Franklin FTSE Germany ETF (FLGR) is 4.31%, while iShares MSCI Singapore ETF (EWS) has a volatility of 4.88%. This indicates that FLGR experiences smaller price fluctuations and is considered to be less risky than EWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.31%
4.88%
FLGR
EWS