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FLGR vs. FKU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLGR vs. FKU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Germany ETF (FLGR) and First Trust United Kingdom AlphaDEX Fund (FKU). The values are adjusted to include any dividend payments, if applicable.

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FLGR vs. FKU - 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%
FKU
First Trust United Kingdom AlphaDEX Fund
1.02%37.97%8.06%20.59%-24.12%20.55%-6.01%32.90%-16.21%2.59%

Returns By Period

In the year-to-date period, FLGR achieves a -5.28% return, which is significantly lower than FKU's 1.02% return.


FLGR

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

FKU

1D
1.80%
1M
-6.54%
YTD
1.02%
6M
6.60%
1Y
31.63%
3Y*
19.20%
5Y*
8.06%
10Y*
6.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLGR vs. FKU - Expense Ratio Comparison

FLGR has a 0.09% expense ratio, which is lower than FKU's 0.80% expense ratio.


Return for Risk

FLGR vs. FKU — 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

FKU
FKU Risk / Return Rank: 8080
Overall Rank
FKU Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FKU Sortino Ratio Rank: 8383
Sortino Ratio Rank
FKU Omega Ratio Rank: 8181
Omega Ratio Rank
FKU Calmar Ratio Rank: 7676
Calmar Ratio Rank
FKU Martin Ratio Rank: 7676
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. FKU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Germany ETF (FLGR) and First Trust United Kingdom AlphaDEX Fund (FKU). 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.


FLGRFKUDifference

Sharpe ratio

Return per unit of total volatility

0.50

1.65

-1.15

Sortino ratio

Return per unit of downside risk

0.86

2.27

-1.41

Omega ratio

Gain probability vs. loss probability

1.11

1.32

-0.21

Calmar ratio

Return relative to maximum drawdown

0.73

2.25

-1.53

Martin ratio

Return relative to average drawdown

2.27

8.93

-6.66

FLGR vs. FKU - Sharpe Ratio Comparison

The current FLGR Sharpe Ratio is 0.50, which is lower than the FKU Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of FLGR and FKU, 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


FLGRFKUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

1.65

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.36

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.32

-0.07

Correlation

The correlation between FLGR and FKU 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.


Dividends

FLGR vs. FKU - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 1.82%, less than FKU's 2.85% 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%
FKU
First Trust United Kingdom AlphaDEX Fund
2.85%2.89%4.07%3.82%5.55%2.98%1.48%3.34%5.12%2.93%2.60%2.64%

Drawdowns

FLGR vs. FKU - Drawdown Comparison

The maximum FLGR drawdown since its inception was -46.21%, smaller than the maximum FKU drawdown of -54.39%. Use the drawdown chart below to compare losses from any high point for FLGR and FKU.


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Drawdown Indicators


FLGRFKUDifference

Max Drawdown

Largest peak-to-trough decline

-46.21%

-54.39%

+8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-14.25%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-43.54%

-41.84%

-1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-54.39%

Current Drawdown

Current decline from peak

-9.72%

-9.34%

-0.38%

Average Drawdown

Average peak-to-trough decline

-12.51%

-10.87%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

3.59%

+1.03%

Volatility

FLGR vs. FKU - Volatility Comparison

Franklin FTSE Germany ETF (FLGR) has a higher volatility of 8.23% compared to First Trust United Kingdom AlphaDEX Fund (FKU) at 7.81%. This indicates that FLGR's price experiences larger fluctuations and is considered to be riskier than FKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLGRFKUDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

7.81%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

12.74%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

19.21%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.10%

22.70%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

24.36%

-2.93%