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FLGR vs. FLCA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLGR vs. FLCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Germany ETF (FLGR) and Franklin FTSE Canada ETF (FLCA). The values are adjusted to include any dividend payments, if applicable.

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FLGR vs. FLCA - 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%
FLCA
Franklin FTSE Canada ETF
2.36%34.62%13.02%14.71%-11.93%28.67%6.31%28.42%-15.55%2.49%

Returns By Period

In the year-to-date period, FLGR achieves a -5.28% return, which is significantly lower than FLCA's 2.36% return.


FLGR

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

FLCA

1D
1.02%
1M
-4.87%
YTD
2.36%
6M
10.16%
1Y
34.23%
3Y*
19.96%
5Y*
12.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLGR vs. FLCA - Expense Ratio Comparison

Both FLGR and FLCA have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FLGR vs. FLCA — 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

FLCA
FLCA Risk / Return Rank: 9191
Overall Rank
FLCA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FLCA Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLCA Omega Ratio Rank: 9090
Omega Ratio Rank
FLCA Calmar Ratio Rank: 9191
Calmar Ratio Rank
FLCA Martin Ratio Rank: 9494
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. FLCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Germany ETF (FLGR) and Franklin FTSE Canada ETF (FLCA). 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.


FLGRFLCADifference

Sharpe ratio

Return per unit of total volatility

0.50

2.06

-1.55

Sortino ratio

Return per unit of downside risk

0.86

2.73

-1.87

Omega ratio

Gain probability vs. loss probability

1.11

1.39

-0.28

Calmar ratio

Return relative to maximum drawdown

0.73

3.33

-2.60

Martin ratio

Return relative to average drawdown

2.27

15.48

-13.21

FLGR vs. FLCA - Sharpe Ratio Comparison

The current FLGR Sharpe Ratio is 0.50, which is lower than the FLCA Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FLGR and FLCA, 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


FLGRFLCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

2.06

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.76

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.57

-0.33

Correlation

The correlation between FLGR and FLCA is 0.65, 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. FLCA - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 1.82%, which matches FLCA's 1.81% yield.


TTM202520242023202220212020201920182017
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%
FLCA
Franklin FTSE Canada ETF
1.81%1.85%2.50%2.49%2.20%2.02%2.49%2.29%3.03%0.09%

Drawdowns

FLGR vs. FLCA - Drawdown Comparison

The maximum FLGR drawdown since its inception was -46.21%, which is greater than FLCA's maximum drawdown of -41.51%. Use the drawdown chart below to compare losses from any high point for FLGR and FLCA.


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Drawdown Indicators


FLGRFLCADifference

Max Drawdown

Largest peak-to-trough decline

-46.21%

-41.51%

-4.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-10.68%

-3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-43.54%

-24.23%

-19.31%

Current Drawdown

Current decline from peak

-9.72%

-4.89%

-4.83%

Average Drawdown

Average peak-to-trough decline

-12.51%

-6.00%

-6.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

2.30%

+2.32%

Volatility

FLGR vs. FLCA - Volatility Comparison

Franklin FTSE Germany ETF (FLGR) has a higher volatility of 8.23% compared to Franklin FTSE Canada ETF (FLCA) at 5.71%. This indicates that FLGR's price experiences larger fluctuations and is considered to be riskier than FLCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLGRFLCADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

5.71%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

11.58%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

16.75%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.10%

16.68%

+3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

19.14%

+2.29%