FLGR vs. FLJH
Compare and contrast key facts about Franklin FTSE Germany ETF (FLGR) and Franklin FTSE Japan Hedged ETF (FLJH).
FLGR and FLJH 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. FLJH is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Japan RIC Capped Hedged to USD Net Tax Index. It was launched on Nov 2, 2017. Both FLGR and FLJH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLGR vs. FLJH - Performance Comparison
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FLGR vs. FLJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FLJH Franklin FTSE Japan Hedged ETF | 9.29% | 25.26% | 25.89% | 36.02% | -2.75% | 12.68% | 10.65% | 20.34% | -14.66% | 1.26% |
Returns By Period
In the year-to-date period, FLGR achieves a -5.28% return, which is significantly lower than FLJH's 9.29% return.
FLGR
- 1D
- 1.54%
- 1M
- -6.28%
- YTD
- -5.28%
- 6M
- -4.34%
- 1Y
- 10.13%
- 3Y*
- 15.65%
- 5Y*
- 6.59%
- 10Y*
- —
FLJH
- 1D
- 2.72%
- 1M
- -2.83%
- YTD
- 9.29%
- 6M
- 17.51%
- 1Y
- 40.53%
- 3Y*
- 28.77%
- 5Y*
- 18.48%
- 10Y*
- —
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FLGR vs. FLJH - Expense Ratio Comparison
Both FLGR and FLJH 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. FLJH — Risk / Return Rank
FLGR
FLJH
FLGR vs. FLJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Germany ETF (FLGR) and Franklin FTSE Japan Hedged ETF (FLJH). 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 | FLJH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 1.77 | -1.27 |
Sortino ratioReturn per unit of downside risk | 0.86 | 2.43 | -1.57 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.36 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 3.32 | -2.60 |
Martin ratioReturn relative to average drawdown | 2.27 | 12.34 | -10.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLGR | FLJH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 1.77 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 1.00 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.69 | -0.45 |
Correlation
The correlation between FLGR and FLJH is 0.53, 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. FLJH - Dividend Comparison
FLGR's dividend yield for the trailing twelve months is around 1.82%, less than FLJH's 3.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FLJH Franklin FTSE Japan Hedged ETF | 3.57% | 3.90% | 5.06% | 25.59% | 26.67% | 1.29% | 0.00% | 0.00% | 5.92% | 0.10% |
Drawdowns
FLGR vs. FLJH - Drawdown Comparison
The maximum FLGR drawdown since its inception was -46.21%, which is greater than FLJH's maximum drawdown of -31.51%. Use the drawdown chart below to compare losses from any high point for FLGR and FLJH.
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Drawdown Indicators
| FLGR | FLJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.21% | -31.51% | -14.70% |
Max Drawdown (1Y)Largest decline over 1 year | -14.44% | -11.83% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -43.54% | -20.39% | -23.15% |
Current DrawdownCurrent decline from peak | -9.72% | -5.01% | -4.71% |
Average DrawdownAverage peak-to-trough decline | -12.51% | -5.39% | -7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 3.19% | +1.43% |
Volatility
FLGR vs. FLJH - Volatility Comparison
Franklin FTSE Germany ETF (FLGR) has a higher volatility of 8.23% compared to Franklin FTSE Japan Hedged ETF (FLJH) at 7.76%. This indicates that FLGR's price experiences larger fluctuations and is considered to be riskier than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLGR | FLJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.23% | 7.76% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.44% | 14.50% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.18% | 23.00% | -2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.10% | 18.50% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.43% | 19.90% | +1.53% |