FLGR vs. FLSW
Compare and contrast key facts about Franklin FTSE Germany ETF (FLGR) and Franklin FTSE Switzerland ETF (FLSW).
FLGR and FLSW 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. FLSW is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Switzerland RIC Capped Index. It was launched on Feb 6, 2018. Both FLGR and FLSW 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 FLSW.
Key characteristics
| FLGR | FLSW | |
|---|---|---|
| YTD Return | 12.50% | 5.87% |
| 1Y Return | 27.39% | 18.65% |
| 3Y Return (Ann) | 1.42% | 1.55% |
| 5Y Return (Ann) | 5.56% | 7.90% |
| Sharpe Ratio | 2.09 | 1.59 |
| Sortino Ratio | 2.92 | 2.28 |
| Omega Ratio | 1.36 | 1.27 |
| Calmar Ratio | 1.34 | 1.24 |
| Martin Ratio | 11.35 | 7.01 |
| Ulcer Index | 2.54% | 2.73% |
| Daily Std Dev | 13.78% | 12.06% |
| Max Drawdown | -46.11% | -28.16% |
| Current Drawdown | -4.79% | -5.83% |
Correlation
The correlation between FLGR and FLSW is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FLGR vs. FLSW - Performance Comparison
In the year-to-date period, FLGR achieves a 12.50% return, which is significantly higher than FLSW's 5.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLGR vs. FLSW - Expense Ratio Comparison
Both FLGR and FLSW 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%.
Risk-Adjusted Performance
FLGR vs. FLSW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Germany ETF (FLGR) and Franklin FTSE Switzerland ETF (FLSW). 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. FLSW - Dividend Comparison
FLGR's dividend yield for the trailing twelve months is around 2.36%, more than FLSW's 1.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
FLGR Franklin FTSE Germany ETF | 2.36% | 2.99% | 3.50% | 2.67% | 2.61% | 2.52% | 3.06% |
FLSW Franklin FTSE Switzerland ETF | 1.99% | 2.36% | 2.02% | 1.86% | 2.28% | 1.15% | 2.86% |
Drawdowns
FLGR vs. FLSW - Drawdown Comparison
The maximum FLGR drawdown since its inception was -46.11%, which is greater than FLSW's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for FLGR and FLSW. For additional features, visit the drawdowns tool.
Volatility
FLGR vs. FLSW - Volatility Comparison
Franklin FTSE Germany ETF (FLGR) and Franklin FTSE Switzerland ETF (FLSW) have volatilities of 3.10% and 3.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.