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FLGR vs. FLSW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLGR and FLSW is 0.61, 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. FLSW - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FLGR:

1.47

FLSW:

0.93

Sortino Ratio

FLGR:

2.22

FLSW:

1.49

Omega Ratio

FLGR:

1.29

FLSW:

1.20

Calmar Ratio

FLGR:

1.95

FLSW:

1.22

Martin Ratio

FLGR:

7.76

FLSW:

2.87

Ulcer Index

FLGR:

3.90%

FLSW:

5.46%

Daily Std Dev

FLGR:

20.59%

FLSW:

15.36%

Max Drawdown

FLGR:

-46.11%

FLSW:

-28.16%

Current Drawdown

FLGR:

-0.15%

FLSW:

-0.15%

Returns By Period

In the year-to-date period, FLGR achieves a 29.08% return, which is significantly higher than FLSW's 18.11% return.


FLGR

YTD

29.08%

1M

9.59%

6M

30.11%

1Y

29.82%

5Y*

14.73%

10Y*

N/A

FLSW

YTD

18.11%

1M

5.14%

6M

15.16%

1Y

13.83%

5Y*

10.20%

10Y*

N/A

*Annualized

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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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLGR
The Risk-Adjusted Performance Rank of FLGR is 9191
Overall Rank
The Sharpe Ratio Rank of FLGR is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FLGR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FLGR is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FLGR is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FLGR is 9090
Martin Ratio Rank

FLSW
The Risk-Adjusted Performance Rank of FLSW is 7878
Overall Rank
The Sharpe Ratio Rank of FLSW is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FLSW is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FLSW is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FLSW is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FLSW is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FLGR Sharpe Ratio is 1.47, which is higher than the FLSW Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FLGR and FLSW, 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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Dividends

FLGR vs. FLSW - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 1.86%, more than FLSW's 1.72% yield.


TTM2024202320222021202020192018
FLGR
Franklin FTSE Germany ETF
1.86%2.40%2.99%3.50%2.67%2.61%2.52%3.06%
FLSW
Franklin FTSE Switzerland ETF
1.72%2.04%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.


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Volatility

FLGR vs. FLSW - Volatility Comparison

Franklin FTSE Germany ETF (FLGR) has a higher volatility of 4.73% compared to Franklin FTSE Switzerland ETF (FLSW) at 3.97%. This indicates that FLGR's price experiences larger fluctuations and is considered to be riskier than FLSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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