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

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.


-0.50.00.51.00.7

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.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
24.25%
56.42%
FLGR
FLSW

Key characteristics

Sharpe Ratio

FLGR:

0.94

FLSW:

0.12

Sortino Ratio

FLGR:

1.37

FLSW:

0.25

Omega Ratio

FLGR:

1.16

FLSW:

1.03

Calmar Ratio

FLGR:

0.95

FLSW:

0.11

Martin Ratio

FLGR:

4.13

FLSW:

0.33

Ulcer Index

FLGR:

3.22%

FLSW:

4.39%

Daily Std Dev

FLGR:

14.12%

FLSW:

12.39%

Max Drawdown

FLGR:

-46.11%

FLSW:

-28.16%

Current Drawdown

FLGR:

-5.69%

FLSW:

-12.47%

Returns By Period

In the year-to-date period, FLGR achieves a 11.43% return, which is significantly higher than FLSW's -1.59% return.


FLGR

YTD

11.43%

1M

2.32%

6M

6.38%

1Y

11.99%

5Y*

5.09%

10Y*

N/A

FLSW

YTD

-1.59%

1M

-2.35%

6M

-4.51%

1Y

0.16%

5Y*

5.36%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


FLGR
Franklin FTSE Germany ETF
Expense ratio chart for FLGR: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for FLSW: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

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.


Sharpe ratio
The chart of Sharpe ratio for FLGR, currently valued at 0.94, compared to the broader market0.002.004.000.940.12
The chart of Sortino ratio for FLGR, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.370.25
The chart of Omega ratio for FLGR, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.03
The chart of Calmar ratio for FLGR, currently valued at 0.95, compared to the broader market0.005.0010.0015.000.950.11
The chart of Martin ratio for FLGR, currently valued at 4.13, compared to the broader market0.0020.0040.0060.0080.00100.004.130.33
FLGR
FLSW

The current FLGR Sharpe Ratio is 0.94, which is higher than the FLSW Sharpe Ratio of 0.12. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.94
0.12
FLGR
FLSW

Dividends

FLGR vs. FLSW - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 2.38%, more than FLSW's 2.00% yield.


TTM202320222021202020192018
FLGR
Franklin FTSE Germany ETF
2.38%2.99%3.50%2.67%2.61%2.52%3.06%
FLSW
Franklin FTSE Switzerland ETF
2.00%2.36%2.02%1.86%2.28%1.15%2.85%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.69%
-12.47%
FLGR
FLSW

Volatility

FLGR vs. FLSW - Volatility Comparison

The current volatility for Franklin FTSE Germany ETF (FLGR) is 3.59%, while Franklin FTSE Switzerland ETF (FLSW) has a volatility of 3.91%. This indicates that FLGR experiences smaller price fluctuations and is considered to be less risky than FLSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.59%
3.91%
FLGR
FLSW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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