FLGV vs. FTHI
Compare and contrast key facts about Franklin Liberty U.S. Treasury Bond ETF (FLGV) and First Trust BuyWrite Income ETF (FTHI).
FLGV and FTHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLGV is an actively managed fund by Franklin Templeton. It was launched on Jun 9, 2020. FTHI is an actively managed fund by First Trust. It was launched on Jan 6, 2014.
Performance
FLGV vs. FTHI - Performance Comparison
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FLGV vs. FTHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FLGV Franklin Liberty U.S. Treasury Bond ETF | 0.19% | 6.22% | 0.62% | 4.18% | -11.53% | -2.39% | -0.27% |
FTHI First Trust BuyWrite Income ETF | -0.61% | 11.03% | 19.02% | 20.72% | -4.37% | 13.95% | 10.51% |
Returns By Period
In the year-to-date period, FLGV achieves a 0.19% return, which is significantly higher than FTHI's -0.61% return.
FLGV
- 1D
- 0.12%
- 1M
- -1.62%
- YTD
- 0.19%
- 6M
- 0.98%
- 1Y
- 3.43%
- 3Y*
- 2.67%
- 5Y*
- 0.02%
- 10Y*
- —
FTHI
- 1D
- 2.23%
- 1M
- -2.30%
- YTD
- -0.61%
- 6M
- 1.27%
- 1Y
- 14.85%
- 3Y*
- 14.15%
- 5Y*
- 10.18%
- 10Y*
- 7.99%
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FLGV vs. FTHI - Expense Ratio Comparison
FLGV has a 0.09% expense ratio, which is lower than FTHI's 0.85% expense ratio.
Return for Risk
FLGV vs. FTHI — Risk / Return Rank
FLGV
FTHI
FLGV vs. FTHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty U.S. Treasury Bond ETF (FLGV) and First Trust BuyWrite Income ETF (FTHI). 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.
| FLGV | FTHI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.00 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.51 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.40 | +0.11 |
Martin ratioReturn relative to average drawdown | 3.95 | 7.84 | -3.89 |
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
| FLGV | FTHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.00 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.76 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 0.51 | -0.64 |
Correlation
The correlation between FLGV and FTHI is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
FLGV vs. FTHI - Dividend Comparison
FLGV's dividend yield for the trailing twelve months is around 4.06%, less than FTHI's 8.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLGV Franklin Liberty U.S. Treasury Bond ETF | 4.06% | 4.07% | 4.13% | 3.46% | 2.21% | 1.92% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTHI First Trust BuyWrite Income ETF | 8.99% | 8.70% | 8.61% | 8.50% | 9.06% | 4.37% | 4.76% | 4.21% | 4.76% | 4.00% | 4.41% | 4.98% |
Drawdowns
FLGV vs. FTHI - Drawdown Comparison
The maximum FLGV drawdown since its inception was -17.63%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for FLGV and FTHI.
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Drawdown Indicators
| FLGV | FTHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.63% | -32.65% | +15.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.45% | -10.92% | +8.47% |
Max Drawdown (5Y)Largest decline over 5 years | -15.26% | -16.70% | +1.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.65% | — |
Current DrawdownCurrent decline from peak | -5.41% | -3.36% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -3.73% | -5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.95% | -1.01% |
Volatility
FLGV vs. FTHI - Volatility Comparison
The current volatility for Franklin Liberty U.S. Treasury Bond ETF (FLGV) is 1.45%, while First Trust BuyWrite Income ETF (FTHI) has a volatility of 4.36%. This indicates that FLGV experiences smaller price fluctuations and is considered to be less risky than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLGV | FTHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 4.36% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 7.60% | -5.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.13% | 14.99% | -10.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.41% | 13.54% | -8.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.19% | 14.38% | -9.19% |