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FLIY vs. EWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLIYEWI

Correlation

-0.50.00.51.00.9

The correlation between FLIY and EWI is 0.87, 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

FLIY vs. EWI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%25.00%30.00%35.00%40.00%45.00%50.00%55.00%December2024FebruaryMarchAprilMay
21.48%
54.03%
FLIY
EWI

Compare stocks, funds, or ETFs

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


Franklin FTSE Italy ETF

iShares MSCI Italy ETF

FLIY vs. EWI - Expense Ratio Comparison

FLIY has a 0.09% expense ratio, which is lower than EWI's 0.49% expense ratio.


EWI
iShares MSCI Italy ETF
Expense ratio chart for EWI: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for FLIY: 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

FLIY vs. EWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Italy ETF (FLIY) and iShares MSCI Italy ETF (EWI). 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.


FLIY
Sharpe ratio
The chart of Sharpe ratio for FLIY, currently valued at -0.17, compared to the broader market0.002.004.00-0.17
Sortino ratio
The chart of Sortino ratio for FLIY, currently valued at -0.17, compared to the broader market-2.000.002.004.006.008.0010.00-0.17
Omega ratio
The chart of Omega ratio for FLIY, currently valued at 0.97, compared to the broader market0.501.001.502.002.500.97
Calmar ratio
The chart of Calmar ratio for FLIY, currently valued at -0.17, compared to the broader market0.005.0010.00-0.17
Martin ratio
The chart of Martin ratio for FLIY, currently valued at -0.22, compared to the broader market0.0020.0040.0060.0080.00-0.22
EWI
Sharpe ratio
The chart of Sharpe ratio for EWI, currently valued at 1.86, compared to the broader market0.002.004.001.86
Sortino ratio
The chart of Sortino ratio for EWI, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.62
Omega ratio
The chart of Omega ratio for EWI, currently valued at 1.30, compared to the broader market0.501.001.502.002.501.30
Calmar ratio
The chart of Calmar ratio for EWI, currently valued at 2.17, compared to the broader market0.005.0010.002.17
Martin ratio
The chart of Martin ratio for EWI, currently valued at 6.21, compared to the broader market0.0020.0040.0060.0080.006.21

FLIY vs. EWI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2024FebruaryMarchAprilMay
-0.17
1.86
FLIY
EWI

Dividends

FLIY vs. EWI - Dividend Comparison

FLIY has not paid dividends to shareholders, while EWI's dividend yield for the trailing twelve months is around 2.97%.


TTM20232022202120202019201820172016201520142013
FLIY
Franklin FTSE Italy ETF
3.07%3.07%0.28%4.04%2.33%3.60%3.02%0.20%0.00%0.00%0.00%0.00%
EWI
iShares MSCI Italy ETF
2.97%3.40%4.57%2.63%1.66%3.80%4.71%2.19%3.64%2.31%2.51%2.19%

Drawdowns

FLIY vs. EWI - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-10.69%
0
FLIY
EWI

Volatility

FLIY vs. EWI - Volatility Comparison

The current volatility for Franklin FTSE Italy ETF (FLIY) is 0.00%, while iShares MSCI Italy ETF (EWI) has a volatility of 4.33%. This indicates that FLIY experiences smaller price fluctuations and is considered to be less risky than EWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay0
4.33%
FLIY
EWI