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FLJH vs. DBJP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLJH and DBJP is 0.86, 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.


-0.50.00.51.00.9

Performance

FLJH vs. DBJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Japan Hedged ETF (FLJH) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.91%
2.61%
FLJH
DBJP

Key characteristics

Sharpe Ratio

FLJH:

1.33

DBJP:

1.25

Sortino Ratio

FLJH:

1.74

DBJP:

1.64

Omega Ratio

FLJH:

1.25

DBJP:

1.24

Calmar Ratio

FLJH:

1.27

DBJP:

1.17

Martin Ratio

FLJH:

4.44

DBJP:

3.82

Ulcer Index

FLJH:

5.85%

DBJP:

6.59%

Daily Std Dev

FLJH:

19.56%

DBJP:

20.15%

Max Drawdown

FLJH:

-31.36%

DBJP:

-31.30%

Current Drawdown

FLJH:

-4.47%

DBJP:

-5.98%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLJH having a 24.45% return and DBJP slightly lower at 23.79%.


FLJH

YTD

24.45%

1M

1.63%

6M

3.91%

1Y

26.59%

5Y*

15.72%

10Y*

N/A

DBJP

YTD

23.79%

1M

1.18%

6M

2.61%

1Y

25.68%

5Y*

14.76%

10Y*

10.27%

Compare stocks, funds, or ETFs

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


FLJH vs. DBJP - Expense Ratio Comparison

FLJH has a 0.09% expense ratio, which is lower than DBJP's 0.46% expense ratio.


DBJP
Xtrackers MSCI Japan Hedged Equity ETF
Expense ratio chart for DBJP: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for FLJH: 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

FLJH vs. DBJP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP). 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 FLJH, currently valued at 1.33, compared to the broader market0.002.004.001.331.25
The chart of Sortino ratio for FLJH, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.0010.001.741.64
The chart of Omega ratio for FLJH, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.24
The chart of Calmar ratio for FLJH, currently valued at 1.27, compared to the broader market0.005.0010.0015.001.271.17
The chart of Martin ratio for FLJH, currently valued at 4.44, compared to the broader market0.0020.0040.0060.0080.00100.004.443.82
FLJH
DBJP

The current FLJH Sharpe Ratio is 1.33, which is comparable to the DBJP Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FLJH and DBJP, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.33
1.25
FLJH
DBJP

Dividends

FLJH vs. DBJP - Dividend Comparison

FLJH's dividend yield for the trailing twelve months is around 2.37%, less than DBJP's 2.84% yield.


TTM20232022202120202019201820172016201520142013
FLJH
Franklin FTSE Japan Hedged ETF
2.37%25.59%26.67%1.29%0.00%0.00%5.92%0.05%0.00%0.00%0.00%0.00%
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
2.84%5.21%0.80%2.30%2.53%2.56%3.87%2.07%1.13%5.95%10.53%1.84%

Drawdowns

FLJH vs. DBJP - Drawdown Comparison

The maximum FLJH drawdown since its inception was -31.36%, roughly equal to the maximum DBJP drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for FLJH and DBJP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.47%
-5.98%
FLJH
DBJP

Volatility

FLJH vs. DBJP - Volatility Comparison

Franklin FTSE Japan Hedged ETF (FLJH) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP) have volatilities of 4.78% and 4.86%, 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.78%
4.86%
FLJH
DBJP
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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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