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FLJH vs. HEWJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLJH vs. HEWJ - Performance Comparison

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

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FLJH vs. HEWJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLJH
Franklin FTSE Japan Hedged ETF
9.29%25.26%25.89%36.02%-2.75%12.68%10.65%20.34%-14.66%1.26%
HEWJ
iShares Currency Hedged MSCI Japan ETF
9.72%30.25%24.80%36.21%-4.39%12.79%10.29%20.79%-14.68%1.20%

Returns By Period

The year-to-date returns for both investments are quite close, with FLJH having a 9.29% return and HEWJ slightly higher at 9.72%.


FLJH

1D
2.72%
1M
-2.83%
YTD
9.29%
6M
17.51%
1Y
40.53%
3Y*
28.77%
5Y*
18.48%
10Y*

HEWJ

1D
2.74%
1M
-2.87%
YTD
9.72%
6M
23.14%
1Y
46.23%
3Y*
30.07%
5Y*
19.05%
10Y*
15.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLJH vs. HEWJ - Expense Ratio Comparison

FLJH has a 0.09% expense ratio, which is lower than HEWJ's 0.49% expense ratio.


Return for Risk

FLJH vs. HEWJ — Risk / Return Rank

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

FLJH
FLJH Risk / Return Rank: 8888
Overall Rank
FLJH Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FLJH Sortino Ratio Rank: 8787
Sortino Ratio Rank
FLJH Omega Ratio Rank: 8787
Omega Ratio Rank
FLJH Calmar Ratio Rank: 9191
Calmar Ratio Rank
FLJH Martin Ratio Rank: 9090
Martin Ratio Rank

HEWJ
HEWJ Risk / Return Rank: 9191
Overall Rank
HEWJ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HEWJ Sortino Ratio Rank: 9090
Sortino Ratio Rank
HEWJ Omega Ratio Rank: 8989
Omega Ratio Rank
HEWJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
HEWJ Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLJH vs. HEWJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and iShares Currency Hedged MSCI Japan ETF (HEWJ). 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.


FLJHHEWJDifference

Sharpe ratio

Return per unit of total volatility

1.77

1.94

-0.17

Sortino ratio

Return per unit of downside risk

2.43

2.63

-0.20

Omega ratio

Gain probability vs. loss probability

1.36

1.39

-0.02

Calmar ratio

Return relative to maximum drawdown

3.32

3.77

-0.45

Martin ratio

Return relative to average drawdown

12.34

14.33

-1.99

FLJH vs. HEWJ - Sharpe Ratio Comparison

The current FLJH Sharpe Ratio is 1.77, which is comparable to the HEWJ Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of FLJH and HEWJ, 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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Sharpe Ratios by Period


FLJHHEWJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.94

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.01

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.66

+0.04

Correlation

The correlation between FLJH and HEWJ is 0.91, 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.


Dividends

FLJH vs. HEWJ - Dividend Comparison

FLJH's dividend yield for the trailing twelve months is around 3.57%, less than HEWJ's 4.65% yield.


TTM20252024202320222021202020192018201720162015
FLJH
Franklin FTSE Japan Hedged ETF
3.57%3.90%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.10%0.00%0.00%
HEWJ
iShares Currency Hedged MSCI Japan ETF
4.65%5.10%2.20%2.02%47.68%2.03%1.20%2.78%1.37%1.21%1.88%3.25%

Drawdowns

FLJH vs. HEWJ - Drawdown Comparison

The maximum FLJH drawdown since its inception was -31.51%, roughly equal to the maximum HEWJ drawdown of -31.53%. Use the drawdown chart below to compare losses from any high point for FLJH and HEWJ.


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Drawdown Indicators


FLJHHEWJDifference

Max Drawdown

Largest peak-to-trough decline

-31.51%

-31.53%

+0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-11.99%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-20.90%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-31.53%

Current Drawdown

Current decline from peak

-5.01%

-4.49%

-0.52%

Average Drawdown

Average peak-to-trough decline

-5.39%

-6.68%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.16%

+0.03%

Volatility

FLJH vs. HEWJ - Volatility Comparison

Franklin FTSE Japan Hedged ETF (FLJH) and iShares Currency Hedged MSCI Japan ETF (HEWJ) have volatilities of 7.76% and 7.97%, 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.


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Volatility by Period


FLJHHEWJDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

7.97%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

14.91%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

23.99%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

19.02%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

20.00%

-0.10%