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FLJH vs. LIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLJH vs. LIN - Performance Comparison

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

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Returns By Period

In the year-to-date period, FLJH achieves a 18.85% return, which is significantly lower than LIN's 23.59% return.


FLJH

1D
0.82%
1M
1.43%
YTD
18.85%
6M
15.00%
1Y
45.89%
3Y*
25.97%
5Y*
20.54%
10Y*

LIN

1D
1.58%
1M
3.78%
YTD
23.59%
6M
26.61%
1Y
13.87%
3Y*
13.38%
5Y*
13.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLJH vs. LIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLJH
Franklin FTSE Japan Hedged ETF
18.85%25.26%25.89%36.02%-2.75%12.68%10.65%20.34%-17.75%
LIN
Linde plc
23.59%3.22%3.18%27.66%-4.39%33.39%25.88%39.04%-5.26%

Correlation

The correlation between FLJH and LIN is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2018

0.41

Over the past year, the correlation between FLJH and LIN has dropped to 0.13 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

FLJH vs. LIN — Risk / Return Rank

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

FLJH
FLJH Risk / Return Rank: 8686
Overall Rank
FLJH Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FLJH Sortino Ratio Rank: 8686
Sortino Ratio Rank
FLJH Omega Ratio Rank: 8585
Omega Ratio Rank
FLJH Calmar Ratio Rank: 8686
Calmar Ratio Rank
FLJH Martin Ratio Rank: 8787
Martin Ratio Rank

LIN
LIN Risk / Return Rank: 6161
Overall Rank
LIN Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LIN Sortino Ratio Rank: 6060
Sortino Ratio Rank
LIN Omega Ratio Rank: 5757
Omega Ratio Rank
LIN Calmar Ratio Rank: 5858
Calmar Ratio Rank
LIN Martin Ratio Rank: 6161
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. LIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and Linde plc (LIN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLJHLINDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.45

1.13

+0.31

Calmar ratioReturn relative to maximum drawdown

4.20

0.67

+3.53

Martin ratioReturn relative to average drawdown

16.28

1.89

+14.39

FLJH vs. LIN - Sharpe Ratio Comparison

The current FLJH Sharpe Ratio is 2.46, which is higher than the LIN Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FLJH and LIN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLJH vs. LIN - Drawdown Comparison

The maximum FLJH drawdown since its inception was -31.51%, roughly equal to the maximum LIN drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for FLJH and LIN.


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Drawdown Indicators


FLJHLINDifference

Max Drawdown

Largest peak-to-trough decline

-31.51%

-32.59%

+1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-19.18%

+8.38%

Max Drawdown (3Y)

Largest decline over 3 years

-20.39%

-19.18%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-22.82%

+2.43%

Current Drawdown

Current decline from peak

-1.30%

0.00%

-1.30%

Average Drawdown

Average peak-to-trough decline

-5.30%

-5.41%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

6.79%

-4.01%

Volatility

FLJH vs. LIN - Volatility Comparison

The current volatility for Franklin FTSE Japan Hedged ETF (FLJH) is 5.20%, while Linde plc (LIN) has a volatility of 5.57%. This indicates that FLJH experiences smaller price fluctuations and is considered to be less risky than LIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLJHLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

5.57%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.09%

13.53%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

18.44%

17.24%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.61%

20.79%

-2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

24.08%

-4.24%

Dividends

FLJH vs. LIN - Dividend Comparison

FLJH's dividend yield for the trailing twelve months is around 3.28%, more than LIN's 1.18% yield.


PositionTTM202520242023202220212020201920182017
FLJH
Franklin FTSE Japan Hedged ETF
3.28%3.90%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.10%
LIN
Linde plc
1.18%1.41%1.33%1.24%1.43%1.22%1.46%1.64%0.53%0.00%

Frequently Asked Questions


FLJH and LIN have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LIN has higher volatility (5.57%) compared to FLJH (5.20%). In terms of maximum drawdown, FLJH dropped -31.51% vs LIN's -32.59%.

FLJH currently has the higher Sharpe Ratio (2.46 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FLJH and LIN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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