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FLJP vs. DBP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLJP vs. DBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Japan ETF (FLJP) and Invesco DB Precious Metals Fund (DBP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLJP achieves a 14.83% return, which is significantly higher than DBP's -3.82% return.


FLJP

1D
0.56%
1M
0.15%
YTD
14.83%
6M
14.62%
1Y
31.78%
3Y*
16.94%
5Y*
8.82%
10Y*

DBP

1D
0.09%
1M
-11.93%
YTD
-3.82%
6M
-0.66%
1Y
30.66%
3Y*
29.99%
5Y*
16.18%
10Y*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLJP vs. DBP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLJP
Franklin FTSE Japan ETF
14.83%26.79%6.99%20.00%-16.57%0.99%15.76%18.99%-14.01%2.53%
DBP
Invesco DB Precious Metals Fund
-3.82%73.43%26.71%8.68%-1.51%-7.10%26.79%15.89%-4.31%2.17%

Correlation

The correlation between FLJP and DBP is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.32

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

0.30

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.21

The correlation between FLJP and DBP shifts across timeframes, from 0.21 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FLJP vs. DBP — Risk / Return Rank

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

FLJP
FLJP Risk / Return Rank: 5454
Overall Rank
FLJP Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FLJP Sortino Ratio Rank: 5454
Sortino Ratio Rank
FLJP Omega Ratio Rank: 5555
Omega Ratio Rank
FLJP Calmar Ratio Rank: 5353
Calmar Ratio Rank
FLJP Martin Ratio Rank: 5454
Martin Ratio Rank

DBP
DBP Risk / Return Rank: 2828
Overall Rank
DBP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DBP Sortino Ratio Rank: 2626
Sortino Ratio Rank
DBP Omega Ratio Rank: 3434
Omega Ratio Rank
DBP Calmar Ratio Rank: 2525
Calmar Ratio Rank
DBP Martin Ratio Rank: 2424
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.

FLJP vs. DBP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and Invesco DB Precious Metals Fund (DBP). 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.


FLJPDBPDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.30

1.20

+0.09

Calmar ratioReturn relative to maximum drawdown

2.33

1.07

+1.26

Martin ratioReturn relative to average drawdown

8.10

2.77

+5.33

FLJP vs. DBP - Sharpe Ratio Comparison

The current FLJP Sharpe Ratio is 1.60, which is higher than the DBP Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FLJP and DBP, 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

FLJP vs. DBP - Drawdown Comparison

The maximum FLJP drawdown since its inception was -32.49%, smaller than the maximum DBP drawdown of -53.89%. Use the drawdown chart below to compare losses from any high point for FLJP and DBP.


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Drawdown Indicators


FLJPDBPDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-53.89%

+21.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-30.03%

+16.73%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-30.03%

+15.86%

Max Drawdown (5Y)

Largest decline over 5 years

-32.49%

-30.03%

-2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-30.03%

Current Drawdown

Current decline from peak

-1.49%

-27.52%

+26.03%

Average Drawdown

Average peak-to-trough decline

-9.34%

-25.42%

+16.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

11.56%

-7.73%

Volatility

FLJP vs. DBP - Volatility Comparison

The current volatility for Franklin FTSE Japan ETF (FLJP) is 5.62%, while Invesco DB Precious Metals Fund (DBP) has a volatility of 9.06%. This indicates that FLJP experiences smaller price fluctuations and is considered to be less risky than DBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLJPDBPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

9.06%

-3.44%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

30.70%

-15.25%

Volatility (1Y)

Calculated over the trailing 1-year period

19.47%

33.35%

-13.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

21.14%

-3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

18.84%

-1.00%

FLJP vs. DBP - Expense Ratio Comparison

FLJP has a 0.09% expense ratio, which is lower than DBP's 0.78% expense ratio.


Dividends

FLJP vs. DBP - Dividend Comparison

FLJP's dividend yield for the trailing twelve months is around 4.48%, more than DBP's 2.53% yield.


PositionTTM202520242023202220212020201920182017
DBP
Invesco DB Precious Metals Fund
2.53%2.44%4.21%4.47%0.45%0.00%0.00%1.26%1.24%0.12%
FLJP
Franklin FTSE Japan ETF
4.48%5.15%4.56%3.00%1.92%2.40%1.51%2.26%1.50%0.10%

Frequently Asked Questions


FLJP and DBP have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBP has higher volatility (9.06%) compared to FLJP (5.62%). In terms of maximum drawdown, FLJP dropped -32.49% vs DBP's -53.89%.

On 5-year performance, DBP leads with 16.18% vs 8.82% for FLJP. On fees, FLJP is cheaper at 0.09% per year. On volatility, FLJP has been the lower-risk option at 5.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBP has performed better with a 16.18% return vs 8.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLJP is cheaper with a 0.09% expense ratio, compared with 0.78% for DBP.

FLJP has the higher dividend yield at 4.48%, compared with 2.53% for DBP.

FLJP is categorized as Japan Equities, while DBP is Precious Metals. FLJP tracks FTSE Japan RIC Capped Index, while DBP tracks DBIQ Optimum Yield Precious Metals Index Excess Return. They also come from different issuers: Franklin Templeton and Invesco. Their fees differ too: 0.09% for FLJP and 0.78% for DBP.

FLJP currently has the higher Sharpe Ratio (1.60 vs 0.96), 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 FLJP and DBP

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