FLJP vs. DWLD

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin FTSE Japan ETF (FLJP) and Davis Select Worldwide ETF (DWLD).

FLJP and DWLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLJP is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Japan RIC Capped Index. It was launched on Nov 2, 2017. DWLD is an actively managed fund by Davis Advisers. It was launched on Jan 11, 2017.

Performance

FLJP vs. DWLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Japan ETF (FLJP) and Davis Select Worldwide ETF (DWLD). The values are adjusted to include any dividend payments, if applicable.

FLJP vs. DWLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLJP Franklin FTSE Japan ETF	7.49%	26.79%	6.99%	20.00%	-16.57%	0.99%	15.76%	18.99%	-14.01%	2.22%
DWLD Davis Select Worldwide ETF	-5.57%	30.43%	24.34%	20.62%	-14.20%	-4.03%	22.73%	31.28%	-22.28%	2.15%

Returns By Period

In the year-to-date period, FLJP achieves a 7.49% return, which is significantly higher than DWLD's -5.57% return.

FLJP

• 1D: 2.35%
• 1M: -4.22%
• YTD: 7.49%
• 6M: 11.85%
• 1Y: 33.62%
• 3Y*: 17.62%
• 5Y*: 7.52%
• 10Y*: —

DWLD

• 1D: 0.52%
• 1M: -4.59%
• YTD: -5.57%
• 6M: -1.45%
• 1Y: 17.50%
• 3Y*: 20.20%
• 5Y*: 6.33%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLJP vs. DWLD - Expense Ratio Comparison

FLJP has a 0.09% expense ratio, which is lower than DWLD's 0.63% expense ratio.

DWLD

Davis Select Worldwide ETF

FLJP

Franklin FTSE Japan ETF

Return for Risk

FLJP vs. DWLD — Risk / Return Rank

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

FLJP

FLJP Risk / Return Rank: 81
FLJP Sharpe Ratio Rank: 81
FLJP Sortino Ratio Rank: 83
FLJP Omega Ratio Rank: 79
FLJP Calmar Ratio Rank: 82
FLJP Martin Ratio Rank: 81

DWLD

DWLD Risk / Return Rank: 49
DWLD Sharpe Ratio Rank: 47
DWLD Sortino Ratio Rank: 47
DWLD Omega Ratio Rank: 48
DWLD Calmar Ratio Rank: 51
DWLD Martin Ratio Rank: 51

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. DWLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and Davis Select Worldwide ETF (DWLD). 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.

	FLJP	DWLD	Difference
Sharpe ratio Return per unit of total volatility	1.59	0.91	+0.68
Sortino ratio Return per unit of downside risk	2.24	1.35	+0.89
Omega ratio Gain probability vs. loss probability	1.31	1.19	+0.12
Calmar ratio Return relative to maximum drawdown	2.45	1.42	+1.03
Martin ratio Return relative to average drawdown	9.31	5.20	+4.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLJP vs. DWLD - Sharpe Ratio Comparison

The current FLJP Sharpe Ratio is 1.59, which is higher than the DWLD Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FLJP and DWLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FLJP	DWLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	0.91	+0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.31	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.49	-0.08

Correlation

The correlation between FLJP and DWLD is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FLJP vs. DWLD - Dividend Comparison

FLJP's dividend yield for the trailing twelve months is around 4.79%, more than DWLD's 1.65% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLJP Franklin FTSE Japan ETF	4.79%	5.15%	4.56%	3.00%	1.92%	2.40%	1.51%	2.26%	1.50%	0.10%
DWLD Davis Select Worldwide ETF	1.65%	1.56%	1.45%	1.23%	0.75%	1.03%	0.24%	2.27%	4.11%	0.20%

Drawdowns

FLJP vs. DWLD - Drawdown Comparison

The maximum FLJP drawdown since its inception was -32.49%, smaller than the maximum DWLD drawdown of -39.27%. Use the drawdown chart below to compare losses from any high point for FLJP and DWLD.

Drawdown Indicators

	FLJP	DWLD	Difference
Max Drawdown Largest peak-to-trough decline	-32.49%	-39.27%	+6.78%
Max Drawdown (1Y) Largest decline over 1 year	-13.30%	-13.15%	-0.15%
Max Drawdown (5Y) Largest decline over 5 years	-32.49%	-39.27%	+6.78%
Current Drawdown Current decline from peak	-7.59%	-8.34%	+0.75%
Average Drawdown Average peak-to-trough decline	-9.48%	-11.50%	+2.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	3.58%	-0.08%

Volatility

FLJP vs. DWLD - Volatility Comparison

Franklin FTSE Japan ETF (FLJP) has a higher volatility of 8.84% compared to Davis Select Worldwide ETF (DWLD) at 5.81%. This indicates that FLJP's price experiences larger fluctuations and is considered to be riskier than DWLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLJP	DWLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.84%	5.81%	+3.03%
Volatility (6M) Calculated over the trailing 6-month period	14.51%	11.38%	+3.13%
Volatility (1Y) Calculated over the trailing 1-year period	21.28%	19.42%	+1.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.64%	20.66%	-3.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.77%	21.31%	-3.54%