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FLJP vs. FLGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLJP vs. FLGB - Performance Comparison

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

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FLJP vs. FLGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FLGB
Franklin FTSE United Kingdom ETF
4.65%33.73%8.77%14.33%-6.00%17.14%-9.47%23.23%-11.60%1.12%

Returns By Period

In the year-to-date period, FLJP achieves a 7.49% return, which is significantly higher than FLGB's 4.65% return.


FLJP

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

FLGB

1D
1.61%
1M
-3.89%
YTD
4.65%
6M
10.11%
1Y
27.84%
3Y*
18.04%
5Y*
12.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLJP vs. FLGB - Expense Ratio Comparison

Both FLJP and FLGB have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FLJP vs. FLGB — Risk / Return Rank

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

FLJP
FLJP Risk / Return Rank: 8181
Overall Rank
FLJP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FLJP Sortino Ratio Rank: 8383
Sortino Ratio Rank
FLJP Omega Ratio Rank: 7979
Omega Ratio Rank
FLJP Calmar Ratio Rank: 8282
Calmar Ratio Rank
FLJP Martin Ratio Rank: 8181
Martin Ratio Rank

FLGB
FLGB Risk / Return Rank: 8383
Overall Rank
FLGB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FLGB Sortino Ratio Rank: 8383
Sortino Ratio Rank
FLGB Omega Ratio Rank: 8383
Omega Ratio Rank
FLGB Calmar Ratio Rank: 8080
Calmar Ratio Rank
FLGB Martin Ratio Rank: 8585
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. FLGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and Franklin FTSE United Kingdom ETF (FLGB). 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.


FLJPFLGBDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.66

-0.07

Sortino ratio

Return per unit of downside risk

2.24

2.23

0.00

Omega ratio

Gain probability vs. loss probability

1.31

1.34

-0.02

Calmar ratio

Return relative to maximum drawdown

2.45

2.35

+0.10

Martin ratio

Return relative to average drawdown

9.31

10.37

-1.06

FLJP vs. FLGB - Sharpe Ratio Comparison

The current FLJP Sharpe Ratio is 1.59, which is comparable to the FLGB Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FLJP and FLGB, 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


FLJPFLGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.66

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.74

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.42

-0.02

Correlation

The correlation between FLJP and FLGB is 0.63, 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. FLGB - Dividend Comparison

FLJP's dividend yield for the trailing twelve months is around 4.79%, more than FLGB's 3.34% yield.


TTM202520242023202220212020201920182017
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%
FLGB
Franklin FTSE United Kingdom ETF
3.34%3.50%4.42%3.95%4.23%2.93%2.67%4.30%3.92%0.43%

Drawdowns

FLJP vs. FLGB - Drawdown Comparison

The maximum FLJP drawdown since its inception was -32.49%, smaller than the maximum FLGB drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for FLJP and FLGB.


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Drawdown Indicators


FLJPFLGBDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-42.61%

+10.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-11.86%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-32.49%

-25.90%

-6.59%

Current Drawdown

Current decline from peak

-7.59%

-5.13%

-2.46%

Average Drawdown

Average peak-to-trough decline

-9.48%

-6.75%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

2.69%

+0.81%

Volatility

FLJP vs. FLGB - Volatility Comparison

Franklin FTSE Japan ETF (FLJP) has a higher volatility of 8.84% compared to Franklin FTSE United Kingdom ETF (FLGB) at 6.64%. This indicates that FLJP's price experiences larger fluctuations and is considered to be riskier than FLGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLJPFLGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.84%

6.64%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.51%

10.32%

+4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

21.28%

16.88%

+4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

16.47%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

18.98%

-1.21%