FLKR vs. COPJ
FLKR (Franklin FTSE South Korea ETF) and COPJ (Sprott Junior Copper Miners ETF) are both exchange-traded funds - FLKR is a Asia Pacific Equities fund tracking the FTSE South Korea RIC Capped Index, while COPJ is a Commodity Producers Equities fund tracking the Nasdaq Sprott Junior Copper Miners Index. Both are passively managed. Over the past 3 years, FLKR returned 43.23%/yr vs 40.03%/yr for COPJ. At a 0.49 correlation, their price movements are largely independent. FLKR charges 0.09%/yr vs 0.78%/yr for COPJ.
Performance
FLKR vs. COPJ - Performance Comparison
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Returns By Period
In the year-to-date period, FLKR achieves a 86.43% return, which is significantly higher than COPJ's 2.88% return.
FLKR
- 1D
- 6.28%
- 1M
- -2.80%
- YTD
- 86.43%
- 6M
- 95.63%
- 1Y
- 177.77%
- 3Y*
- 43.23%
- 5Y*
- 16.65%
- 10Y*
- —
COPJ
- 1D
- 0.12%
- 1M
- -7.29%
- YTD
- 2.88%
- 6M
- 14.73%
- 1Y
- 92.31%
- 3Y*
- 40.03%
- 5Y*
- —
- 10Y*
- —
FLKR vs. COPJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FLKR Franklin FTSE South Korea ETF | 86.43% | 91.91% | -18.84% | 3.22% |
COPJ Sprott Junior Copper Miners ETF | 2.88% | 140.63% | 11.07% | -5.30% |
Correlation
The correlation between FLKR and COPJ is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023 | 0.49 |
FLKR vs. COPJ - Sectors Allocation Comparison
Sectors
FLKR
COPJ
Technology
Industrials
-
Financial Services
-
Consumer Cyclical
-
Basic Materials
Healthcare
-
Communication Services
-
Consumer Defensive
-
Energy
-
Utilities
-
Real Estate
-
-
Technology
FLKR
COPJ
Industrials
FLKR
COPJ
-
Financial Services
FLKR
COPJ
-
Consumer Cyclical
FLKR
COPJ
-
Basic Materials
FLKR
COPJ
Healthcare
FLKR
COPJ
-
Communication Services
FLKR
COPJ
-
Consumer Defensive
FLKR
COPJ
-
Energy
FLKR
COPJ
-
Utilities
FLKR
COPJ
-
Real Estate
FLKR
-
COPJ
-
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Return for Risk
FLKR vs. COPJ — Risk / Return Rank
FLKR
COPJ
FLKR vs. COPJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Sprott Junior Copper Miners ETF (COPJ). 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.
| FLKR | COPJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.35 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 7.77 | 2.88 | +4.89 |
| Martin ratioReturn relative to average drawdown | 27.92 | 8.26 | +19.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLKR | COPJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.03 | 2.13 | +1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.95 | -0.47 |
Drawdowns
FLKR vs. COPJ - Drawdown Comparison
The maximum FLKR drawdown since its inception was -50.06%, which is greater than COPJ's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for FLKR and COPJ.
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Drawdown Indicators
| FLKR | COPJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.06% | -32.28% | -17.78% |
Max Drawdown (1Y)Largest decline over 1 year | -23.03% | -32.28% | +9.25% |
Max Drawdown (3Y)Largest decline over 3 years | -26.39% | -32.28% | +5.89% |
Max Drawdown (5Y)Largest decline over 5 years | -49.51% | — | — |
Current DrawdownCurrent decline from peak | -14.59% | -21.36% | +6.77% |
Average DrawdownAverage peak-to-trough decline | -22.06% | -11.88% | -10.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.40% | 11.21% | -4.81% |
Volatility
FLKR vs. COPJ - Volatility Comparison
Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 26.26% compared to Sprott Junior Copper Miners ETF (COPJ) at 18.39%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than COPJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLKR | COPJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.26% | 18.39% | +7.87% |
Volatility (6M)Calculated over the trailing 6-month period | 40.64% | 37.05% | +3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.43% | 43.71% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.12% | 35.26% | -6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.11% | 35.26% | -7.15% |
FLKR vs. COPJ - Expense Ratio Comparison
FLKR has a 0.09% expense ratio, which is lower than COPJ's 0.78% expense ratio.
Dividends
FLKR vs. COPJ - Dividend Comparison
FLKR's dividend yield for the trailing twelve months is around 2.07%, less than COPJ's 11.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
COPJ Sprott Junior Copper Miners ETF | 11.25% | 11.57% | 11.64% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLKR Franklin FTSE South Korea ETF | 2.07% | 3.87% | 7.08% | 2.28% | 3.13% | 2.12% | 0.99% | 2.09% | 1.86% | 1.02% |
Frequently Asked Questions
FLKR and COPJ have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLKR has higher volatility (26.26%) compared to COPJ (18.39%). In terms of maximum drawdown, FLKR dropped -50.06% vs COPJ's -32.28%.
On 3-year performance, FLKR leads with 43.23% vs 40.03% for COPJ. On fees, FLKR is cheaper at 0.09% per year. On volatility, COPJ has been the lower-risk option at 18.39%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, FLKR has performed better with a 43.23% return vs 40.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FLKR is cheaper with a 0.09% expense ratio, compared with 0.78% for COPJ.
COPJ has the higher dividend yield at 11.25%, compared with 2.07% for FLKR.
FLKR is categorized as Asia Pacific Equities, while COPJ is Commodity Producers Equities. FLKR tracks FTSE South Korea RIC Capped Index, while COPJ tracks Nasdaq Sprott Junior Copper Miners Index. They also come from different issuers: Franklin Templeton and Sprott. Their fees differ too: 0.09% for FLKR and 0.78% for COPJ.
FLKR currently has the higher Sharpe Ratio (4.03 vs 2.13), 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.
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