PortfoliosLab logoPortfoliosLab logo
FLKR vs. COPJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLKR vs. COPJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE South Korea ETF (FLKR) and Sprott Junior Copper Miners ETF (COPJ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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

FLKR vs. COPJ - Yearly Performance Comparison


2026 (YTD)202520242023
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

64.3%
3.6%

Industrials

12.8%

-

Financial Services

7.6%

-

Consumer Cyclical

6.0%

-

Basic Materials

2.6%
100.0%

Healthcare

2.5%

-

Communication Services

1.6%

-

Consumer Defensive

1.5%

-

Energy

0.4%

-

Utilities

0.3%

-

Real Estate

-

-

Technology

FLKR
64.3%
COPJ
3.6%

Industrials

FLKR
12.8%
COPJ

-

Financial Services

FLKR
7.6%
COPJ

-

Consumer Cyclical

FLKR
6.0%
COPJ

-

Basic Materials

FLKR
2.6%
COPJ
100.0%

Healthcare

FLKR
2.5%
COPJ

-

Communication Services

FLKR
1.6%
COPJ

-

Consumer Defensive

FLKR
1.5%
COPJ

-

Energy

FLKR
0.4%
COPJ

-

Utilities

FLKR
0.3%
COPJ

-

Real Estate

FLKR

-

COPJ

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FLKR vs. COPJ — Risk / Return Rank

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

FLKR
FLKR Risk / Return Rank: 9494
Overall Rank
FLKR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9090
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9292
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9696
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9595
Martin Ratio Rank

COPJ
COPJ Risk / Return Rank: 6262
Overall Rank
COPJ Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
COPJ Sortino Ratio Rank: 5757
Sortino Ratio Rank
COPJ Omega Ratio Rank: 6464
Omega Ratio Rank
COPJ Calmar Ratio Rank: 6363
Calmar Ratio Rank
COPJ Martin Ratio Rank: 5353
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.

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.


FLKRCOPJDifference
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

FLKR vs. COPJ - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 4.03, which is higher than the COPJ Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FLKR and COPJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FLKRCOPJDifference

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.


Loading charts...

Drawdown Indicators


FLKRCOPJDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-14.59%

-21.36%

+6.77%

Average Drawdown

Average peak-to-trough decline

-22.06%

-11.88%

-10.18%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


FLKRCOPJDifference

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.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

Find the right allocation for FLKR and COPJ

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

Open Portfolio Optimizer