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FLKR vs. DIVI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLKR vs. DIVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE South Korea ETF (FLKR) and Franklin International Core Dividend Tilt Index ETF (DIVI). The values are adjusted to include any dividend payments, if applicable.

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FLKR vs. DIVI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
27.39%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%2.84%
DIVI
Franklin International Core Dividend Tilt Index ETF
4.03%34.86%1.77%18.97%-1.21%16.95%1.29%22.98%-6.73%0.36%

Returns By Period

In the year-to-date period, FLKR achieves a 27.39% return, which is significantly higher than DIVI's 4.03% return.


FLKR

1D
2.41%
1M
-14.74%
YTD
27.39%
6M
53.78%
1Y
128.35%
3Y*
29.91%
5Y*
8.54%
10Y*

DIVI

1D
1.36%
1M
-4.01%
YTD
4.03%
6M
9.23%
1Y
28.73%
3Y*
16.35%
5Y*
12.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLKR vs. DIVI - Expense Ratio Comparison

Both FLKR and DIVI 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

FLKR vs. DIVI — Risk / Return Rank

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

FLKR
FLKR Risk / Return Rank: 9797
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9797
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9898
Martin Ratio Rank

DIVI
DIVI Risk / Return Rank: 8383
Overall Rank
DIVI Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DIVI Sortino Ratio Rank: 8484
Sortino Ratio Rank
DIVI Omega Ratio Rank: 8282
Omega Ratio Rank
DIVI Calmar Ratio Rank: 8484
Calmar Ratio Rank
DIVI Martin Ratio Rank: 8484
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. DIVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Franklin International Core Dividend Tilt Index ETF (DIVI). 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.


FLKRDIVIDifference

Sharpe ratio

Return per unit of total volatility

3.66

1.67

+1.99

Sortino ratio

Return per unit of downside risk

3.85

2.28

+1.57

Omega ratio

Gain probability vs. loss probability

1.55

1.33

+0.22

Calmar ratio

Return relative to maximum drawdown

5.74

2.55

+3.19

Martin ratio

Return relative to average drawdown

22.99

10.14

+12.85

FLKR vs. DIVI - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 3.66, which is higher than the DIVI Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of FLKR and DIVI, 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


FLKRDIVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.66

1.67

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.87

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.64

-0.31

Correlation

The correlation between FLKR and DIVI is 0.60, 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

FLKR vs. DIVI - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 3.04%, less than DIVI's 3.76% yield.


TTM2025202420232022202120202019201820172016
FLKR
Franklin FTSE South Korea ETF
3.04%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%0.00%
DIVI
Franklin International Core Dividend Tilt Index ETF
3.76%3.76%4.39%3.17%6.03%2.77%8.04%1.61%5.67%5.22%11.56%

Drawdowns

FLKR vs. DIVI - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, which is greater than DIVI's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for FLKR and DIVI.


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Drawdown Indicators


FLKRDIVIDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-27.76%

-22.30%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-11.39%

-11.64%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

-18.53%

-30.98%

Current Drawdown

Current decline from peak

-16.79%

-6.04%

-10.75%

Average Drawdown

Average peak-to-trough decline

-22.44%

-3.66%

-18.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

2.86%

+2.89%

Volatility

FLKR vs. DIVI - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 19.74% compared to Franklin International Core Dividend Tilt Index ETF (DIVI) at 7.12%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than DIVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLKRDIVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.74%

7.12%

+12.62%

Volatility (6M)

Calculated over the trailing 6-month period

30.25%

10.79%

+19.46%

Volatility (1Y)

Calculated over the trailing 1-year period

35.28%

17.27%

+18.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.00%

15.03%

+10.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

16.42%

+9.98%