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FLKR vs. EWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLKR and EWY is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FLKR vs. EWY - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-11.05%
-13.98%
FLKR
EWY

Key characteristics

Sharpe Ratio

FLKR:

-0.31

EWY:

-0.33

Sortino Ratio

FLKR:

-0.30

EWY:

-0.32

Omega Ratio

FLKR:

0.97

EWY:

0.96

Calmar Ratio

FLKR:

-0.18

EWY:

-0.19

Martin Ratio

FLKR:

-0.60

EWY:

-0.64

Ulcer Index

FLKR:

12.87%

EWY:

13.54%

Daily Std Dev

FLKR:

24.85%

EWY:

25.84%

Max Drawdown

FLKR:

-50.06%

EWY:

-74.14%

Current Drawdown

FLKR:

-36.52%

EWY:

-36.85%

Returns By Period

In the year-to-date period, FLKR achieves a 9.13% return, which is significantly lower than EWY's 9.94% return.


FLKR

YTD

9.13%

1M

-2.21%

6M

-6.02%

1Y

-8.41%

5Y*

4.58%

10Y*

N/A

EWY

YTD

9.94%

1M

-1.96%

6M

-6.45%

1Y

-9.30%

5Y*

4.22%

10Y*

0.78%

*Annualized

Compare stocks, funds, or ETFs

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


FLKR vs. EWY - Expense Ratio Comparison

FLKR has a 0.09% expense ratio, which is lower than EWY's 0.59% expense ratio.


Expense ratio chart for EWY: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWY: 0.59%
Expense ratio chart for FLKR: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLKR: 0.09%

Risk-Adjusted Performance

FLKR vs. EWY — Risk-Adjusted Performance Rank

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

FLKR
The Risk-Adjusted Performance Rank of FLKR is 1010
Overall Rank
The Sharpe Ratio Rank of FLKR is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FLKR is 99
Sortino Ratio Rank
The Omega Ratio Rank of FLKR is 99
Omega Ratio Rank
The Calmar Ratio Rank of FLKR is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FLKR is 1111
Martin Ratio Rank

EWY
The Risk-Adjusted Performance Rank of EWY is 1010
Overall Rank
The Sharpe Ratio Rank of EWY is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of EWY is 99
Sortino Ratio Rank
The Omega Ratio Rank of EWY is 99
Omega Ratio Rank
The Calmar Ratio Rank of EWY is 1010
Calmar Ratio Rank
The Martin Ratio Rank of EWY is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLKR vs. EWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and iShares MSCI South Korea ETF (EWY). 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.


The chart of Sharpe ratio for FLKR, currently valued at -0.31, compared to the broader market-1.000.001.002.003.004.00
FLKR: -0.31
EWY: -0.33
The chart of Sortino ratio for FLKR, currently valued at -0.30, compared to the broader market-2.000.002.004.006.008.00
FLKR: -0.30
EWY: -0.32
The chart of Omega ratio for FLKR, currently valued at 0.97, compared to the broader market0.501.001.502.00
FLKR: 0.97
EWY: 0.96
The chart of Calmar ratio for FLKR, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.00
FLKR: -0.18
EWY: -0.19
The chart of Martin ratio for FLKR, currently valued at -0.60, compared to the broader market0.0020.0040.0060.00
FLKR: -0.60
EWY: -0.64

The current FLKR Sharpe Ratio is -0.31, which is comparable to the EWY Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of FLKR and EWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.31
-0.33
FLKR
EWY

Dividends

FLKR vs. EWY - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 6.49%, more than EWY's 2.32% yield.


TTM20242023202220212020201920182017201620152014
FLKR
Franklin FTSE South Korea ETF
6.49%7.08%2.29%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%0.00%
EWY
iShares MSCI South Korea ETF
2.32%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%1.20%

Drawdowns

FLKR vs. EWY - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for FLKR and EWY. For additional features, visit the drawdowns tool.


-44.00%-42.00%-40.00%-38.00%-36.00%-34.00%-32.00%NovemberDecember2025FebruaryMarchApril
-36.52%
-36.85%
FLKR
EWY

Volatility

FLKR vs. EWY - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) and iShares MSCI South Korea ETF (EWY) have volatilities of 12.27% and 12.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.27%
12.79%
FLKR
EWY