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

Correlation

The correlation between FLKR and EWY is 0.61, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

FLKR:

-0.12

EWY:

-0.15

Sortino Ratio

FLKR:

0.10

EWY:

0.04

Omega Ratio

FLKR:

1.01

EWY:

1.00

Calmar Ratio

FLKR:

-0.03

EWY:

-0.06

Martin Ratio

FLKR:

-0.11

EWY:

-0.19

Ulcer Index

FLKR:

13.41%

EWY:

14.14%

Daily Std Dev

FLKR:

24.97%

EWY:

26.04%

Max Drawdown

FLKR:

-50.06%

EWY:

-74.14%

Current Drawdown

FLKR:

-30.71%

EWY:

-31.44%

Returns By Period

The year-to-date returns for both investments are quite close, with FLKR having a 19.13% return and EWY slightly higher at 19.38%.


FLKR

YTD

19.13%

1M

9.27%

6M

7.30%

1Y

-2.93%

3Y*

-1.02%

5Y*

4.81%

10Y*

N/A

EWY

YTD

19.38%

1M

9.16%

6M

6.99%

1Y

-3.90%

3Y*

-1.50%

5Y*

4.42%

10Y*

2.43%

*Annualized

Compare stocks, funds, or ETFs

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


Franklin FTSE South Korea ETF

iShares MSCI South Korea ETF

FLKR vs. EWY - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 1414
Overall Rank
The Sharpe Ratio Rank of FLKR is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of FLKR is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FLKR is 1414
Omega Ratio Rank
The Calmar Ratio Rank of FLKR is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FLKR is 1414
Martin Ratio Rank

EWY
The Risk-Adjusted Performance Rank of EWY is 1313
Overall Rank
The Sharpe Ratio Rank of EWY is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of EWY is 1313
Sortino Ratio Rank
The Omega Ratio Rank of EWY is 1313
Omega Ratio Rank
The Calmar Ratio Rank of EWY is 1313
Calmar Ratio Rank
The Martin Ratio Rank of EWY is 1313
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 current FLKR Sharpe Ratio is -0.12, which is comparable to the EWY Sharpe Ratio of -0.15. 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FLKR vs. EWY - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 5.95%, more than EWY's 2.14% yield.


TTM20242023202220212020201920182017201620152014
FLKR
Franklin FTSE South Korea ETF
5.95%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
2.14%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.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FLKR vs. EWY - Volatility Comparison

The current volatility for Franklin FTSE South Korea ETF (FLKR) is 5.03%, while iShares MSCI South Korea ETF (EWY) has a volatility of 5.38%. This indicates that FLKR experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...