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

Performance

FLKR vs. GOOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE South Korea ETF (FLKR) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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 98.10% return, which is significantly higher than GOOY's 13.92% return.


FLKR

1D
-0.69%
1M
9.35%
YTD
98.10%
6M
113.45%
1Y
191.57%
3Y*
45.52%
5Y*
17.78%
10Y*

GOOY

1D
0.00%
1M
-7.48%
YTD
13.92%
6M
14.56%
1Y
81.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLKR vs. GOOY - Yearly Performance Comparison


2026 (YTD)202520242023
FLKR
Franklin FTSE South Korea ETF
98.10%91.91%-18.84%1.64%
GOOY
YieldMax GOOGL Option Income Strategy ETF
13.92%53.95%12.58%-3.35%

Correlation

The correlation between FLKR and GOOY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2023

0.39

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. GOOY — Risk / Return Rank

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

FLKR
FLKR Risk / Return Rank: 9595
Overall Rank
FLKR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9393
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9696
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9595
Martin Ratio Rank

GOOY
GOOY Risk / Return Rank: 9393
Overall Rank
GOOY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOY Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOY Omega Ratio Rank: 9494
Omega Ratio Rank
GOOY Calmar Ratio Rank: 9191
Calmar Ratio Rank
GOOY Martin Ratio Rank: 9191
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. GOOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLKRGOOYDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.58

1.60

-0.02

Calmar ratioReturn relative to maximum drawdown

8.11

5.06

+3.05

Martin ratioReturn relative to average drawdown

28.21

18.64

+9.56

FLKR vs. GOOY - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 4.08, which is comparable to the GOOY Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of FLKR and GOOY, 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...

Drawdowns

FLKR vs. GOOY - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, which is greater than GOOY's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for FLKR and GOOY.


Loading charts...

Drawdown Indicators


FLKRGOOYDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-24.40%

-25.66%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-16.15%

-6.88%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

Current Drawdown

Current decline from peak

-9.25%

-8.37%

-0.88%

Average Drawdown

Average peak-to-trough decline

-22.03%

-6.27%

-15.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

4.38%

+2.23%

Volatility

FLKR vs. GOOY - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 25.85% compared to YieldMax GOOGL Option Income Strategy ETF (GOOY) at 6.21%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than GOOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLKRGOOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.85%

6.21%

+19.64%

Volatility (6M)

Calculated over the trailing 6-month period

42.11%

17.39%

+24.72%

Volatility (1Y)

Calculated over the trailing 1-year period

45.82%

23.33%

+22.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.58%

23.29%

+6.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.37%

23.29%

+5.08%

FLKR vs. GOOY - Expense Ratio Comparison

FLKR has a 0.09% expense ratio, which is lower than GOOY's 0.99% expense ratio.


Dividends

FLKR vs. GOOY - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 1.95%, less than GOOY's 49.78% yield.


PositionTTM202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
1.95%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%
GOOY
YieldMax GOOGL Option Income Strategy ETF
49.78%41.50%36.74%7.90%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLKR and GOOY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLKR has higher volatility (25.85%) compared to GOOY (6.21%). In terms of maximum drawdown, FLKR dropped -50.06% vs GOOY's -24.40%.

On 1-year performance, FLKR leads with 191.57% vs 81.48% for GOOY. On fees, FLKR is cheaper at 0.09% per year. On volatility, GOOY has been the lower-risk option at 6.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FLKR has performed better with a 191.57% return vs 81.48%. 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 0.99% for GOOY.

GOOY has the higher dividend yield at 49.78%, compared with 1.95% for FLKR.

FLKR is categorized as Asia Pacific Equities, while GOOY is Derivative Income. They also come from different issuers: Franklin Templeton and YieldMax. Their fees differ too: 0.09% for FLKR and 0.99% for GOOY.

FLKR currently has the higher Sharpe Ratio (4.08 vs 3.51), 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 GOOY

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