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FLKR vs. LIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLKR vs. LIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE South Korea ETF (FLKR) and Global X Lithium & Battery Tech ETF (LIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLKR achieves a 98.10% return, which is significantly higher than LIT's 27.00% return.


FLKR

1D
-0.69%
1M
3.81%
YTD
98.10%
6M
113.45%
1Y
185.66%
3Y*
45.52%
5Y*
17.78%
10Y*

LIT

1D
2.02%
1M
-8.05%
YTD
27.00%
6M
29.31%
1Y
120.44%
3Y*
9.00%
5Y*
4.01%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLKR vs. LIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
98.10%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%3.00%
LIT
Global X Lithium & Battery Tech ETF
27.00%60.05%-19.19%-12.18%-29.91%36.74%127.88%3.27%-28.63%2.24%

Correlation

The correlation between FLKR and LIT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.57

The correlation between FLKR and LIT has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.

FLKR vs. LIT - Sectors Allocation Comparison


Sectors
FLKR
LIT

Technology

64.3%
11.5%

Industrials

12.8%
26.0%

Financial Services

7.6%

-

Consumer Cyclical

6.0%
7.0%

Basic Materials

2.6%
55.4%

Healthcare

2.5%

-

Communication Services

1.6%

-

Consumer Defensive

1.5%

-

Energy

0.4%

-

Utilities

0.3%

-

Real Estate

-

-

Technology

FLKR
64.3%
LIT
11.5%

Industrials

FLKR
12.8%
LIT
26.0%

Financial Services

FLKR
7.6%
LIT

-

Consumer Cyclical

FLKR
6.0%
LIT
7.0%

Basic Materials

FLKR
2.6%
LIT
55.4%

Healthcare

FLKR
2.5%
LIT

-

Communication Services

FLKR
1.6%
LIT

-

Consumer Defensive

FLKR
1.5%
LIT

-

Energy

FLKR
0.4%
LIT

-

Utilities

FLKR
0.3%
LIT

-

Real Estate

FLKR

-

LIT

-

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Return for Risk

FLKR vs. LIT — 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

LIT
LIT Risk / Return Rank: 9494
Overall Rank
LIT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LIT Sortino Ratio Rank: 9292
Sortino Ratio Rank
LIT Omega Ratio Rank: 9191
Omega Ratio Rank
LIT Calmar Ratio Rank: 9696
Calmar Ratio Rank
LIT Martin Ratio Rank: 9595
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. LIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Global X Lithium & Battery Tech ETF (LIT). 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.


FLKRLITDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.58

1.52

+0.06

Calmar ratioReturn relative to maximum drawdown

8.11

7.36

+0.75

Martin ratioReturn relative to average drawdown

28.21

27.27

+0.94

FLKR vs. LIT - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 4.08, which is comparable to the LIT Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of FLKR and LIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLKR vs. LIT - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum LIT drawdown of -65.91%. Use the drawdown chart below to compare losses from any high point for FLKR and LIT.


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Drawdown Indicators


FLKRLITDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-65.91%

+15.85%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-16.46%

-6.57%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

-53.01%

+26.62%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

-65.91%

+16.40%

Max Drawdown (10Y)

Largest decline over 10 years

-65.91%

Current Drawdown

Current decline from peak

-9.25%

-11.21%

+1.96%

Average Drawdown

Average peak-to-trough decline

-22.03%

-33.59%

+11.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

4.45%

+2.16%

Volatility

FLKR vs. LIT - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 25.85% compared to Global X Lithium & Battery Tech ETF (LIT) at 11.56%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than LIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLKRLITDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.85%

11.56%

+14.29%

Volatility (6M)

Calculated over the trailing 6-month period

42.11%

23.80%

+18.31%

Volatility (1Y)

Calculated over the trailing 1-year period

45.82%

33.94%

+11.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.58%

32.04%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.37%

30.77%

-2.40%

FLKR vs. LIT - Expense Ratio Comparison

FLKR has a 0.09% expense ratio, which is lower than LIT's 0.75% expense ratio.


Dividends

FLKR vs. LIT - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 1.95%, more than LIT's 0.38% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
LIT
Global X Lithium & Battery Tech ETF
0.38%0.49%0.93%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%

Frequently Asked Questions


FLKR and LIT have a correlation of 0.47, 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 LIT (11.56%). In terms of maximum drawdown, FLKR dropped -50.06% vs LIT's -65.91%.

On 5-year performance, FLKR leads with 17.78% vs 4.01% for LIT. On fees, FLKR is cheaper at 0.09% per year. On volatility, LIT has been the lower-risk option at 11.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLKR has performed better with a 17.78% return vs 4.01%. 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 0.75% for LIT.

FLKR has the higher dividend yield at 1.95%, compared with 0.38% for LIT.

FLKR is categorized as Asia Pacific Equities, while LIT is Commodity Producers Equities. FLKR tracks FTSE South Korea RIC Capped Index, while LIT tracks Solactive Global Lithium Index. They also come from different issuers: Franklin Templeton and Global X. Their fees differ too: 0.09% for FLKR and 0.75% for LIT.

FLKR currently has the higher Sharpe Ratio (4.08 vs 3.57), 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 LIT

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

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