FLKR vs. LLY

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin FTSE South Korea ETF (FLKR) and Eli Lilly and Company (LLY).

FLKR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE South Korea RIC Capped Index. It was launched on Nov 2, 2017.

Performance

FLKR vs. LLY - Performance Comparison

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

FLKR vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
LLY Eli Lilly and Company	-11.03%	40.25%	33.30%	60.91%	34.26%	66.08%	31.04%	16.14%	40.45%	2.48%

Returns By Period

In the year-to-date period, FLKR achieves a 27.39% return, which is significantly higher than LLY's -11.03% return.

FLKR

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

LLY

• 1D: 3.78%
• 1M: -6.23%
• YTD: -11.03%
• 6M: 16.00%
• 1Y: 19.42%
• 3Y*: 41.64%
• 5Y*: 40.20%
• 10Y*: 31.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FLKR vs. LLY — Risk / Return Rank

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

FLKR

FLKR Risk / Return Rank: 97
FLKR Sharpe Ratio Rank: 98
FLKR Sortino Ratio Rank: 97
FLKR Omega Ratio Rank: 97
FLKR Calmar Ratio Rank: 98
FLKR Martin Ratio Rank: 98

LLY

LLY Risk / Return Rank: 54
LLY Sharpe Ratio Rank: 57
LLY Sortino Ratio Rank: 52
LLY Omega Ratio Rank: 53
LLY Calmar Ratio Rank: 54
LLY Martin Ratio Rank: 54

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. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Eli Lilly and Company (LLY). 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.

	FLKR	LLY	Difference
Sharpe ratio Return per unit of total volatility	3.66	0.46	+3.20
Sortino ratio Return per unit of downside risk	3.85	0.90	+2.95
Omega ratio Gain probability vs. loss probability	1.55	1.13	+0.42
Calmar ratio Return relative to maximum drawdown	5.74	0.54	+5.19
Martin ratio Return relative to average drawdown	22.99	1.33	+21.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLKR vs. LLY - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 3.66, which is higher than the LLY Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FLKR and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FLKR	LLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.66	0.46	+3.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	1.26	-0.93
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.06	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.57	-0.24

Correlation

The correlation between FLKR and LLY is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FLKR vs. LLY - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 3.04%, more than LLY's 0.65% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
LLY Eli Lilly and Company	0.65%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

Drawdowns

FLKR vs. LLY - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for FLKR and LLY.

Drawdown Indicators

	FLKR	LLY	Difference
Max Drawdown Largest peak-to-trough decline	-50.06%	-68.24%	+18.18%
Max Drawdown (1Y) Largest decline over 1 year	-23.03%	-30.26%	+7.23%
Max Drawdown (5Y) Largest decline over 5 years	-49.51%	-34.48%	-15.03%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.48%	—
Current Drawdown Current decline from peak	-16.79%	-13.86%	-2.93%
Average Drawdown Average peak-to-trough decline	-22.44%	-19.25%	-3.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.75%	12.39%	-6.64%

Volatility

FLKR vs. LLY - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 19.74% compared to Eli Lilly and Company (LLY) at 9.94%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLKR	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.74%	9.94%	+9.80%
Volatility (6M) Calculated over the trailing 6-month period	30.25%	26.02%	+4.23%
Volatility (1Y) Calculated over the trailing 1-year period	35.28%	42.60%	-7.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.00%	32.17%	-6.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.40%	29.82%	-3.42%