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FLKR vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLKR vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE South Korea ETF (FLKR) and United States Gasoline Fund LP (UGA). 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 97.22% return, which is significantly higher than UGA's 64.09% return.


FLKR

1D
-12.51%
1M
7.54%
YTD
97.22%
6M
107.52%
1Y
178.78%
3Y*
48.47%
5Y*
17.46%
10Y*

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLKR vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
97.22%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%3.00%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%-1.21%

Correlation

The correlation between FLKR and UGA is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

-0.02

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

0.08

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

0.15

The correlation between FLKR and UGA shifts across timeframes, from -0.15 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FLKR vs. UGA — Risk / Return Rank

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

FLKR
FLKR Risk / Return Rank: 9292
Overall Rank
FLKR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 8585
Sortino Ratio Rank
FLKR Omega Ratio Rank: 8989
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9595
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9494
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and United States Gasoline Fund LP (UGA). 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.


FLKRUGADifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.54

1.30

+0.25

Calmar ratioReturn relative to maximum drawdown

7.81

3.17

+4.65

Martin ratioReturn relative to average drawdown

26.91

9.39

+17.52

FLKR vs. UGA - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 3.71, which is higher than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FLKR and UGA, 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. UGA - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for FLKR and UGA.


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Drawdown Indicators


FLKRUGADifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-86.59%

+36.53%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-18.96%

-4.07%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

-26.68%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

-38.11%

-11.40%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-12.51%

-18.05%

+5.54%

Average Drawdown

Average peak-to-trough decline

-21.98%

-36.69%

+14.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.67%

6.43%

+0.24%

Volatility

FLKR vs. UGA - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 30.00% compared to United States Gasoline Fund LP (UGA) at 9.24%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLKRUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

30.00%

9.24%

+20.76%

Volatility (6M)

Calculated over the trailing 6-month period

45.17%

30.57%

+14.60%

Volatility (1Y)

Calculated over the trailing 1-year period

48.46%

35.22%

+13.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.50%

34.45%

-3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.88%

37.22%

-8.34%

FLKR vs. UGA - Expense Ratio Comparison

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


Dividends

FLKR vs. UGA - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 1.86%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
1.86%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLKR and UGA have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLKR has higher volatility (30.00%) compared to UGA (9.24%). In terms of maximum drawdown, FLKR dropped -50.06% vs UGA's -86.59%.

On 5-year performance, UGA leads with 22.69% vs 17.46% for FLKR. On fees, FLKR is cheaper at 0.09% per year. On volatility, UGA has been the lower-risk option at 9.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 22.69% return vs 17.46%. 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 UGA.

FLKR has the higher dividend yield at 1.86%, compared with 0.00% for UGA.

FLKR is categorized as Asia Pacific Equities, while UGA is Oil & Gas. FLKR tracks FTSE South Korea RIC Capped Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Franklin Templeton and Concierge Technologies. Their fees differ too: 0.09% for FLKR and 0.75% for UGA.

FLKR currently has the higher Sharpe Ratio (3.71 vs 1.73), 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 UGA

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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