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FLLA vs. USDU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLLA and USDU is -0.28. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FLLA vs. USDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Latin America ETF (FLLA) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FLLA:

0.04

USDU:

0.32

Sortino Ratio

FLLA:

0.05

USDU:

0.58

Omega Ratio

FLLA:

1.01

USDU:

1.07

Calmar Ratio

FLLA:

-0.05

USDU:

0.38

Martin Ratio

FLLA:

-0.13

USDU:

1.02

Ulcer Index

FLLA:

11.46%

USDU:

2.54%

Daily Std Dev

FLLA:

21.86%

USDU:

6.61%

Max Drawdown

FLLA:

-53.87%

USDU:

-14.53%

Current Drawdown

FLLA:

-7.30%

USDU:

-6.55%

Returns By Period

In the year-to-date period, FLLA achieves a 27.59% return, which is significantly higher than USDU's -5.64% return.


FLLA

YTD

27.59%

1M

3.87%

6M

15.72%

1Y

1.39%

3Y*

4.51%

5Y*

12.62%

10Y*

N/A

USDU

YTD

-5.64%

1M

-0.68%

6M

-3.41%

1Y

2.31%

3Y*

4.67%

5Y*

2.23%

10Y*

2.09%

*Annualized

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Franklin FTSE Latin America ETF

FLLA vs. USDU - Expense Ratio Comparison

FLLA has a 0.19% expense ratio, which is lower than USDU's 0.51% expense ratio.


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

Risk-Adjusted Performance

FLLA vs. USDU — Risk-Adjusted Performance Rank

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

FLLA
The Risk-Adjusted Performance Rank of FLLA is 1717
Overall Rank
The Sharpe Ratio Rank of FLLA is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of FLLA is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FLLA is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FLLA is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FLLA is 1616
Martin Ratio Rank

USDU
The Risk-Adjusted Performance Rank of USDU is 4242
Overall Rank
The Sharpe Ratio Rank of USDU is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of USDU is 4141
Sortino Ratio Rank
The Omega Ratio Rank of USDU is 3838
Omega Ratio Rank
The Calmar Ratio Rank of USDU is 5050
Calmar Ratio Rank
The Martin Ratio Rank of USDU is 4141
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.

FLLA vs. USDU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Latin America ETF (FLLA) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). 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 FLLA Sharpe Ratio is 0.04, which is lower than the USDU Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FLLA and USDU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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

FLLA vs. USDU - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 5.52%, more than USDU's 4.21% yield.


TTM20242023202220212020201920182017201620152014
FLLA
Franklin FTSE Latin America ETF
5.52%7.04%5.44%9.55%7.60%2.12%3.17%0.48%0.00%0.00%0.00%0.00%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
4.21%3.97%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%1.58%

Drawdowns

FLLA vs. USDU - Drawdown Comparison

The maximum FLLA drawdown since its inception was -53.87%, which is greater than USDU's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for FLLA and USDU.


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

Volatility

FLLA vs. USDU - Volatility Comparison

Franklin FTSE Latin America ETF (FLLA) has a higher volatility of 4.04% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 2.70%. This indicates that FLLA's price experiences larger fluctuations and is considered to be riskier than USDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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