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

Correlation

The correlation between FLLA and USDU is -0.38. 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.


-0.50.00.51.0-0.4

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-6.11%
28.11%
FLLA
USDU

Key characteristics

Sharpe Ratio

FLLA:

-1.34

USDU:

2.36

Sortino Ratio

FLLA:

-1.83

USDU:

3.70

Omega Ratio

FLLA:

0.79

USDU:

1.45

Calmar Ratio

FLLA:

-0.91

USDU:

2.91

Martin Ratio

FLLA:

-1.88

USDU:

11.62

Ulcer Index

FLLA:

13.20%

USDU:

1.05%

Daily Std Dev

FLLA:

18.54%

USDU:

5.18%

Max Drawdown

FLLA:

-53.87%

USDU:

-14.53%

Current Drawdown

FLLA:

-27.45%

USDU:

-0.38%

Returns By Period

In the year-to-date period, FLLA achieves a -27.00% return, which is significantly lower than USDU's 13.58% return.


FLLA

YTD

-27.00%

1M

-9.19%

6M

-13.27%

1Y

-26.05%

5Y*

-3.91%

10Y*

N/A

USDU

YTD

13.58%

1M

1.53%

6M

5.43%

1Y

13.04%

5Y*

4.18%

10Y*

3.09%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLLA vs. USDU - Expense Ratio Comparison

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


USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
Expense ratio chart for USDU: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%
Expense ratio chart for FLLA: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FLLA, currently valued at -1.34, compared to the broader market0.002.004.00-1.342.36
The chart of Sortino ratio for FLLA, currently valued at -1.83, compared to the broader market-2.000.002.004.006.008.0010.00-1.833.70
The chart of Omega ratio for FLLA, currently valued at 0.79, compared to the broader market0.501.001.502.002.503.000.791.45
The chart of Calmar ratio for FLLA, currently valued at -0.91, compared to the broader market0.005.0010.0015.00-0.912.91
The chart of Martin ratio for FLLA, currently valued at -1.88, compared to the broader market0.0020.0040.0060.0080.00100.00-1.8811.62
FLLA
USDU

The current FLLA Sharpe Ratio is -1.34, which is lower than the USDU Sharpe Ratio of 2.36. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.34
2.36
FLLA
USDU

Dividends

FLLA vs. USDU - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 3.28%, while USDU has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
FLLA
Franklin FTSE Latin America ETF
3.28%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
0.00%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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.45%
-0.38%
FLLA
USDU

Volatility

FLLA vs. USDU - Volatility Comparison

Franklin FTSE Latin America ETF (FLLA) has a higher volatility of 7.44% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 1.70%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.44%
1.70%
FLLA
USDU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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