FLLA vs. USDU
Compare and contrast key facts about Franklin FTSE Latin America ETF (FLLA) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU).
FLLA and USDU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLLA is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Latin America RIC Capped Index. It was launched on Oct 9, 2018. USDU is an actively managed fund by WisdomTree. It was launched on Dec 18, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLLA or USDU.
Performance
FLLA vs. USDU - Performance Comparison
Returns By Period
In the year-to-date period, FLLA achieves a -19.60% return, which is significantly lower than USDU's 11.69% return.
FLLA
-19.60%
-4.05%
-13.79%
-12.72%
-0.60%
N/A
USDU
11.69%
2.65%
5.71%
9.92%
3.61%
3.18%
Key characteristics
| FLLA | USDU | |
|---|---|---|
| Sharpe Ratio | -0.76 | 1.88 |
| Sortino Ratio | -0.97 | 2.85 |
| Omega Ratio | 0.89 | 1.35 |
| Calmar Ratio | -0.65 | 2.38 |
| Martin Ratio | -1.19 | 8.79 |
| Ulcer Index | 11.46% | 1.14% |
| Daily Std Dev | 17.85% | 5.31% |
| Max Drawdown | -53.87% | -14.53% |
| Current Drawdown | -20.10% | -0.20% |
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FLLA vs. USDU - Expense Ratio Comparison
FLLA has a 0.19% expense ratio, which is lower than USDU's 0.51% expense ratio.
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.
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.
Dividends
FLLA vs. USDU - Dividend Comparison
FLLA's dividend yield for the trailing twelve months is around 7.22%, more than USDU's 6.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FLLA Franklin FTSE Latin America ETF | 7.22% | 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 | 6.26% | 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.
Volatility
FLLA vs. USDU - Volatility Comparison
Franklin FTSE Latin America ETF (FLLA) has a higher volatility of 4.91% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 2.12%. 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.