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FLLV vs. PSET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLLV and PSET is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

FLLV vs. PSET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty U.S. Low Volatility ETF (FLLV) and Principal Quality ETF (PSET). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
148.54%
206.87%
FLLV
PSET

Key characteristics

Sharpe Ratio

FLLV:

1.12

PSET:

1.36

Sortino Ratio

FLLV:

1.58

PSET:

1.90

Omega Ratio

FLLV:

1.20

PSET:

1.24

Calmar Ratio

FLLV:

1.50

PSET:

2.08

Martin Ratio

FLLV:

5.25

PSET:

7.57

Ulcer Index

FLLV:

1.98%

PSET:

2.77%

Daily Std Dev

FLLV:

9.26%

PSET:

15.44%

Max Drawdown

FLLV:

-33.95%

PSET:

-34.74%

Current Drawdown

FLLV:

-6.03%

PSET:

-2.73%

Returns By Period

In the year-to-date period, FLLV achieves a 8.08% return, which is significantly lower than PSET's 18.70% return.


FLLV

YTD

8.08%

1M

-4.01%

6M

1.98%

1Y

9.37%

5Y*

9.17%

10Y*

N/A

PSET

YTD

18.70%

1M

0.95%

6M

5.75%

1Y

19.31%

5Y*

13.37%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FLLV vs. PSET - Expense Ratio Comparison

FLLV has a 0.29% expense ratio, which is higher than PSET's 0.15% expense ratio.


FLLV
Franklin Liberty U.S. Low Volatility ETF
Expense ratio chart for FLLV: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for PSET: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

FLLV vs. PSET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty U.S. Low Volatility ETF (FLLV) and Principal Quality ETF (PSET). 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 FLLV, currently valued at 1.12, compared to the broader market0.002.004.001.121.36
The chart of Sortino ratio for FLLV, currently valued at 1.58, compared to the broader market-2.000.002.004.006.008.0010.001.581.90
The chart of Omega ratio for FLLV, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.24
The chart of Calmar ratio for FLLV, currently valued at 1.50, compared to the broader market0.005.0010.0015.001.502.08
The chart of Martin ratio for FLLV, currently valued at 5.25, compared to the broader market0.0020.0040.0060.0080.00100.005.257.57
FLLV
PSET

The current FLLV Sharpe Ratio is 1.12, which is comparable to the PSET Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FLLV and PSET, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.12
1.36
FLLV
PSET

Dividends

FLLV vs. PSET - Dividend Comparison

FLLV's dividend yield for the trailing twelve months is around 2.79%, more than PSET's 0.69% yield.


TTM20232022202120202019201820172016
FLLV
Franklin Liberty U.S. Low Volatility ETF
2.79%1.75%0.00%1.41%0.00%1.31%0.00%1.44%0.50%
PSET
Principal Quality ETF
0.69%0.85%1.47%0.89%1.09%1.36%1.33%1.02%1.26%

Drawdowns

FLLV vs. PSET - Drawdown Comparison

The maximum FLLV drawdown since its inception was -33.95%, roughly equal to the maximum PSET drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for FLLV and PSET. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.03%
-2.73%
FLLV
PSET

Volatility

FLLV vs. PSET - Volatility Comparison

The current volatility for Franklin Liberty U.S. Low Volatility ETF (FLLV) is 2.97%, while Principal Quality ETF (PSET) has a volatility of 4.15%. This indicates that FLLV experiences smaller price fluctuations and is considered to be less risky than PSET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.97%
4.15%
FLLV
PSET
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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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