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FLMB vs. WTIU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLMB vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty Federal Tax-Free Bond ETF (FLMB) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLMB achieves a 0.50% return, which is significantly lower than WTIU's 95.37% return.


FLMB

1D
0.11%
1M
-2.06%
6M
-0.05%
YTD
0.50%
1Y
6.42%
3Y*
3.83%
5Y*
0.10%
10Y*
ALL TIME*
2.13%

WTIU

1D
-4.60%
1M
39.23%
6M
55.77%
YTD
95.37%
1Y
104.76%
3Y*
-1.04%
5Y*
10Y*
ALL TIME*
-5.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$236.78K$198.32K$268.48K
$1.41M$930.94K$851.49K

FLMB vs. WTIU - Yearly Performance Comparison


2026 (YTD)202520242023
FLMB
Franklin Liberty Federal Tax-Free Bond ETF
0.50%3.93%2.47%4.39%
WTIU
MicroSectors Energy 3X Leveraged ETN
95.37%-17.13%-29.63%-28.45%

Correlation

The correlation between FLMB and WTIU is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.31

Correlation (3Y)
Balances recent behavior with more history.

-0.13

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2023

-0.13

The correlation between FLMB and WTIU shifts across timeframes, from -0.31 (1 year) to -0.13 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FLMB vs. WTIU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FLMB
FLMB Risk / Return Rank: 6868
Overall Rank
FLMB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FLMB Sortino Ratio Rank: 7777
Sortino Ratio Rank
FLMB Omega Ratio Rank: 8383
Omega Ratio Rank
FLMB Calmar Ratio Rank: 5252
Calmar Ratio Rank
FLMB Martin Ratio Rank: 5454
Martin Ratio Rank

WTIU
WTIU Risk / Return Rank: 5555
Overall Rank
WTIU Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 5555
Sortino Ratio Rank
WTIU Omega Ratio Rank: 5454
Omega Ratio Rank
WTIU Calmar Ratio Rank: 6060
Calmar Ratio Rank
WTIU Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FLMB vs. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Federal Tax-Free Bond ETF (FLMB) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.


FLMBWTIUDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.38

1.25

+0.13

Calmar ratioReturn relative to maximum drawdown

1.98

2.19

-0.21

Martin ratioReturn relative to average drawdown

6.77

4.99

+1.78

FLMB vs. WTIU - Sharpe Ratio Comparison

The current FLMB Sharpe Ratio is 1.85, which is comparable to the WTIU Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FLMB and WTIU, 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

FLMB vs. WTIU - Drawdown Comparison

The maximum FLMB drawdown since its inception was -17.90%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for FLMB and WTIU.


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Drawdown Indicators


FLMBWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-75.73%

+57.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-48.11%

+44.86%

Max Drawdown (3Y)

Largest decline over 3 years

-6.44%

-75.73%

+69.29%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

Current Drawdown

Current decline from peak

-2.14%

-30.75%

+28.61%

Average Drawdown

Average peak-to-trough decline

-4.10%

-39.20%

+35.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

21.07%

-20.12%

Volatility

FLMB vs. WTIU - Volatility Comparison

The current volatility for Franklin Liberty Federal Tax-Free Bond ETF (FLMB) is 1.16%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 22.17%. This indicates that FLMB experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLMBWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

22.17%

-21.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

57.97%

-55.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.49%

69.79%

-66.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.13%

70.86%

-65.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.54%

70.86%

-65.32%

FLMB vs. WTIU - Expense Ratio Comparison

FLMB has a 0.30% expense ratio, which is lower than WTIU's 0.95% expense ratio.


Dividends

FLMB vs. WTIU - Dividend Comparison

FLMB's dividend yield for the trailing twelve months is around 4.13%, while WTIU has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
FLMB
Franklin Liberty Federal Tax-Free Bond ETF
4.13%3.86%3.79%3.49%2.80%1.66%2.07%2.40%2.68%0.54%
WTIU
MicroSectors Energy 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLMB and WTIU have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTIU has higher volatility (22.17%) compared to FLMB (1.16%). In terms of maximum drawdown, FLMB dropped -17.90% vs WTIU's -75.73%.

On 3-year performance, FLMB leads with 3.83% vs -1.04% for WTIU. On fees, FLMB is cheaper at 0.30% per year. On volatility, FLMB has been the lower-risk option at 1.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FLMB has performed better with a 3.83% return vs -1.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLMB is cheaper with a 0.30% expense ratio, compared with 0.95% for WTIU.

FLMB has the higher dividend yield at 4.13%, compared with 0.00% for WTIU.

FLMB is categorized as Municipal Bonds, while WTIU is Leveraged Equities. They also come from different issuers: Franklin Templeton and REX. Their fees differ too: 0.30% for FLMB and 0.95% for WTIU.

FLMB currently has the higher Sharpe Ratio (1.85 vs 1.51), 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 FLMB and WTIU

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