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FLQH vs. EPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLQHEPI

Correlation

-0.50.00.51.00.4

The correlation between FLQH and EPI is 0.44, 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.

Performance

FLQH vs. EPI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
3.51%
FLQH
EPI

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FLQH vs. EPI - Expense Ratio Comparison

FLQH has a 0.40% expense ratio, which is lower than EPI's 0.84% expense ratio.


EPI
WisdomTree India Earnings Fund
Expense ratio chart for EPI: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for FLQH: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

FLQH vs. EPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ International Equity Hedged ETF (FLQH) and WisdomTree India Earnings Fund (EPI). 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.


FLQH
Sharpe ratio
The chart of Sharpe ratio for FLQH, currently valued at 1.82, compared to the broader market-2.000.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for FLQH, currently valued at 3.13, compared to the broader market-2.000.002.004.006.008.0010.0012.003.13
Omega ratio
The chart of Omega ratio for FLQH, currently valued at 1.94, compared to the broader market1.001.502.002.503.001.94
Calmar ratio
The chart of Calmar ratio for FLQH, currently valued at 1.42, compared to the broader market0.005.0010.0015.001.42
Martin ratio
The chart of Martin ratio for FLQH, currently valued at 23.07, compared to the broader market0.0020.0040.0060.0080.00100.0023.07
EPI
Sharpe ratio
The chart of Sharpe ratio for EPI, currently valued at 1.55, compared to the broader market-2.000.002.004.006.001.55
Sortino ratio
The chart of Sortino ratio for EPI, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.0012.001.92
Omega ratio
The chart of Omega ratio for EPI, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for EPI, currently valued at 2.91, compared to the broader market0.005.0010.0015.002.91
Martin ratio
The chart of Martin ratio for EPI, currently valued at 9.43, compared to the broader market0.0020.0040.0060.0080.00100.009.43

FLQH vs. EPI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.82
1.55
FLQH
EPI

Dividends

FLQH vs. EPI - Dividend Comparison

Neither FLQH nor EPI has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FLQH
Franklin LibertyQ International Equity Hedged ETF
3.83%3.17%0.87%2.77%6.23%1.61%5.67%4.02%11.56%0.00%0.00%0.00%
EPI
WisdomTree India Earnings Fund
0.00%0.15%6.01%1.18%0.78%1.17%1.18%0.85%1.04%1.20%1.02%0.75%

Drawdowns

FLQH vs. EPI - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-8.78%
FLQH
EPI

Volatility

FLQH vs. EPI - Volatility Comparison

The current volatility for Franklin LibertyQ International Equity Hedged ETF (FLQH) is 0.00%, while WisdomTree India Earnings Fund (EPI) has a volatility of 3.83%. This indicates that FLQH experiences smaller price fluctuations and is considered to be less risky than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
3.83%
FLQH
EPI