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

Performance

FLQH vs. SCHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ International Equity Hedged ETF (FLQH) and Schwab U.S. Large-Cap Value ETF (SCHV). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
12.20%
FLQH
SCHV

Returns By Period


FLQH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SCHV

YTD

21.21%

1M

0.70%

6M

12.20%

1Y

29.79%

5Y (annualized)

11.37%

10Y (annualized)

12.15%

Key characteristics


FLQHSCHV

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FLQH vs. SCHV - Expense Ratio Comparison

FLQH has a 0.40% expense ratio, which is higher than SCHV's 0.04% expense ratio.


FLQH
Franklin LibertyQ International Equity Hedged ETF
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%
Expense ratio chart for SCHV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.6

The correlation between FLQH and SCHV is 0.62, 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.

Risk-Adjusted Performance

FLQH vs. SCHV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ International Equity Hedged ETF (FLQH) and Schwab U.S. Large-Cap Value ETF (SCHV). 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 FLQH, currently valued at 1.12, compared to the broader market0.002.004.006.001.122.85
The chart of Sortino ratio for FLQH, currently valued at 1.72, compared to the broader market-2.000.002.004.006.008.0010.0012.001.724.00
The chart of Omega ratio for FLQH, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.001.521.52
The chart of Calmar ratio for FLQH, currently valued at 1.43, compared to the broader market0.005.0010.0015.001.434.84
The chart of Martin ratio for FLQH, currently valued at 12.36, compared to the broader market0.0020.0040.0060.0080.00100.0012.3617.45
FLQH
SCHV

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.12
2.85
FLQH
SCHV

Dividends

FLQH vs. SCHV - Dividend Comparison

FLQH has not paid dividends to shareholders, while SCHV's dividend yield for the trailing twelve months is around 3.21%.


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%
SCHV
Schwab U.S. Large-Cap Value ETF
3.21%5.88%7.13%3.70%7.69%5.07%6.14%3.47%5.76%4.00%7.14%5.39%

Drawdowns

FLQH vs. SCHV - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.23%
FLQH
SCHV

Volatility

FLQH vs. SCHV - Volatility Comparison

The current volatility for Franklin LibertyQ International Equity Hedged ETF (FLQH) is 0.00%, while Schwab U.S. Large-Cap Value ETF (SCHV) has a volatility of 3.40%. This indicates that FLQH experiences smaller price fluctuations and is considered to be less risky than SCHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.40%
FLQH
SCHV