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FLQM vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLQM vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLQM achieves a 1.19% return, which is significantly lower than UGA's 75.83% return.


FLQM

1D
-0.44%
1M
0.48%
YTD
1.19%
6M
1.68%
1Y
8.05%
3Y*
11.25%
5Y*
6.90%
10Y*

UGA

1D
1.74%
1M
-8.95%
YTD
75.83%
6M
64.53%
1Y
82.09%
3Y*
22.29%
5Y*
25.18%
10Y*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLQM vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLQM
Franklin LibertyQ U.S. Mid Cap Equity ETF
1.19%5.16%14.32%17.47%-12.95%28.76%15.50%28.56%-4.24%10.32%
UGA
United States Gasoline Fund LP
75.83%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%29.42%

Correlation

The correlation between FLQM and UGA is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.23

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since May 1, 2017

0.14

The correlation between FLQM and UGA shifts across timeframes, from -0.23 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FLQM vs. UGA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLQM
FLQM Risk / Return Rank: 2121
Overall Rank
FLQM Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLQM Sortino Ratio Rank: 2020
Sortino Ratio Rank
FLQM Omega Ratio Rank: 1919
Omega Ratio Rank
FLQM Calmar Ratio Rank: 2222
Calmar Ratio Rank
FLQM Martin Ratio Rank: 2323
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 7171
Overall Rank
UGA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5858
Sortino Ratio Rank
UGA Omega Ratio Rank: 6161
Omega Ratio Rank
UGA Calmar Ratio Rank: 9191
Calmar Ratio Rank
UGA Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLQM vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) and United States Gasoline Fund LP (UGA). 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.


FLQMUGADifference

Sharpe ratio

Return per unit of total volatility

0.66

2.35

-1.68

Sortino ratio

Return per unit of downside risk

1.07

2.78

-1.71

Omega ratio

Gain probability vs. loss probability

1.12

1.38

-0.26

Calmar ratio

Return relative to maximum drawdown

1.06

5.82

-4.77

Martin ratio

Return relative to average drawdown

2.97

14.25

-11.28

FLQM vs. UGA - Sharpe Ratio Comparison

The current FLQM Sharpe Ratio is 0.66, which is lower than the UGA Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of FLQM and UGA, 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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Sharpe Ratios by Period


FLQMUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

2.35

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.74

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.12

+0.46

Drawdowns

FLQM vs. UGA - Drawdown Comparison

The maximum FLQM drawdown since its inception was -37.26%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for FLQM and UGA.


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Drawdown Indicators


FLQMUGADifference

Max Drawdown

Largest peak-to-trough decline

-37.26%

-86.59%

+49.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-14.88%

+7.31%

Max Drawdown (3Y)

Largest decline over 3 years

-19.70%

-26.68%

+6.98%

Max Drawdown (5Y)

Largest decline over 5 years

-22.51%

-38.11%

+15.60%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-2.86%

-12.18%

+9.32%

Average Drawdown

Average peak-to-trough decline

-4.92%

-36.77%

+31.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

6.08%

-3.38%

Volatility

FLQM vs. UGA - Volatility Comparison

The current volatility for Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) is 2.91%, while United States Gasoline Fund LP (UGA) has a volatility of 12.41%. This indicates that FLQM experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLQMUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

12.41%

-9.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

30.41%

-22.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

35.21%

-23.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

34.38%

-17.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

37.27%

-18.79%

FLQM vs. UGA - Expense Ratio Comparison

FLQM has a 0.30% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

FLQM vs. UGA - Dividend Comparison

FLQM's dividend yield for the trailing twelve months is around 1.51%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
FLQM
Franklin LibertyQ U.S. Mid Cap Equity ETF
1.51%1.49%1.28%1.27%1.33%1.05%1.10%1.37%1.42%1.15%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLQM and UGA have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (12.41%) compared to FLQM (2.91%). In terms of maximum drawdown, FLQM dropped -37.26% vs UGA's -86.59%.

On 5-year performance, UGA leads with 25.18% vs 6.90% for FLQM. On fees, FLQM is cheaper at 0.30% per year. On volatility, FLQM has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 25.18% return vs 6.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLQM is cheaper with a 0.30% expense ratio, compared with 0.75% for UGA.

FLQM has the higher dividend yield at 1.51%, compared with 0.00% for UGA.

FLQM is categorized as Mid Cap Blend Equities, while UGA is Oil & Gas. FLQM tracks LibertyQ U.S. Mid Cap Equity Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Franklin Templeton and Concierge Technologies. Their fees differ too: 0.30% for FLQM and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.35 vs 0.66), 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 FLQM and UGA

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