PortfoliosLab logoPortfoliosLab logo
FLSA vs. DVYE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLSA vs. DVYE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Saudi Arabia ETF (FLSA) and iShares Emerging Markets Dividend ETF (DVYE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FLSA vs. DVYE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLSA
Franklin FTSE Saudi Arabia ETF
8.75%-7.15%-0.29%12.99%-3.58%35.72%3.73%9.46%2.95%
DVYE
iShares Emerging Markets Dividend ETF
10.54%28.36%8.89%20.88%-31.38%11.02%-2.51%15.41%1.53%

Returns By Period

In the year-to-date period, FLSA achieves a 8.75% return, which is significantly lower than DVYE's 10.54% return.


FLSA

1D
-0.33%
1M
8.11%
YTD
8.75%
6M
-0.19%
1Y
-0.42%
3Y*
3.73%
5Y*
5.17%
10Y*

DVYE

1D
-0.12%
1M
-1.30%
YTD
10.54%
6M
17.72%
1Y
32.92%
3Y*
22.29%
5Y*
6.19%
10Y*
7.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FLSA vs. DVYE - Expense Ratio Comparison

FLSA has a 0.39% expense ratio, which is lower than DVYE's 0.49% expense ratio.


Return for Risk

FLSA vs. DVYE — Risk / Return Rank

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

FLSA
FLSA Risk / Return Rank: 1111
Overall Rank
FLSA Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FLSA Sortino Ratio Rank: 1111
Sortino Ratio Rank
FLSA Omega Ratio Rank: 1010
Omega Ratio Rank
FLSA Calmar Ratio Rank: 1111
Calmar Ratio Rank
FLSA Martin Ratio Rank: 1111
Martin Ratio Rank

DVYE
DVYE Risk / Return Rank: 8989
Overall Rank
DVYE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DVYE Sortino Ratio Rank: 8989
Sortino Ratio Rank
DVYE Omega Ratio Rank: 8989
Omega Ratio Rank
DVYE Calmar Ratio Rank: 8585
Calmar Ratio Rank
DVYE Martin Ratio Rank: 9292
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.

FLSA vs. DVYE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Saudi Arabia ETF (FLSA) and iShares Emerging Markets Dividend ETF (DVYE). 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.


FLSADVYEDifference

Sharpe ratio

Return per unit of total volatility

-0.02

1.92

-1.95

Sortino ratio

Return per unit of downside risk

0.10

2.56

-2.46

Omega ratio

Gain probability vs. loss probability

1.01

1.38

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.04

2.64

-2.68

Martin ratio

Return relative to average drawdown

-0.06

13.28

-13.35

FLSA vs. DVYE - Sharpe Ratio Comparison

The current FLSA Sharpe Ratio is -0.02, which is lower than the DVYE Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FLSA and DVYE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLSADVYEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.92

-1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.37

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.16

+0.23

Correlation

The correlation between FLSA and DVYE is 0.42, 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.


Dividends

FLSA vs. DVYE - Dividend Comparison

FLSA's dividend yield for the trailing twelve months is around 3.69%, less than DVYE's 5.12% yield.


TTM20252024202320222021202020192018201720162015
FLSA
Franklin FTSE Saudi Arabia ETF
3.69%4.01%3.01%3.09%1.90%1.95%2.16%3.18%0.00%0.00%0.00%0.00%
DVYE
iShares Emerging Markets Dividend ETF
5.12%5.88%11.81%9.05%9.89%7.31%5.27%5.97%5.69%4.81%4.56%6.53%

Drawdowns

FLSA vs. DVYE - Drawdown Comparison

The maximum FLSA drawdown since its inception was -38.31%, smaller than the maximum DVYE drawdown of -47.42%. Use the drawdown chart below to compare losses from any high point for FLSA and DVYE.


Loading graphics...

Drawdown Indicators


FLSADVYEDifference

Max Drawdown

Largest peak-to-trough decline

-38.31%

-47.42%

+9.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-12.65%

+1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

-40.89%

+13.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.89%

Current Drawdown

Current decline from peak

-12.88%

-3.11%

-9.77%

Average Drawdown

Average peak-to-trough decline

-12.16%

-15.54%

+3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

2.52%

+3.78%

Volatility

FLSA vs. DVYE - Volatility Comparison

Franklin FTSE Saudi Arabia ETF (FLSA) has a higher volatility of 7.20% compared to iShares Emerging Markets Dividend ETF (DVYE) at 6.20%. This indicates that FLSA's price experiences larger fluctuations and is considered to be riskier than DVYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLSADVYEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

6.20%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

10.75%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

17.19%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

16.85%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.53%

18.47%

+1.06%